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William McCausland
William McCausland
Associate professor of economics, Université de Montréal
Verified email at umontreal.ca
Title
Cited by
Cited by
Year
Simulation smoothing for state–space models: A computational efficiency analysis
WJ McCausland, S Miller, D Pelletier
Computational Statistics & Data Analysis 55 (1), 199-212, 2011
1472011
The HESSIAN method: Highly efficient simulation smoothing, in a nutshell
WJ McCausland
Journal of Econometrics 168 (2), 189-206, 2012
432012
Testing the random utility hypothesis directly
WJ McCausland, C Davis-Stober, AAJ Marley, S Park, N Brown
The Economic Journal 130 (625), 183-207, 2020
252020
Time reversibility of stationary regular finite-state Markov chains
WJ McCausland
Journal of Econometrics 136 (1), 303-318, 2007
232007
Bayesian specification analysis in econometrics
J Geweke, W McCausland
American Journal of Agricultural Economics 83 (5), 1181-1186, 2001
192001
Prior distributions for random choice structures
WJ McCausland, AAJ Marley
Journal of Mathematical Psychology 57 (3-4), 78-93, 2013
152013
The ghost in the machine: Inferring machine-based strategies from observed behavior
J Engle-Warnick, WJ McCausland, JH Miller
Cahier de recherche, 2004
142004
The HESSIAN method for models with leverage-like effects
B Djegnéné, WJ McCausland
Journal of Financial Econometrics 13 (3), 722-755, 2014
122014
Using the BACC software for Bayesian inference
WJ McCausland
Computational Economics 23, 201-218, 2004
122004
Bayesian inference and model comparison for random choice structures
WJ McCausland, AAJ Marley
Journal of Mathematical Psychology 62, 33-46, 2014
112014
Random consumer demand
WJ McCausland
Economica 76 (301), 89-107, 2009
102009
The Hessian method (highly efficient state smoothing, in a nutshell)
WJ McCausland
Cahier de recherche, 2008
102008
A theory of random consumer demand
WJ McCausland
Cahier de recherche, 2004
62004
A theory of random consumer demand
WJ McCausland
Cahier de recherche, 2004
62004
On Bayesian analysis and computation for functions with monotonicity and curvature restrictions
WJ McCausland
Journal of econometrics 142 (1), 484-507, 2008
52008
Embedding Bayesian tools in mathematical software
J Geweke, W McCausland
Proceedings of the Sixth International Meeting of the International Society …, 2001
42001
Multivariate stochastic volatility using the HESSIAN method
W McCausland, S Miller, D Pelletier
Econometrics and Statistics 17, 76-94, 2021
32021
User Manual for the Windows Matlab Version of BACC (Bayesian Analysis, Computation, and Communication
W McCausland, JJ Stevens
manuscript, Department of Economics, Université de Montréal, 2004
32004
Using simulation methods for Bayesian econometric models
J Geweke, W McCausland, J Stevens
STATISTICS TEXTBOOKS AND MONOGRAPHS 169, 209-262, 2003
32003
THE HESSIAN METHOD WITH CONDITIONAL DEPENDANCE
B DJEGNÉNÉ, WJ MCCAUSLAND
Journal of Financial Econometrics 13 (722-755), 2015
22015
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