7
H index
3
i10 index
154
Citations
William Mccausland : Citation Profile
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (20% share) | RESEARCH PRODUCTION: 11 Articles 16 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (1999 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with William Mccausland. | Is cited by:
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Main data
Where William Mccausland has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 3 |
Recent works citing William Mccausland (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models. (2025). Fruhwirth-Schnatter, Sylvia ; Knaus, Peter. In: Papers. RePEc:arx:papers:2312.10487. Full description at Econpapers || Download paper |
| 2025 | Irrational Random Utility Models. (2024). Petri, Henrik ; Caliari, Daniele. In: Papers. RePEc:arx:papers:2403.10208. Full description at Econpapers || Download paper |
| 2024 | Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957. Full description at Econpapers || Download paper |
| 2024 | A novel choice model combining utility maximization and the disjunctive decision rules, application to two case studies. (2024). Rasmussen, Thomas Kjar ; Nielsen, Otto Anker ; Duncan, Lawrence Christopher ; Cazor, Laurent ; Watling, David Paul. In: Journal of choice modelling. RePEc:eee:eejocm:v:52:y:2024:i:c:s1755534524000423. Full description at Econpapers || Download paper |
| 2025 | A characterization of the Luce choice rule for an arbitrary collection of menus. (2025). Mihm, Maximilian ; Als-Ferrer, Carlos. In: Journal of Economic Theory. RePEc:eee:jetheo:v:223:y:2025:i:c:s0022053124001479. Full description at Econpapers || Download paper |
| 2024 | Methods for testing the random utility model. (2024). Dardanoni, Valentino ; Forcina, Antonio. In: Statistics & Probability Letters. RePEc:eee:stapro:v:215:y:2024:i:c:s0167715224001998. Full description at Econpapers || Download paper |
| 2024 | Monte Carlo Simulation as a Demand Forecasting Tool. (2024). Jasienski, Michal ; Golec, Ewa ; Martyniuk, Wlodzimierz ; Bednarczuk, Piotr ; Przysucha, Bartosz ; Pliszczuk, Damian. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:speciala:p:103-113. Full description at Econpapers || Download paper |
| 2025 | The Inflation Uncertainty-Inflation Relationship: Time Variation Across Latin America and the G7. (2025). Rodríguez, Gabriel ; Alvarado, Mauricio. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00544. Full description at Econpapers || Download paper |
| 2024 | Random choice and market demand. (2024). Birchenall, Javier. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:57:y:2024:i:1:p:165-198. Full description at Econpapers || Download paper |
Works by William Mccausland:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | A Flexible Stochastic Conditional Duration Model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Random Consumer Demand In: Economica. [Full Text][Citation analysis] | article | 10 |
| 2011 | Simulation smoothing for state-space models: A computational efficiency analysis In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 75 |
| 2007 | Time reversibility of stationary regular finite-state Markov chains In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2004 | Time Reversibility of Stationary Regular Finite State Markov Chains.(2004) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2004 | Time Reversibility of Stationary Regular Finite State Markov Chains.(2004) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2008 | On Bayesian analysis and computation for functions with monotonicity and curvature restrictions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2012 | The HESSIAN method: Highly efficient simulation smoothing, in a nutshell In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2021 | Multivariate stochastic volatility using the HESSIAN method In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Economic modeling and inference, by Bent Jesper Christensen and Nicholas M. Kiefer. In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | Bayesian inference on time-varying proportions In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2004 | Using the BACC Software for Bayesian Inference In: Computational Economics. [Full Text][Citation analysis] | article | 9 |
| 1999 | Using the BACC Software for Bayesian Inference.(1999) In: Computing in Economics and Finance 1999. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2004 | A Theory of Random Consumer Demand In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
| 2004 | A Theory of Random Consumer Demand.(2004) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2004 | Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods.(2004) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 9 |
| 2004 | The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior.(2004) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2007 | A New Approach to Drawing States in State Space Models In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
| 2007 | A New Approach to Drawing States in State Space Models.(2007) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | The Hessian Method (Highly Efficient State Smoothing, In a Nutshell) In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 5 |
| 2008 | The Hessian Method (Highly Efficient State Smoothing, In a Nutshell).(2008) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | Bayesian inference and model comparison for ramdom choice structures In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Bayesian Inference and Model Comparison for Random Choice Structures.(2013) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2001 | Bayesian Specification Analysis in Econometrics In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 3 |
| 2020 | Testing the Random Utility Hypothesis Directly In: The Economic Journal. [Full Text][Citation analysis] | article | 8 |
| 2015 | The HESSIAN Method for Models with Leverage-like Effects In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team