Details about William Mccausland

Access statistics for papers by William Mccausland.

Last updated 2025-01-28. Update your information in the RePEc Author Service.

Short-id: pmc8

Working Papers

2020

1. A Flexible Stochastic Conditional Duration Model
   Papers, arXiv.org

2013

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

2008

3. The Hessian Method (Highly Efficient State Smoothing, In a Nutshell)
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (4)
   Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2008) View citations (4)

2007

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

2004

5. A Theory of Random Consumer Demand
   Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (3)
   Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2004) View citations (4)
6. Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
   Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2004) View citations (2)
7. The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior
   Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (8)
   Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2004) View citations (8)
8. Time Reversibility of Stationary Regular Finite State Markov Chains
   Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (1)
   Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2004) View citations (1)
   See also Journal Article Time reversibility of stationary regular finite-state Markov chains, Journal of Econometrics, Elsevier (2007) View citations (7) (2007)

1999

9. Using the BACC Software for Bayesian Inference
   Computing in Economics and Finance 1999, Society for Computational Economics View citations (1)
   See also Journal Article Using the BACC Software for Bayesian Inference, Computational Economics, Springer (2004) View citations (10) (2004)

Journal Articles

2021

1. Multivariate stochastic volatility using the HESSIAN method
   Econometrics and Statistics, 2021, 17, (C), 76-94

2020

2. Testing the Random Utility Hypothesis Directly
   The Economic Journal, 2020, 130, (625), 183-207 View citations (8)

2015

3. The HESSIAN Method for Models with Leverage-like Effects
   Journal of Financial Econometrics, 2015, 13, (3), 722-755 View citations (5)

2012

4. The HESSIAN method: Highly efficient simulation smoothing, in a nutshell
   Journal of Econometrics, 2012, 168, (2), 189-206 View citations (17)

2011

5. Simulation smoothing for state-space models: A computational efficiency analysis
   Computational Statistics & Data Analysis, 2011, 55, (1), 199-212 View citations (73)

2010

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

2009

7. Random Consumer Demand
   Economica, 2009, 76, (301), 89-107 View citations (9)

2008

8. On Bayesian analysis and computation for functions with monotonicity and curvature restrictions
   Journal of Econometrics, 2008, 142, (1), 484-507 View citations (3)

2007

9. Time reversibility of stationary regular finite-state Markov chains
   Journal of Econometrics, 2007, 136, (1), 303-318 View citations (7)
   See also Working Paper Time Reversibility of Stationary Regular Finite State Markov Chains, Cahiers de recherche (2004) View citations (1) (2004)

2004

10. Using the BACC Software for Bayesian Inference
    Computational Economics, 2004, 23, (3), 201-218 View citations (10)
    See also Working Paper Using the BACC Software for Bayesian Inference, Computing in Economics and Finance 1999 (1999) View citations (1) (1999)

2001

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

Chapters

2008

1. Bayesian inference on time-varying proportions
   A chapter in Bayesian Econometrics, 2008, pp 525-544