Office: 153 FOB

Phone: 801-422-3463

Email: james_mcdonald@byu.edu

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Expertise                 Econometrics,                   Quantative Economics

Papers                                         Interval Response Data

James B. McDonald


Clayne L. Pope Professor of Economics


PhD, Purdue University, 1970
MS, Utah State University, 1966
BS, Utah State University, 1964

Research and Professional Experience

James B. McDonald is currently the Clayne L. Pope Professor of Economics at Brigham Young University. He received BS and MS degrees in mathematics from Utah State University and a PhD in Economics from Purdue University in 1970. At Purdue, he worked with Robert L. Basman on topics related to econometric methodology. Dr. McDonald has retained an active interest in econometric methodology with applications in finance, insurance, bankruptcy, forecasting, statistics, and the distribution of income throughout his career. Some of his research deals with alternative procedures for estimating economic models (partially adaptive estimators) and different models for describing economic variables. His research has been published in various econometrics, statistics, business, and economics journals. He enjoys working with students and has taught at Utah State University, Lingnan College (Zhongshan University) in China, and spent a year as a visiting scholar at Massachusetts Institute of Technology. He has served as an Associate Dean of Honors and General Education at Brigham Young University along with serving as Department Chair of the Economics Department.

Selected Publications

​​James B. McDonald and Randall Lewis (2011). Partially Adaptive Estimation of the Censored Regression Model. Forthcoming in Econometric Reviews.

James B. McDonald, Chris Hansen and Whitney Newey (2010). Instrumental Variables Estimation with Flexible Distributions. Journal of Economics and Business Statistics.

James B. McDonald, Kai Li Wang, Christopher Fawson, and Christoper Barrett (2001). A Flexible Parametric GARCH Model with an Application to Exchange Rates. Journal of Applied Econometrics.

James B. McDonald, J. V. Hansen, W. F. Messier Jr. and T. B. Bell (1996). A Generalized Qualitative-Response Model and an Analysis of Management Fraud. Management Science.

James B. McDonald (1989). Partially Adaptive Estimation of ARMA Models.  International Journal of Forecasting.

James B. McDonald, Whitney Newey (1988). Partially Adaptive Estimation of Regression Models via the Generalized T Distribution. Econometric Theory.

James B. McDonald, Richard M. Bookstaber (1987). A General Distribution for Describing Security Price Returns. The Journal of Business.

James B. McDonald (1984). Some Generalized Functions for the Size Distribution of Income.​ Econometrica.​

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