William Mccausland

William Mccausland

Université de Montréal - Montreal / Canada
Economics & Econometrics / Economics
AD Scientific Index ID: 663460
University of Montreal
person_outline William Mccausland's MOST POPULAR ARTICLES
1-) Simulation smoothing for state–space models: A computational efficiency analysisWJ McCausland, S Miller, D PelletierComputational Statistics & Data Analysis 55 (1), 199-212, 20111262011
2-) The HESSIAN method: Highly efficient simulation smoothing, in a nutshellWJ McCauslandJournal of Econometrics 168 (2), 189-206, 2012382012
3-) Testing the random utility hypothesis directlyWJ McCausland, C Davis-Stober, AAJ Marley, S Park, N BrownThe Economic Journal 130 (625), 183-207, 2020252020
4-) Time reversibility of stationary regular finite-state Markov chainsWJ McCauslandJournal of Econometrics 136 (1), 303-318, 2007222007
5-) Bayesian specification analysis in econometricsJ Geweke, W McCauslandAmerican Journal of Agricultural Economics 83 (5), 1181-1186, 2001202001