William McCausland
Personal Details
First Name: William
Middle Name:
Last Name: McCausland
Suffix:
RePEc Short-ID: pmc8
Email:
Homepage:
http://www.mac.com/mccauslw
Postal Address: Département de sciences économiques Université de Montréal C.P. 6128, succursale Centre-ville Montréal, Québec H3C 3J7 Canada
Phone: (514) 343-7281
Affiliation
(in no particular order)Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (Center for Interuniversity Research in Quantitative Economics)
Location: Montréal, Canada
Homepage: http://www.cireq.umontreal.ca/
Email:
Phone: (514) 343-6557
Fax: (514) 343-5831
Postal: C.P. 6128, Succ. centre-ville, Montréal (PQ) H3C 3J7
Handle: RePEc:edi:cdmtlca (more details at EDIRC)Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (Center for Interuniversity Research and Analysis on Organizations)
Location: Montréal, Canada
Homepage: http://www.cirano.qc.ca/
Email:
Phone: (514) 985-4000
Fax: (514) 985-4039
Postal: 2020 rue University, 25e étage, Montréal, Quéc, H3A 2A5
Handle: RePEc:edi:ciranca (more details at EDIRC)Département de Sciences Économiques (Department of Economics)
Location: Montréal, Canada
Université de Montréal
Homepage: http://www.sceco.umontreal.ca/
Email:
Phone: (514) 343-6540
Fax: (514) 343-5831
Postal: CP 6128, Succ. Centre-Ville, Montréal, Québec, H3C 3J7
Handle: RePEc:edi:demtlca (more details at EDIRC)
Works
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF
Working papers
- McCAUSLAND, William, 2008.
"The Hessian Method (Highly Efficient State Smoothing, In a Nutshell),"
Cahiers de recherche
2008-03, Universite de Montreal, Departement de sciences economiques.
- McCAUSLAND, William, 2008. "The Hessian Method (Highly Efficient State Smoothing, In a Nutshell)," Cahiers de recherche 03-2008, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- William J. McCausland & Shirley Miller & Denis Pelletier, 2007.
"A New Approach to Drawing States in State Space Models,"
Working Paper Series
014, North Carolina State University, Department of Economics, revised Aug 2007.
- McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007. "A New Approach to Drawing States in State Space Models," Cahiers de recherche 2007-06, Universite de Montreal, Departement de sciences economiques.
- McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007. "A New Approach to Drawing States in State Space Models," Cahiers de recherche 07-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- McCAUSLAND, William, 2004.
"Time Reversibility of Stationary Regular Finite State Markov Chains,"
Cahiers de recherche
2004-07, Universite de Montreal, Departement de sciences economiques.
- McCausland, William J., 2007. "Time reversibility of stationary regular finite-state Markov chains," Journal of Econometrics, Elsevier, vol. 136(1), pages 303-318, January.
- McCAUSLAND, William J., 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 09-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- McCAUSLAND, William, 2004.
"A Theory of Random Consumer Demand,"
Cahiers de recherche
2004-04, Universite de Montreal, Departement de sciences economiques.
- McCAUSLAND, William J., 2004. "A Theory of Random Consumer Demand," Cahiers de recherche 08-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H., 2004.
"The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior,"
Cahiers de recherche
2004-11, Universite de Montreal, Departement de sciences economiques.
- ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H., 2004. "The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior," Cahiers de recherche 15-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- McCAUSLAND, William, 2004.
"Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods,"
Cahiers de recherche
2004-05, Universite de Montreal, Departement de sciences economiques.
- McCAUSLAND, William J., 2004. "Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods," Cahiers de recherche 10-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- William McCausland, 1999.
"Using the BACC Software for Bayesian Inference,"
Computing in Economics and Finance 1999
833, Society for Computational Economics.
- William J. McCausland, 2004. "Using the BACC Software for Bayesian Inference," Computational Economics, Society for Computational Economics, vol. 23(3), pages 201-218, 04.
Articles
- McCausland, William J. & Miller, Shirley & Pelletier, Denis, 2011. "Simulation smoothing for state-space models: A computational efficiency analysis," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 199-212, January.
- McCausland, William, 2010. "Economic modeling and inference, by Bent Jesper Christensen and Nicholas M. Kiefer," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 793-794, October.
- WILLIAM J. McCAUSLAND, 2009. "Random Consumer Demand," Economica, London School of Economics and Political Science, vol. 76(301), pages 89-107, 02.
- McCausland, William J., 2008. "On Bayesian analysis and computation for functions with monotonicity and curvature restrictions," Journal of Econometrics, Elsevier, vol. 142(1), pages 484-507, January.
- McCausland, William J., 2007.
"Time reversibility of stationary regular finite-state Markov chains,"
Journal of Econometrics,
Elsevier, vol. 136(1), pages 303-318, January.
- McCAUSLAND, William, 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 2004-07, Universite de Montreal, Departement de sciences economiques.
- McCAUSLAND, William J., 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 09-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- William J. McCausland, 2004.
"Using the BACC Software for Bayesian Inference,"
Computational Economics,
Society for Computational Economics, vol. 23(3), pages 201-218, 04.
- William McCausland, 1999. "Using the BACC Software for Bayesian Inference," Computing in Economics and Finance 1999 833, Society for Computational Economics.
- John Geweke & William McCausland, 2001.
"Bayesian Specification Analysis in Econometrics,"
American Journal of Agricultural Economics,
Agricultural and Applied Economics Association, vol. 83(5), pages 1181-1186.
RePEc:bla:ajagec:v:83:y:2001:i:5:p:1181-86 is not listed on IDEAS
NEP Fields
11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-DCM: Discrete Choice Models (4) 2004-06-02 2004-08-23 2004-08-23 2004-08-31 Author is listed
- NEP-ECM: Econometrics (7) 1999-07-12 2004-06-09 2004-08-30 2004-08-30 2007-08-27 2008-02-16 2008-08-21 Author is listed
- NEP-ETS: Econometric Time Series (5) 2004-06-02 2004-08-23 2007-08-27 2008-02-16 2008-08-21 Author is listed
- NEP-EVO: Evolutionary Economics (1) 2004-09-05
- NEP-EXP: Experimental Economics (1) 2004-09-05
- NEP-MIC: Microeconomics (3) 2004-06-02 2004-08-23 2004-08-31 Author is listed
Statistics
Most cited item
- John Geweke & William McCausland, 2001. "Bayesian Specification Analysis in Econometrics," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(5), pages 1181-1186.
Most downloaded item (past 12 months)
- McCausland, William J. & Miller, Shirley & Pelletier, Denis, 2011. "Simulation smoothing for state-space models: A computational efficiency analysis," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 199-212, January.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
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