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)

5

H index

2

i10 index

81

Citations

RESEARCH PRODUCTION:

9

Articles

15

Papers

RESEARCH ACTIVITY:

   16 years (1999 - 2015). See details.
   Cites by year: 5
   Journals where William Mccausland has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 6 (6.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmc8
   Updated: 2019-10-06    RAS profile: 2018-09-07    
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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 (23)

Grant, Angelia (11)

Nason, James (7)

Kano, Takashi (7)

Strachan, Rodney (6)

Eisenstat, Eric (4)

Dasgupta, Indraneel (4)

Kastner, Gregor (4)

Korenok, Oleg (3)

Beare, Brendan (3)

Davis, Douglas (3)

Cites to:

Geweke, John (7)

Shephard, Neil (7)

Richard, Jean-Francois (5)

Geweke, John (5)

Bandyopadhyay, Taradas (4)

Varian, Hal (4)

Dasgupta, Indraneel (4)

Bauwens, Luc (3)

Barnett, William (3)

Stock, James (3)

Rossi, Peter (3)

Main data


Where William Mccausland has published?


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

Recent works citing William Mccausland (2018 and 2017)


YearTitle of citing document
2017Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models. (2017). Kastner, Gregor ; Lopes, Hedibert Freitas ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:1602.08154.

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2017Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models. (2017). Kastner, Gregor ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:1706.05280.

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2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

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2018International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. (2018). Cross, Jamie L ; Poon, Aubrey ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0070.

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2018The Great Recession and Okuns law. (2018). Grant, Angelia L. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:291-300.

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2019Achieving shrinkage in a time-varying parameter model framework. (2019). Fruhwirth-Schnatter, Sylvia ; Bitto, Angela. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:75-97.

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2018Dual random utility maximisation. (2018). Manzini, Paola ; Mariotti, Marco. In: Journal of Economic Theory. RePEc:eee:jetheo:v:177:y:2018:i:c:p:162-182.

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2018THE TIME-VARYING ASYMMETRY OF EXCHANGE RATE RETURNS: A STOCHASTIC VOLATILITY – STOCHASTIC SKEWNESS MODEL. (2018). Iseringhausen, Martin. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:18/944.

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2019Efficient Matrix Approach for Classical Inference in State Space Models. (2019). Petrella, Ivan ; Delle Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:19.

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Works by William Mccausland:


YearTitleTypeCited
2009Random Consumer Demand In: Economica.
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article5
2011Simulation smoothing for state-space models: A computational efficiency analysis In: Computational Statistics & Data Analysis.
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article28
2007Time reversibility of stationary regular finite-state Markov chains In: Journal of Econometrics.
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article5
2004Time Reversibility of Stationary Regular Finite State Markov Chains.(2004) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 5
paper
2004Time Reversibility of Stationary Regular Finite State Markov Chains.(2004) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 5
paper
2008On Bayesian analysis and computation for functions with monotonicity and curvature restrictions In: Journal of Econometrics.
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article2
2012The HESSIAN method: Highly efficient simulation smoothing, in a nutshell In: Journal of Econometrics.
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article11
2010Economic modeling and inference, by Bent Jesper Christensen and Nicholas M. Kiefer. In: International Review of Economics & Finance.
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article0
2004Using the BACC Software for Bayesian Inference In: Computational Economics.
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article8
1999Using the BACC Software for Bayesian Inference.(1999) In: Computing in Economics and Finance 1999.
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This paper has another version. Agregated cites: 8
paper
2004A Theory of Random Consumer Demand In: Cahiers de recherche.
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paper1
2004A Theory of Random Consumer Demand.(2004) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 1
paper
2004Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods In: Cahiers de recherche.
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paper0
2004Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods.(2004) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 0
paper
2004The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior In: Cahiers de recherche.
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paper9
2004The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior.(2004) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 9
paper
2007A New Approach to Drawing States in State Space Models In: Cahiers de recherche.
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paper1
2007A New Approach to Drawing States in State Space Models.(2007) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 1
paper
2008The Hessian Method (Highly Efficient State Smoothing, In a Nutshell) In: Cahiers de recherche.
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paper4
2008The Hessian Method (Highly Efficient State Smoothing, In a Nutshell).(2008) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 4
paper
2013Bayesian inference and model comparison for ramdom choice structures In: Cahiers de recherche.
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paper1
2013Bayesian Inference and Model Comparison for Random Choice Structures.(2013) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 1
paper
2001Bayesian Specification Analysis in Econometrics In: American Journal of Agricultural Economics.
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article3
2015The HESSIAN Method for Models with Leverage-like Effects In: Journal of Financial Econometrics.
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article3

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