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James B. McDonald
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Publications
A Comparison of Parametric Models of Income Distribution Across Countries and Over Time
A Comparison of Partially Adaptive and Reweighted Least Squares Estimation
A Comparison of Semi-Parametric and Partially Adaptive Estimators of the Censored Regression Model with Possibly Skewed and Leptokurtic Error Distributions
A Comparison of Some Robust, Adaptive, and Partially Adaptive Estimators of Regression Models
A Flexible Parametric Garch Model with an Application to Exchange Rates
A General Distribution for Describing Security Price Returns
A Generalization of the Beta Distribution with Applications
A Generalization of the Beta of the First and Second Kind
A Generalized Model for Predictive Data Mining
A Generalized Option Valuation Model for the Pricing of Bond Options
A Generalized Qualitative-Response Model and the Analysis of Management Fraud
A Macroeconomic Analysis of Wage Contract Indexation
A Natural Gas Cash-Out Problem: A Bilevel Programming Framework and a Penalty Function Method
A Note on Estimating Income Elasticities from the Mean of Buyer Income
A Note on the Computation of k-Class Estimators Using a Least Squares Algorithm
A Note on the Distribution Functions of LIML and 2SLS Structural Coefficient in the Exactly Identified Case
A Pedagogical Example of Heteroskedasticity and Autocorrelation
A Semantic Web Data Retrieval Implementation with an Adaptive Model for Supporting Agent Decision Structures
Alternative Beta Estimation for the Market Model Using Partially Adaptive Techniques
Alternative Estimators for the Censored Regression Model
Alternative Parameter Estimators Based Upon Grouped Data
An Analysis of Some Properties of Alternative Measures of Income Inequality Based on the Gamma Distribution Function
An Analysis of the Bounds for the Gini Coefficient
An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent GCL Structural Variance Estimator
An Application and Comparison of Some Flexible Parametric and Semi-Parametric Qualitive Response Models
An Approximation of the Distribution Function of the LIML Identifiability Test Statistic Using the Method of Moments
An Empirical Comparison of Some Alternative Dominance Criteria
An Empirical Investigation of the Size of the Likelihood Ratio Test Statistic
Applications of the GB2 Family of Distributions in Modeling Insurance Loss Processes
Artificial Intelligence and Generalized Qualitative-Response Models: An Empirical Test on Two Audit Decision-Making Domains
Beta Estimation in the Market Model: Skewness and Leptokurtosis
Machine Learning Methods for Detecting Patterns of Management Fraud
Ricky Loss Distributions and Modeling the Loss Reserve Pay-Out Tail
Cycles and Crises in Property/Casualty Insurance: Causes and Implications for Public Policy
Distribution of Aggregate Loss
Distributional Characteristics: Just a Few More Moments
Estimating Aggregate Automative Income Elasticities from the Population Income-Share Elasticity
Estimating Faculty Salary Distributions: An Application of Order Statistics
Estimating Hazard Functions for Discrete Lifetimes
Estimating Income Elasticities from Mean Buyer Income
Factors Affecting the Performance of Individual Chain Store Units: An Empirical Analysis
Forecasting Asymmetries in Aggregate Stock Market Returns: Evidence from Conditional Skewness
Functional Forms, Estimation Techniques and the Distribution of Income
Generalized Bankruptcy Models Applied to Predicting Consumer Credit Behavior
Generalized Econometric Models for Classification Issues in Accounting
Hazard Rates and Generalized Beta Distribution
Heteroscedasticity and Distributional Assumptions in the Censored Regression Model
Identifying Financial Distress in the Insurance Industry: A Synthesis of Methodological and Empirical Issues
Income Inequality in the United States
Identifying Financial Distress in the Insurance Industry: A Synthesis of Methodological and Empirical Issues
Instrumental Variables Estimation with Flexible Distributions
Interdistributional Income Inequality
Machine Learning Methods for Detecting Patterns of Management Fraud
Measurement Error and the Distribution of Income
Mergers in the United States: A Case Study in Robust Time Series
On the Effects of Multicollinearity upon the Properties of Structural Coefficient Estimators
On the Existence of the Exact Moments of Three LIML Structural Variance Estimators for the Case of Two Included Endogenous Variables
Option Pricing and Distribution Characteristics
Option Pricing for Generalized Distributions
Parametric Models for Partially Adaptive Estimation with Skewed and Leptokurtic Residuals
Partially Adaptive Econometric Methods for Regression and Classification
Partially Adaptive Estimation of the Censored Regression Model
Partially Adaptive Estimation of Interval Censored Regression Models
Partially Adaptive Estimation of Regression Models via the Generalized Distribution
Partially Adaptive Quantile Estimators
Partially Adaptive Robust Estimation of Regression Models and Applications
Predicting Insurance Insolvency Using Generalized Qualitative Response Models
Probability Distributions for Financial Models
Problems Associated with Estimating Income Population Characteristics
Regression Models for Positive Random Variables
Review of Categorical Models for Classification Issues in Accounting and Finance
Risky Loss Distributions and Modeling the Loss Reserve Pay-Out Tail
Risky Loss Distributions and the Liability Insurance Crisis
Risky Probability Distributions and Liability Insurance Pricing
Robust and Partially Adaptive Estimation of Regression Models
Robust Estimation with Flexible Parametric Distributions: Estimation of Utility Stock Betas
Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application
Robust Regression with Partially Adaptive Estimators
Selecting Job Scheduling Algorithms: Beta Distribution Model for Service Times
Skewness and Kurtosis Properties of Income Distribution Models
Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases
Skewness-Kurtosis Bounds for the Skewed Generalized T and Related Distributions
Some Applications of Partially Adaptive Estimation of ARIMA Models
Some Comparisons and Applications of Semi-Parametric and Flexible Parametric Estimation Procedures in Econometric Models
Some Evidence on Forecasting Time-Series with Support Vector Machines
Some Experimental Evidence on the Performance of GA-Designed Neural Networks
Some Finite Summation Theorems and an Asymptotic Expansion for the Generalized Hypergeometric Series
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
Some Forecasting Applications of Partially Adaptive Estimators of ARIMA Models
Some Generalized Functions for the Size Distribution of Income
Some Generalized Mixture Distributions with an Application to Unemployment Duration
Some Generalized Models with Applications to Reliability
Some Issues Associated with the Measurement of Income Inequality
Some Multivariate Generalized Beta Distributions
Some Statistical Distributions for Insured Damages
Some Variations on Standard Income Measurement Error Models
Something New, Something Old: Parametric Models for the Size Distribution of Income
Statistical Distributions: How Deviant Can They Be?
The Beta as a Model for the Distribution of Income
The Distribution of Income and Efficient Estimation
The Distribution of Personal Income: Revisited
The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic
The Generalized Beta Distribution as a Model for the Distribution of Income: Estimation of Related Measures of Inequality
The Impact of Measurement Error on the Distribution of Income
The Impact of Taxes and Transfer Payments on the Distribution of Income: A Parametric Comparison
The k-Class Estimators as Least Variance Difference Estimators
The Stochastic Properties of the Short Term Interest Rate: A Distributional Approach
Time Series Prediction with Genetic-Algorithm Designed Neural Networks: An Empirical Comparison with Modern Statistical Models
Trends in Unemployment Duration Data
Using Incomplete Moments to Measure Inequality