William Mccausland : Citation Profile

Are you William Mccausland?

Université de Montréal (75% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (20% share)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (5% share)

6

H index

2

i10 index

148

Citations

RESEARCH PRODUCTION:

11

Articles

16

Papers

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 6
   Journals where William Mccausland has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 10 (6.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmc8
   Updated: 2024-11-06    RAS profile: 2021-03-23    
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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:

Chan, Joshua (33)

Grant, Angelia (12)

Kano, Takashi (8)

Strachan, Rodney (8)

Nason, James (8)

Kastner, Gregor (7)

Eisenstat, Eric (7)

Cross, Jamie (7)

Cross, Jamie (6)

Poon, Aubrey (5)

Dasgupta, Indraneel (4)

Cites to:

Geweke, John (14)

Shephard, Neil (12)

Geweke, John (11)

Bauwens, Luc (10)

Barnett, William (7)

Rossi, Peter (6)

Omori, Yasuhiro (6)

Richard, Jean-Francois (5)

Harbaugh, William (4)

Dasgupta, Indraneel (4)

Asai, Manabu (4)

Main data

Where William Mccausland has published?

Journals with more than one article published# docs
Journal of Econometrics3

Recent works citing William Mccausland (2024 and 2023)

YearTitle of citing document
2023Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906.

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2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2024Irrational Random Utility Models. (2024). Petri, Henrik ; Caliari, Daniele. In: Papers. RePEc:arx:papers:2403.10208.

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2023Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264.

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2023Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model. (2023). Timmermann, Allan ; Sabbatucci, Riccardo ; Pettenuzzo, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1522-1541.

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2023High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628.

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2023Large stochastic volatility in mean VARs. (2023). Poon, Aubrey ; Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s030440762300163x.

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2023Measuring macroeconomic uncertainty: A cross-country analysis. (2023). Dibiasi, Andreas ; Sarferaz, Samad. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000120.

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2023Do choice tasks and rating scales elicit the same judgments?. (2023). Brown, Scott D ; Bennett, Murray S ; Gronau, Quentin F ; Eidels, Ami ; Hawkins, Guy E. In: Journal of choice modelling. RePEc:eee:eejocm:v:49:y:2023:i:c:s1755534523000386.

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2023The Link Between Output Growth and Output Growth Volatility: Barbados. (2023). Agbeyegbe, Terence D. In: Annals of Data Science. RePEc:spr:aodasc:v:10:y:2023:i:3:d:10.1007_s40745-021-00331-2.

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2023Endogenous Time Variation in Vector Autoregressions. (2023). Uzeda, Luis ; Leiva-Leon, Danilo. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:105:y:2023:i:1:p:125-142.

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2023A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output. (2017). Grant, Angelia ; Chan, Joshua. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:2-3:p:525-552.

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2023Random utility and limited consideration. (2023). Kashaev, Nail ; Aguiar, Victor ; Kim, Jeongbin ; Boccardi, Maria Jose. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:1:p:71-116.

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2023Behavioural welfare analysis and revealed preference: Theory and experimental evidence. (2023). Caliari, Daniele. In: Discussion Papers, Research Unit: Economics of Change. RePEc:zbw:wzbeoc:spii2023303.

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Works by William Mccausland:

YearTitleTypeCited
2020A Flexible Stochastic Conditional Duration Model In: Papers.
[Full Text][Citation analysis]		paper0
2009Random Consumer Demand In: Economica.
[Full Text][Citation analysis]		article8
2011Simulation smoothing for state-space models: A computational efficiency analysis In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article73
2007Time reversibility of stationary regular finite-state Markov chains In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2004Time 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
2004Time 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
2008On Bayesian analysis and computation for functions with monotonicity and curvature restrictions In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2012The HESSIAN method: Highly efficient simulation smoothing, in a nutshell In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2021Multivariate stochastic volatility using the HESSIAN method In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2010Economic modeling and inference, by Bent Jesper Christensen and Nicholas M. Kiefer. In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2004Using the BACC Software for Bayesian Inference In: Computational Economics.
[Full Text][Citation analysis]		article9
1999Using 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
2004A Theory of Random Consumer Demand In: Cahiers de recherche.
[Full Text][Citation analysis]		paper1
2004A Theory of Random Consumer Demand.(2004) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2004Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods In: Cahiers de recherche.
[Full Text][Citation analysis]		paper0
2004Bayesian 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
2004The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior In: Cahiers de recherche.
[Full Text][Citation analysis]		paper9
2004The 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
2007A New Approach to Drawing States in State Space Models In: Cahiers de recherche.
[Full Text][Citation analysis]		paper1
2007A 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
2008The Hessian Method (Highly Efficient State Smoothing, In a Nutshell) In: Cahiers de recherche.
[Full Text][Citation analysis]		paper5
2008The 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
2013Bayesian inference and model comparison for ramdom choice structures In: Cahiers de recherche.
[Full Text][Citation analysis]		paper1
2013Bayesian 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
2001Bayesian Specification Analysis in Econometrics In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]		article3
2020Testing the Random Utility Hypothesis Directly In: The Economic Journal.
[Full Text][Citation analysis]		article6
2015The HESSIAN Method for Models with Leverage-like Effects In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article5

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