Simulation smoothing for state–space models: A computational efficiency analysis WJ McCausland, S Miller, D Pelletier Computational Statistics & Data Analysis 55 (1), 199-212, 2011 | 150 | 2011 |
The HESSIAN method: Highly efficient simulation smoothing, in a nutshell WJ McCausland Journal of Econometrics 168 (2), 189-206, 2012 | 44 | 2012 |
Testing the random utility hypothesis directly WJ McCausland, C Davis-Stober, AAJ Marley, S Park, N Brown The Economic Journal 130 (625), 183-207, 2020 | 26 | 2020 |
Time reversibility of stationary regular finite-state Markov chains WJ McCausland Journal of Econometrics 136 (1), 303-318, 2007 | 23 | 2007 |
Bayesian specification analysis in econometrics J Geweke, W McCausland American Journal of Agricultural Economics 83 (5), 1181-1186, 2001 | 20 | 2001 |
Prior distributions for random choice structures WJ McCausland, AAJ Marley Journal of Mathematical Psychology 57 (3-4), 78-93, 2013 | 15 | 2013 |
The ghost in the machine: Inferring machine-based strategies from observed behavior J Engle-Warnick, WJ McCausland, JH Miller Cahier de recherche, 2004 | 14 | 2004 |
The HESSIAN method for models with leverage-like effects B Djegnéné, WJ McCausland Journal of Financial Econometrics 13 (3), 722-755, 2014 | 12 | 2014 |
Using the BACC software for Bayesian inference WJ McCausland Computational Economics 23, 201-218, 2004 | 12 | 2004 |
Bayesian inference and model comparison for random choice structures WJ McCausland, AAJ Marley Journal of Mathematical Psychology 62, 33-46, 2014 | 11 | 2014 |
Random consumer demand WJ McCausland Economica 76 (301), 89-107, 2009 | 10 | 2009 |
The Hessian method (highly efficient state smoothing, in a nutshell) WJ McCausland Cahier de recherche, 2008 | 10 | 2008 |
A theory of random consumer demand WJ McCausland Cahier de recherche, 2004 | 6 | 2004 |
On Bayesian analysis and computation for functions with monotonicity and curvature restrictions WJ McCausland Journal of econometrics 142 (1), 484-507, 2008 | 5 | 2008 |
Embedding Bayesian tools in mathematical software J Geweke, W McCausland Proceedings of the Sixth International Meeting of the International Society …, 2001 | 4 | 2001 |
Multivariate stochastic volatility using the HESSIAN method W McCausland, S Miller, D Pelletier Econometrics and Statistics 17, 76-94, 2021 | 3 | 2021 |
User Manual for the Windows Matlab Version of BACC (Bayesian Analysis, Computation, and Communication W McCausland, JJ Stevens manuscript, Department of Economics, Université de Montréal, 2004 | 3 | 2004 |
Using simulation methods for Bayesian econometric models J Geweke, W McCausland, J Stevens STATISTICS TEXTBOOKS AND MONOGRAPHS 169, 209-262, 2003 | 3 | 2003 |
THE HESSIAN METHOD WITH CONDITIONAL DEPENDANCE B DJEGNÉNÉ, WJ MCCAUSLAND Journal of Financial Econometrics 13 (722-755), 2015 | 2 | 2015 |
A new approach to drawing states in state space models WJ McCAUSLAND, S Miller, D Pelletier Cahier de recherche, 2007 | 2 | 2007 |