James McDonald : Citation Profile


Are you James McDonald?

Brigham Young University

15

H index

26

i10 index

1064

Citations

RESEARCH PRODUCTION:

58

Articles

13

Papers

2

Chapters

RESEARCH ACTIVITY:

   48 years (1972 - 2020). See details.
   Cites by year: 22
   Journals where James McDonald has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 27 (2.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmc19
   Updated: 2021-11-20    RAS profile: 2021-09-07    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with James McDonald.

Is cited by:

Rao, D.S. Prasada (39)

Chotikapanich, Duangkamon (34)

Griffiths, William (29)

Jenkins, Stephen (23)

Hlasny, Vladimir (23)

Caudill, Steven B (20)

Hajargasht, Gholamreza (20)

Sarabia, José María (20)

Harvey, Andrew (17)

Brzeziński, Michał (15)

Savard, Luc (14)

Cites to:

Newey, Whitney (27)

Theodossiou, Panayiotis (15)

Hansen, Bruce (10)

Hansen, Christian (7)

Bollerslev, Tim (6)

Caudill, Steven B (5)

Harrison, Glenn (5)

Harvey, Campbell (5)

Manski, Charles (5)

Hanemann, Michael (4)

Engle, Robert (3)

Main data


Where James McDonald has published?


Journals with more than one article published# docs
Journal of Econometrics5
Econometrica5
Economics Letters4
Computational Economics4
Journal of Income Distribution3
The Review of Economics and Statistics3
Journal of Business & Economic Statistics3
Statistics & Probability Letters2
Econometric Reviews2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
LIS Working papers / LIS Cross-National Data Center in Luxembourg3
BYU Macroeconomics and Computational Laboratory Working Paper Series / Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory3

Recent works citing James McDonald (2021 and 2020)


YearTitle of citing document
2020Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving. (2020). Lu, Yang ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020016.

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2020Option Pricing with Greed and Fear Factor: The Rational Finance Approach. (2017). Fabozzi, Frank ; Racheva-Iotova, Boryana. In: Papers. RePEc:arx:papers:1709.08134.

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2021Identification and Estimation of a Partially Linear Regression Model using Network Data. (2019). Auerbach, Eric. In: Papers. RePEc:arx:papers:1903.09679.

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2020Risk Loadings in Classification Ratemaking. (2020). Meng, Shengwang ; Li, Zhengxiao ; Yang, Liang. In: Papers. RePEc:arx:papers:2002.01798.

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2020Distributional Robustness of K-class Estimators and the PULSE. (2020). Peters, Jonas ; Jakobsen, Martin Emil. In: Papers. RePEc:arx:papers:2005.03353.

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2020An estimator for predictive regression: reliable inference for financial economics. (2020). Shephard, Neil. In: Papers. RePEc:arx:papers:2008.06130.

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2020Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments. (2020). Savva, Christos ; Tsouknidis, Dimitris ; Theodossiou, Panayiotis. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1097-1119.

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2020A functional approach to small area estimation of the relative median poverty gap. (2020). Trivisano, Carlo ; Ferrante, Maria Rosaria ; Fabrizi, Enrico. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1273-1291.

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2021Score-driven time series models. (2021). Harvey, Andrew. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2133.

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2020Clarifying managerial biases using a probabilistic framework. (2020). Theodossiou, Panayiotis ; Mascarenhas, Briance ; Ellina, Polina. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300459.

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2020Trading volume and realized higher-order moments in the Australian stock market. (2020). Jeyasreedharan, Nagaratnam ; Ahadzie, Richard Mawulawoe. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303403.

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2021Chinas poverty reduction miracle and relative poverty: Focusing on the roles of growth and inequality. (2021). Wan, Guanghua ; Liu, Weiqun ; Hu, Xiaoshan. In: China Economic Review. RePEc:eee:chieco:v:68:y:2021:i:c:s1043951x21000614.

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2020Estimation and inference for area-wise spatial income distributions from grouped data. (2020). Kawakubo, Yuki ; Kobayashi, Genya ; Sugasawa, Shonosuke. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:145:y:2020:i:c:s0167947319302592.

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2020Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting. (2020). Miloevi, Bojana ; Ivanovi, Blagoje ; Obradovi, Marko. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:151:y:2020:i:c:s0167947320300827.

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2020Semiparametric estimation for linear regression with symmetric errors. (2020). Seo, Byungtae ; Chee, Chew-Seng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301444.

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2020Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity. (2020). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300324.

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2020Modelling income distribution using the log Student’s t distribution: New evidence for European Union countries. (2020). Prieto-Alaiz, Mercedes ; Garcia-Perez, Carmelo ; Callealta, Francisco Javier. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:512-522.

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2020Modelling conditional skewness: Heterogeneous beliefs, short sale restrictions and market declines. (2020). Shum, Wai Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300774.

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2020Modeling time series when some observations are zero. (2020). Harvey, Andrew ; Ito, Ryoko. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:33-45.

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2020Robust estimation with many instruments. (2020). Solvsten, Mikkel. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:495-512.

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2020Adaptive inference on pure spatial models. (2020). Robinson, Peter M ; Lee, Jungyoon. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:375-393.

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2020An evolutionary approach to fraud management. (2020). Rabitti, Giovanni ; Galeotti, Marcello ; Vannucci, Emanuele. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:3:p:1167-1177.

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2020On the optimization of water-energy nexus in shale gas network under price uncertainties. (2020). El-Halwagi, Mahmoud ; Majozi, Thokozani ; Sengupta, Debalina ; Mukherjee, Rajib ; Oke, Doris. In: Energy. RePEc:eee:energy:v:203:y:2020:i:c:s036054422030877x.

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2021The impact of the coronavirus crisis on the market price of risk. (2021). Theodossiou, Panayiotis ; Savva, Christos S ; Delis, Manthos D. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301431.

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2020Measuring research in the big data era: The evolution of performance measurement systems in the Italian teaching hospitals. (2020). Nuti, Sabina ; Lungu, Daniel Adrian ; Horenberg, Frank. In: Health Policy. RePEc:eee:hepoli:v:124:y:2020:i:12:p:1387-1394.

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2020Measurement and analysis of Chinese journal discriminative capacity. (2020). Su, Xinning ; Deng, Sanhong ; Wang, Hao ; Zhang, Baolong. In: Journal of Informetrics. RePEc:eee:infome:v:14:y:2020:i:1:s1751157719302652.

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2020A Bayesian nonparametric model and its application in insurance loss prediction. (2020). Meng, Shengwang ; Huang, Yifan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:84-94.

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2020Unbalanced data, type II error, and nonlinearity in predicting M&A failure. (2020). In, Joonhwan ; Han, Sumin ; Baik, Hyeoncheol ; Joo, Sunghoon ; Lee, Kangbok. In: Journal of Business Research. RePEc:eee:jbrese:v:109:y:2020:i:c:p:271-287.

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2020Analysis of the driving factors of U.S. domestic population mobility. (2020). Chen, Qinghua ; Huang, Siyu ; Li, Xiaomeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316875.

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2020On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA. (2020). Ramos, Arturo ; Puente-Ajovin, Miguel ; Massing, Till. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120302818.

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2020Long-term prediction of the metals’ prices using non-Gaussian time-inhomogeneous stochastic process. (2020). Wyomaska, Agnieszka ; Bielak, Ukasz ; Szarek, Dawid. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303228.

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2020The power-law distribution for the income of poor households. (2020). Al-Dhurafi, Nasr Ahmed ; Ibrahim, Kamarulzaman ; Masseran, Nurulkamal ; Mohd, Muhammad Aslam. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304623.

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2020From a stochastic model of economic exchange to measures of inequality. (2020). Serota, R A ; Mills, Jeffrey ; Moghaddam, Dashti M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305483.

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2021Maximum entropy framework for a universal rank order distribution with socio-economic applications. (2021). Shreya, Preety ; Ghosh, Abhik ; Basu, Banasri. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307603.

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2020Impawn rate optimisation in inventory financing: A canonical vine copula-based approach. (2020). Xu, Fangming ; Wang, Xiaojun ; Zhi, Bangdong. In: International Journal of Production Economics. RePEc:eee:proeco:v:227:y:2020:i:c:s0925527320300542.

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2021Testing structural benefit transfer: The role of income inequality. (2021). Drupp, Moritz ; Hanley, Nick ; Meya, Jasper N. In: Resource and Energy Economics. RePEc:eee:resene:v:64:y:2021:i:c:s0928765521000026.

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2020Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics. (2020). Bertoli-Barsotti, Lucio ; Lando, Tommaso. In: Statistics & Probability Letters. RePEc:eee:stapro:v:159:y:2020:i:c:s0167715219303372.

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2020Independence properties of the truncated multivariate elliptical distributions. (2020). Su, Jianxi ; Richards, Donald ; Levine, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:161:y:2020:i:c:s0167715220300328.

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2021Real-time demand forecasting for an urban delivery platform. (2021). Winkenbach, Matthias ; Spinler, Stefan ; Hess, Alexander. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:145:y:2021:i:c:s1366554520307936.

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2020Count copula regression model using generalized beta distribution of the second kind. (2020). Zaroudi, Samira ; Safari-Katesari, Hadi. In: Statistics in Transition New Series. RePEc:exl:29stat:v:21:y:2020:i:2:p:1-12.

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2020Statistical Properties and Estimation of Power-Transmuted Inverse Rayleigh Distribution. (2020). Abdelghaffar, Ahmed M ; Assar, Salwa M ; Hassan, Amal S. In: Statistics in Transition New Series. RePEc:exl:29stat:v:21:y:2020:i:3:p:93-107.

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2020Testing for Stochastic Dominance up to a Common Relative Poverty Line. (2020). Mehdi, Tahsin. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:5-:d:319035.

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2020The Distribution of Cross Sectional Momentum Returns When Underlying Asset Returns Are Student’s t Distributed. (2020). Satchell, Stephen ; Kang, Oh Kang. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:27-:d:316651.

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2021Transformational Approach to Analytical Value-at-Risk for near Normal Distributions. (2021). Singh, Kewal ; Sangwan, Vikas ; Prakash, Puneet. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:51-:d:487006.

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2021Web of Science (WoS) and Scopus: The Titans of Bibliographic Information in Today’s Academic World. (2021). Pranckut, Raminta. In: Publications. RePEc:gam:jpubli:v:9:y:2021:i:1:p:12-:d:515799.

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2021Modeling the Future Value Distribution of a Life Insurance Portfolio. (2021). Viviano, Fabio ; Costabile, Massimo. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:177-:d:648693.

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2020Uncertainty Analysis for Data-Driven Chance-Constrained Optimization. (2020). Weigert, Joris ; Lowgren, Bartolomeus Haussling ; Repke, Jens-Uwe ; Esche, Erik. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2450-:d:334938.

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2021Willingness to pay for private and public improvements of vulnerable road users’ safety. (2021). Andrén, Daniela ; Jarnberg, Linda Andersson ; Vimefall, Elin ; Rutstrom, Elisabet E ; Hultkrantz, Lars ; Andren, Daniela. In: Working Papers. RePEc:hhs:oruesi:2021_011.

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2021Statistical Properties of a New Bathtub Shaped Failure Rate Model With Applications in Survival and Failure Rate Data. (2021). al Mutairi, Alya ; Iqbal, Muhammad Z ; Arshad, Muhammad Z. In: International Journal of Statistics and Probability. RePEc:ibn:ijspjl:v:10:y:2021:i:3:p:49.

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2020Parametric Representation of the Top of Income Distributions: Options, Historical Evidence and Model Selection. (2020). Hlasny, Vladimir. In: Working Papers. RePEc:inq:inqwps:ecineq2020-547.

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2020Top Expenditure Distribution in Arab Countries and the Inequality Puzzle. (2020). Hlasny, Vladimir. In: Working Papers. RePEc:inq:inqwps:ecineq2020-549.

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2020Estimation of Income Inequality from Grouped Data. (2020). Jantti, Markus ; Sarabia, Jose Maria ; Jorda, Vanesa. In: LIS Working papers. RePEc:lis:liswps:804.

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2020Rising mean incomes for whom?. (2020). Krause, Melanie ; Shao, Liang Frank. In: PLOS ONE. RePEc:plo:pone00:0242803.

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2020A Coronavirus Asset Pricing Model: The Role of Skewness. (2020). Savva, Christos ; Delis, Manthos ; Theodossiou, Panayiotis. In: MPRA Paper. RePEc:pra:mprapa:100877.

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2020Probing the mechanism: lending rate setting in a data-driven agent-based model. (2020). Papadopoulos, Georgios. In: MPRA Paper. RePEc:pra:mprapa:102749.

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2021A Six Parameters Beta Distribution with Application for Modeling Waiting Time of Muslim Early Morning Prayer. (2021). , Rafid. In: Annals of Data Science. RePEc:spr:aodasc:v:8:y:2021:i:1:d:10.1007_s40745-020-00282-0.

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2020A dominance approach for comparing the performance of VaR forecasting models. (2020). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-020-00990-4.

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2021Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach. (2021). Trapin, Luca ; Santi, Flavio ; Hambuckers, Julien ; Bee, Marco. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:3:d:10.1007_s00180-021-01078-3.

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2020A review of Student’s t distribution and its generalizations. (2020). Nadarajah, Saralees ; Li, Rui. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1570-0.

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2020An alternative single parameter functional form for Lorenz curve. (2020). Paul, Satya ; Shankar, Sriram. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01715-3.

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2021Estimating risk premiums for regulated firms when accounting for reference-day variation and high-order moments of return volatility. (2021). Lye, Jenny ; Hirschberg, Joe. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:41:y:2021:i:3:d:10.1007_s10669-021-09812-4.

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2020We forgot the middle class! Inequality underestimation in a changing Sub-Saharan Africa. (2020). schettino, francesco ; Molini, Vasco ; Clementi, Fabio ; Dabalen, A L. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:18:y:2020:i:1:d:10.1007_s10888-019-09432-8.

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2020Future private car stock in China: current growth pattern and effects of car sales restriction. (2020). Gan, YU ; Przesmitzki, Steven ; He, Xin ; Wang, Michael ; Cai, Hao ; Lu, Zifeng. In: Mitigation and Adaptation Strategies for Global Change. RePEc:spr:masfgc:v:25:y:2020:i:3:d:10.1007_s11027-019-09868-3.

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2020The Extended Matrix-Variate Beta Probability Distribution on Symmetric Matrices. (2020). Tounsi, Mariem. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09725-5.

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2021Truncated Family of Distributions with Applications to Time and Cost to Start a Business. (2021). Smithson, Michael ; Aljarrah, Mohammad A ; Alzaatreh, Ayman ; Lee, Carl ; Famoye, Felix ; Shahbaz, Muhammad Qaiser. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-020-09801-1.

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2021A robust Birnbaum–Saunders regression model based on asymmetric heavy-tailed distributions. (2021). Bolfarine, Heleno ; Maehara, Rocio ; Balakrishnan, N ; Vilca, Filidor. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:7:d:10.1007_s00184-021-00815-4.

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2020Stochastic dominance relations for generalised parametric distributions obtained through composition. (2020). Bertoli-Barsotti, Lucio ; Lando, Tommaso. In: METRON. RePEc:spr:metron:v:78:y:2020:i:3:d:10.1007_s40300-020-00184-4.

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2021A new regression model for positive random variables with skewed and long tail. (2021). Castro, Mario ; Santos-Neto, Manoel ; Bourguignon, Marcelo. In: METRON. RePEc:spr:metron:v:79:y:2021:i:1:d:10.1007_s40300-021-00203-y.

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2021Some confidence intervals and insights for the proportion below the relative poverty line. (2021). Staudte, Robert G ; Prendergast, Luke A ; Dedduwakumara, Dilanka S. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:10:d:10.1007_s43546-021-00151-9.

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2020Distributions of powers of the central beta matrix variates and applications. (2020). Thanh, Dinh Ngoc ; Phong, Duong Thanh ; Pham-Gia, Thu . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:29:y:2020:i:3:d:10.1007_s10260-019-00497-3.

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2020Parametric Representation of the Top of Income Distributions: Options, Historical Evidence and Model Selection. (2020). Hlasny, Vladimir. In: Commitment to Equity (CEQ) Working Paper Series. RePEc:tul:ceqwps:90.

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2020Bayesian credibility premium with GB2 copulas. (2020). Emiliano, Valdez ; Himchan, Jeong. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:157-171:n:22.

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2020Bayesian credibility premium with GB2 copulas. (2020). Emiliano, Valdez ; Himchan, Jeong. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:157-171:n:9.

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2021Swine producer willingness to pay for Tier 1 disease risk mitigation under multifaceted ambiguity. (2021). Tonsor, Glynn T ; Schulz, Lee L ; Lee, Jiwon. In: Agribusiness. RePEc:wly:agribz:v:37:y:2021:i:4:p:858-875.

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2021Do Chinese listed corporations really tell the truth? Empirical evidence from semi?parametric analysis. (2021). Nie, LI ; Wang, Qiao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1825-1834.

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2021Efficient minimum distance estimation of Pareto exponent from top income shares. (2021). Toda, Alexis Akira ; Wang, Yulong. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:2:p:228-243.

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2021Volatility specifications versus probability distributions in VaR forecasting. (2021). Novales, Alfonso ; Garciajorcano, Laura. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:2:p:189-212.

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2020Volatility forecasts embedded in the prices of crude‐oil options. (2020). Tsiaras, Leonidas ; Gilder, Dudley . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1127-1159.

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2020Economic Consequences of Road Traffic Injuries. Application of the Super Learner algorithm. (2020). Jones, Andrew ; Gabbe, B ; Harris, A ; Sriubaite, I. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:20/20.

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2021Willingness to pay for private and public improvements of vulnerable road users’ safety. (2021). Andrén, Daniela ; Jarnberg, Linda Andersson ; Vimefall, Elin ; Rutstrom, Elisabet E ; Hultkrantz, Lars ; Andren, Daniela. In: GLO Discussion Paper Series. RePEc:zbw:glodps:853.

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Works by James McDonald:


YearTitleTypeCited
2007Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail In: Review of Applied Economics.
[Full Text][Citation analysis]
article3
1998A FLEXIBLE PARAMETRIC GARCH MODEL WITH AN APPLICATION TO EXCHANGE RATES In: Economics Research Institute, ERI Study Papers.
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paper34
2001A flexible parametric GARCH model with an application to exchange rates.(2001) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2011Distributional Characteristics: Just a Few More Moments In: The American Statistician.
[Full Text][Citation analysis]
article0
1993Estimating Aggregate Automotive Income Elasticities from the Population Income-Share Elasticity. In: Journal of Business & Economic Statistics.
[Citation analysis]
article3
2010Instrumental Variables Estimation With Flexible Distributions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article12
2007Instrumental variables estimation with flexible distribution.(2007) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
1987Interdistributional Income Inequality. In: Journal of Business & Economic Statistics.
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article17
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