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Details about William Mccausland

E-mail:
Homepage:http://www.mac.com/mccauslw
Phone:(514) 343-7281
Postal address:Département de sciences économiques Université de Montréal C.P. 6128, succursale Centre-ville Montréal, Québec H3C 3J7 Canada
Workplace:Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (Center for Interuniversity Research in Quantitative Economics), (more information at EDIRC)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (Center for Interuniversity Research and Analysis on Organizations), (more information at EDIRC)
Département de Sciences Économiques (Department of Economics), Université de Montréal (University of Montreal), (more information at EDIRC)

Access statistics for papers by William Mccausland.

Last updated 2015-11-02. Update your information in the RePEc Author Service.

Short-id: pmc8


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Working Papers

2013

  1. Bayesian Inference and Model Comparison for Random Choice Structures
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2013) Downloads

2008

  1. The Hessian Method (Highly Efficient State Smoothing, In a Nutshell)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads View citations (3)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2008) Downloads View citations (1)

2007

  1. A New Approach to Drawing States in State Space Models
    Working Paper Series, North Carolina State University, Department of Economics Downloads
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2007) Downloads View citations (2)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2007) Downloads

2004

  1. A Theory of Random Consumer Demand
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads View citations (4)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2004) Downloads View citations (1)
  2. Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2004) Downloads
  3. The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads View citations (5)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2004) Downloads View citations (5)
  4. Time Reversibility of Stationary Regular Finite State Markov Chains
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads View citations (1)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2004) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2007)

1999

  1. Using the BACC Software for Bayesian Inference
    Computing in Economics and Finance 1999, Society for Computational Economics
    See also Journal Article in Computational Economics (2004)

Journal Articles

2015

  1. The HESSIAN Method for Models with Leverage-like Effects
    Journal of Financial Econometrics, 2015, 13, (3), 722-755 Downloads View citations (3)

2012

  1. The HESSIAN method: Highly efficient simulation smoothing, in a nutshell
    Journal of Econometrics, 2012, 168, (2), 189-206 Downloads View citations (9)

2011

  1. Simulation smoothing for state-space models: A computational efficiency analysis
    Computational Statistics & Data Analysis, 2011, 55, (1), 199-212 Downloads View citations (20)

2010

  1. Economic modeling and inference, by Bent Jesper Christensen and Nicholas M. Kiefer
    International Review of Economics & Finance, 2010, 19, (4), 793-794 Downloads

2009

  1. Random Consumer Demand
    Economica, 2009, 76, (301), 89-107 Downloads View citations (5)

2008

  1. On Bayesian analysis and computation for functions with monotonicity and curvature restrictions
    Journal of Econometrics, 2008, 142, (1), 484-507 Downloads View citations (2)

2007

  1. Time reversibility of stationary regular finite-state Markov chains
    Journal of Econometrics, 2007, 136, (1), 303-318 Downloads View citations (4)
    See also Working Paper (2004)

2004

  1. Using the BACC Software for Bayesian Inference
    Computational Economics, 2004, 23, (3), 201-218 Downloads View citations (9)
    See also Working Paper (1999)

2001

  1. Bayesian Specification Analysis in Econometrics
    American Journal of Agricultural Economics, 2001, 83, (5), 1181-1186 Downloads View citations (3)
 
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