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William McCausland

This is information that was supplied by William McCausland in registering through RePEc. If you are William Mccausland, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:William
Middle Name:
Last Name:McCausland
RePEc Short-ID:pmc8
Département de sciences économiques Université de Montréal C.P. 6128, succursale Centre-ville Montréal, Québec H3C 3J7 Canada
(514) 343-7281
(in no particular order)
Montréal, Canada

(514) 343-6557
(514) 343-7221
C.P. 6128, Succ. centre-ville, Montréal (PQ) H3C 3J7
RePEc:edi:cdmtlca (more details at EDIRC)
Montréal, Canada

(514) 985-4000
(514) 985-4039
1130 rue Sherbrooke Ouest, suite 1400, Montréal, Quéc, H3A 2M8
RePEc:edi:ciranca (more details at EDIRC)
Montréal, Canada

(514) 343-6540
(514) 343-5831
CP 6128, Succ. Centre-Ville, Montréal, Québec, H3C 3J7
RePEc:edi:demtlca (more details at EDIRC)
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  1. McCAUSLAND, William & MARLEY, A. A. J., 2013. "Bayesian inference and model comparison for ramdom choice structures," Cahiers de recherche 2013-06, Universite de Montreal, Departement de sciences economiques.
  2. 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.
  3. 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.
  4. 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.
  5. McCAUSLAND, William, 2004. "A Theory of Random Consumer Demand," Cahiers de recherche 2004-04, Universite de Montreal, Departement de sciences economiques.
  6. McCAUSLAND, William, 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 2004-07, Universite de Montreal, Departement de sciences economiques.
  7. 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.
  8. William McCausland, 1999. "Using the BACC Software for Bayesian Inference," Computing in Economics and Finance 1999 833, Society for Computational Economics.
  1. Barnabé Djegnéné & William J. McCausland, 2015. "The HESSIAN Method for Models with Leverage-like Effects," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 13(3), pages 722-755.
  2. McCausland, William J., 2012. "The HESSIAN method: Highly efficient simulation smoothing, in a nutshell," Journal of Econometrics, Elsevier, vol. 168(2), pages 189-206.
  3. 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.
  4. 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.
  5. WILLIAM J. McCAUSLAND, 2009. "Random Consumer Demand," Economica, London School of Economics and Political Science, vol. 76(301), pages 89-107, 02.
  6. 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.
  7. McCausland, William J., 2007. "Time reversibility of stationary regular finite-state Markov chains," Journal of Econometrics, Elsevier, vol. 136(1), pages 303-318, January.
  8. William J. McCausland, 2004. "Using the BACC Software for Bayesian Inference," Computational Economics, Springer;Society for Computational Economics, vol. 23(3), pages 201-218, 04.
  9. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (9) 1999-07-12 2004-06-09 2004-08-30 2004-08-30 2007-08-27 2008-02-16 2008-08-21 2013-08-31 2014-03-30. Author is listed
  2. NEP-DCM: Discrete Choice Models (6) 2004-06-02 2004-08-23 2004-08-23 2004-08-31 2013-08-31 2014-03-30. Author is listed
  3. NEP-ETS: Econometric Time Series (5) 2004-06-02 2004-08-23 2007-08-27 2008-02-16 2008-08-21. Author is listed
  4. NEP-MIC: Microeconomics (3) 2004-06-02 2004-08-23 2004-08-31
  5. NEP-ORE: Operations Research (2) 2013-08-31 2014-03-30
  6. NEP-UPT: Utility Models & Prospect Theory (2) 2013-08-31 2014-03-30
  7. NEP-EVO: Evolutionary Economics (1) 2004-09-05
  8. NEP-EXP: Experimental Economics (1) 2004-09-05

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