6
H index
2
i10 index
143
Citations
William Mccausland : Citation Profile
Université de Montréal (75% share) | RESEARCH PRODUCTION: 11 Articles 16 Papers 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:
| Cites to:
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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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Dynamic 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. Full description at Econpapers || Download paper |
| 2023 | High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172. Full description at Econpapers || Download paper |
| 2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper |
| 2023 | Precision-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. Full description at Econpapers || Download paper |
| 2023 | Dividend 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. Full description at Econpapers || Download paper |
| 2023 | High-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. Full description at Econpapers || Download paper |
| 2023 | Large 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. Full description at Econpapers || Download paper |
| 2023 | Measuring 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Random 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. Full description at Econpapers || Download paper |
| 2023 | Behavioural welfare analysis and revealed preference: Theory and experimental evidence. (2023). Caliari, Daniele. In: Discussion Papers, Research Unit: Economics of Change. RePEc:zbw:wzbeoc:spii2023303. 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 | 7 |
| 2011 | Simulation smoothing for state-space models: A computational efficiency analysis In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 71 |
| 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 |
| 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 | 4 |
| 2015 | The HESSIAN Method for Models with Leverage-like Effects In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team