James B. McDonald

5.3k total citations
96 papers, 3.0k citations indexed

About

James B. McDonald is a scholar working on Statistics and Probability, Economics and Econometrics and Finance. According to data from OpenAlex, James B. McDonald has authored 96 papers receiving a total of 3.0k indexed citations (citations by other indexed papers that have themselves been cited), including 41 papers in Statistics and Probability, 30 papers in Economics and Econometrics and 25 papers in Finance. Recurrent topics in James B. McDonald's work include Advanced Statistical Methods and Models (30 papers), Financial Risk and Volatility Modeling (24 papers) and Monetary Policy and Economic Impact (18 papers). James B. McDonald is often cited by papers focused on Advanced Statistical Methods and Models (30 papers), Financial Risk and Volatility Modeling (24 papers) and Monetary Policy and Economic Impact (18 papers). James B. McDonald collaborates with scholars based in United States, Cyprus and Netherlands. James B. McDonald's co-authors include Yexiao Xu, Whitney K. Newey, Richard J. Butler, James V. Hansen, Richard Bookstaber, Ray D. Nelson, Ran Barniv, Michael R. Ransom, Robert Turley and Timothy B. Bell and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Management Science.

In The Last Decade

James B. McDonald

91 papers receiving 2.7k citations

Peers

James B. McDonald

FINAN

SPS

MSOR

Edward W. Frees United States

Hrishikesh D. Vinod United States

David E. A. Giles Canada

Thomas M. Stoker United States

Aman Ullah United States

Alexandre Belloni United States

Eduardo Ley United States

Dale J. Poirier Canada

Alain Monfort France

Anil K. Bera United States

Edward W. Frees United States

James B. McDonald

2.0k ×1.7

1.2k ×1.3

1.0k ×1.2

FINAN

217 ×0.4

SPS

1.1k ×2.5

MSOR

Citations per year, relative to James B. McDonald James B. McDonald (= 1×) peers Edward W. Frees

Countries citing papers authored by James B. McDonald

Since Specialization

Citations

This map shows the geographic impact of James B. McDonald's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by James B. McDonald with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites James B. McDonald more than expected).

Fields of papers citing papers by James B. McDonald

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by James B. McDonald. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by James B. McDonald. The network helps show where James B. McDonald may publish in the future.

Co-authorship network of co-authors of James B. McDonald

This figure shows the co-authorship network connecting the top 25 collaborators of James B. McDonald. A scholar is included among the top collaborators of James B. McDonald based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with James B. McDonald. James B. McDonald is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

McDonald, James B., et al.. (2023). gintreg: A Generalization of Stata's intreg Command. SSRN Electronic Journal.

McDonald, James B., et al.. (2015). Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application. SSRN Electronic Journal.

McDonald, James B., et al.. (2015). Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases. Communication in Statistics- Theory and Methods. 44(18). 3857–3864. 10 indexed citations

McDonald, James B., et al.. (2014). Option Pricing and Distribution Characteristics. Computational Economics. 45(4). 579–595. 6 indexed citations

Lewis, Randall A. & James B. McDonald. (2013). Partially Adaptive Estimation of the Censored Regression Model. Econometric Reviews. 33(7). 732–750. 10 indexed citations

McDonald, James B., et al.. (2009). Robust estimation with flexible parametric distributions: estimation of utility stock betas. Quantitative Finance. 10(4). 375–387. 11 indexed citations

Hansen, James V., James B. McDonald, Conan Albrecht, Douglas L. Dean, & Bonnie Brinton Anderson. (2007). A Semantic Web Data Retrieval Implementation with an Adaptive Model for Supporting Agent Decision Structures. SSRN Electronic Journal.

Hansen, James V., James B. McDonald, & R. David Nelson. (2005). Some evidence on forecasting time-series with support vector machines. Journal of the Operational Research Society. 57(9). 1053–1063. 12 indexed citations

Cummins, J. David, James B. McDonald, & Craig Merrill. (2004). Risky Loss Distributions and Modeling the Loss Reserve Payout Tail. SSRN Electronic Journal. 3 indexed citations

10.

Boyer, Brian H., James B. McDonald, & Whitney K. Newey. (2003). A Comparison of Partially Adaptive and Reweighted Least Squares Estimation. Econometric Reviews. 22(2). 115–134. 14 indexed citations

11.

Hansen, James V. & James B. McDonald. (2002). A Generalized Model for Predictive Data Mining. Information Systems Frontiers. 4(2). 179–186. 6 indexed citations

12.

McDonald, James B. & Ray D. Nelson. (1993). Beta estimation in the market model: skewness and leptokurtosis. Communication in Statistics- Theory and Methods. 22(10). 2843–2862. 9 indexed citations

13.

McDonald, James B. & Ray D. Nelson. (1989). Alternative beta estimation for the market model using partially adaptive techniques. Communication in Statistics- Theory and Methods. 18(11). 4039–4058. 24 indexed citations

14.

McDonald, James B. & Whitney K. Newey. (1988). Partially Adaptive Estimation of Regression Models via the Generalized T Distribution. Econometric Theory. 4(3). 428–457. 215 indexed citations

15.

McDonald, James B.. (1987). Model selection: some generalized distributions. Communication in Statistics- Theory and Methods. 16(4). 1049–1074. 48 indexed citations

16.

Bookstaber, Richard & James B. McDonald. (1987). A General Distribution for Describing Security Price Returns. The Journal of Business. 60(3). 401–401. 125 indexed citations

17.

McDonald, James B.. (1984). Some Generalized Functions for the Size Distribution of Income. Econometrica. 52(3). 647–647. 424 indexed citations

18.

Mariano, Roberto S. & James B. McDonald. (1979). A Note on the Distribution Functions of LIML and 2SLS Structural Coefficient in the Exactly Identified Case. Journal of the American Statistical Association. 74(368). 847–848. 8 indexed citations

19.

McDonald, James B., et al.. (1979). An Analysis of Some Properties of Alternative Measures of Income Inequality Based on the Gamma Distribution Function. Journal of the American Statistical Association. 74(368). 856–856. 13 indexed citations

20.

McDonald, James B.. (1974). On the Existence of the Exact Moments of Three LIML Structural Variance Estimators for the Case of Two Included Endogenous Variables. Journal of the American Statistical Association. 69(346). 514–514. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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