William Mccausland

Names

Identifer

Contact

Affiliations

• Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (weight: 20%)
  • EDIRC entry
  • location:
• Université de Montréal / Département de Sciences Économiques (weight: 75%)
  • EDIRC entry
  • location:
• Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (weight: 5%)
  • EDIRC entry
  • location:

Research profile

author of:

• A Flexible Stochastic Conditional Duration Model (RePEc:arx:papers:2005.09166)
  by Samuel Gingras & William J. McCausland
• Random Consumer Demand (RePEc:bla:econom:v:76:y:2009:i:301:p:89-107)
  by WILLIAM J. McCAUSLAND
• Simulation smoothing for state-space models: A computational efficiency analysis (RePEc:eee:csdana:v:55:y:2011:i:1:p:199-212)
  by McCausland, William J. & Miller, Shirley & Pelletier, Denis
• Time reversibility of stationary regular finite-state Markov chains (RePEc:eee:econom:v:136:y:2007:i:1:p:303-318)
  by McCausland, William J.
• On Bayesian analysis and computation for functions with monotonicity and curvature restrictions (RePEc:eee:econom:v:142:y:2008:i:1:p:484-507)
  by McCausland, William J.
• The HESSIAN method: Highly efficient simulation smoothing, in a nutshell (RePEc:eee:econom:v:168:y:2012:i:2:p:189-206)
  by McCausland, William J.
• Multivariate stochastic volatility using the HESSIAN method (RePEc:eee:ecosta:v:17:y:2021:i:c:p:76-94)
  by McCausland, William & Miller, Shirley & Pelletier, Denis
• Economic modeling and inference, by Bent Jesper Christensen and Nicholas M. Kiefer (RePEc:eee:reveco:v:19:y:2010:i:4:p:793-794)
  by McCausland, William
• Bayesian inference on time-varying proportions (RePEc:eme:aecozz:s0731-9053(08)23016-1)
  by William J. McCausland & Brahim Lgui
• Using the BACC Software for Bayesian Inference (RePEc:kap:compec:v:23:y:2004:i:3:p:201-218)
  by William J. McCausland
• A Theory of Random Consumer Demand (RePEc:mtl:montde:2004-04)
  by McCAUSLAND, William
• Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods (RePEc:mtl:montde:2004-05)
  by McCAUSLAND, William
• Time Reversibility of Stationary Regular Finite State Markov Chains (RePEc:mtl:montde:2004-07)
  by McCAUSLAND, William
• The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior (RePEc:mtl:montde:2004-11)
  by ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.
• A New Approach to Drawing States in State Space Models (RePEc:mtl:montde:2007-06)
  by McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis
• The Hessian Method (Highly Efficient State Smoothing, In a Nutshell) (RePEc:mtl:montde:2008-03)
  by McCAUSLAND, William
• Bayesian inference and model comparison for ramdom choice structures (RePEc:mtl:montde:2013-06)
  by McCAUSLAND, William & MARLEY, A. A. J.
• The Hessian Method (Highly Efficient State Smoothing, In a Nutshell) (RePEc:mtl:montec:03-2008)
  by McCAUSLAND, William
• A New Approach to Drawing States in State Space Models (RePEc:mtl:montec:07-2007)
  by McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis
• Bayesian Inference and Model Comparison for Random Choice Structures (RePEc:mtl:montec:07-2013)
  by William J. McCausland & A.A.J. Marley
• A Theory of Random Consumer Demand (RePEc:mtl:montec:08-2004)
  by McCAUSLAND, William J.
• Time Reversibility of Stationary Regular Finite State Markov Chains (RePEc:mtl:montec:09-2004)
  by McCAUSLAND, William J.
• Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods (RePEc:mtl:montec:10-2004)
  by McCAUSLAND, William J.
• The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior (RePEc:mtl:montec:15-2004)
  by ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.
• A New Approach to Drawing States in State Space Models (RePEc:ncs:wpaper:014)
  by William J. McCausland & Shirley Miller & Denis Pelletier
• Bayesian Specification Analysis in Econometrics (RePEc:oup:ajagec:v:83:y:2001:i:5:p:1181-1186)
  by John Geweke & William McCausland
• Testing the Random Utility Hypothesis Directly (RePEc:oup:econjl:v:130:y:2020:i:625:p:183-207.)
  by William J McCausland & Clintin Davis-Stober & AAJ Marley & Sanghyuk Park & Nicholas Brown
• The HESSIAN Method for Models with Leverage-like Effects (RePEc:oup:jfinec:v:13:y:2015:i:3:p:722-755.)
  by Barnabé Djegnéné & William J. McCausland
• Using the BACC Software for Bayesian Inference (RePEc:sce:scecf9:833)
  by William McCausland