Coordonnées Formation académique Expérience professionnelle

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Curriculum Vitae
William J. McCausland
Coordonnées
Adresse postale :
Adresse civique :
Département de sciences économiques
C.P. 6128, succursale Centre-ville,
Montréal, QC, H3C-3J7
Pavillon Lionel Groulx
3150 rue Jean-Brillant, C-6029
Montréal, QC H3T-1N8
Canada
Canada
Téléphone : (514) 343-7281
Télécopieur : (514) 343-7221
Adresse électronique : [email protected]
Site internet : www.cirano.qc.ca/mccauslw
Formation académique
1989 B.A.Sc.
Génie scientifique
University of Toronto
1992 M.Eng.
1996 M.A.
2002 Ph.D.
Génie électrique
Économie
Économie
McGill University
University of Toronto
University of Minnesota
Expérience professionnelle
20012001-
Professeur adjoint
Chercheur régulier
Université de Montréal
CIREQ
Montréal, QC
Montréal, QC
20011997-2001
1998-1998
1996-1997
Chercheur
Auxiliaire de recherche
Chargé de cours
Auxiliaire d’enseignement
CIRANO
Montréal, QC
Minneapolis, MN
Minneapolis, MN
Minneapolis, MN
Seneca College
Computer Curriculum Corp.
Toronto, ON
Sunnyvale, CA
1993-1995 Instructeur
1991-1993 Ingénieur informatique
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Publications
“Random Consumer Demand,” Economica, (à paraı̂tre)
“On Bayesian Analysis and Computation for Functions with Monotonicity and Curvature
Restrictions,” Journal of Econometrics, 2008, 142, 484-507.
“Time Reversibility of Stationary Regular Finite State Markov Chains,” Journal of Econometrics, 2007, 136, 303-318.
“Using the BACC Software for Bayesian Inference,” Journal of Computational Economics,
2004, 23, 201-218.
“Using Simulation Methods for Bayesian Econometric Models,” in David E. A. Giles (ed.),
Computer-Aided Econometrics. New York: Marcel Dekker, 2003, 209-261. (avec John
Geweke et John J. Stevens)
“Bayesian Specification Analysis in Econometrics,” American Journal of Agricultural Economics, 2001, 83, 1181-1186. (avec John Geweke)
“Embedding Bayesian Tools in Mathematical Software,” Proceedings of the International
Society for Bayesian Analysis (ISBA), 2000, 165-173. (avec John Geweke)
Cahiers de recherche
“A Theory of Random Consumer Demand,” Cahiers de recherche du département de sciences
économiques, Université de Montréal, no. 2004-04, 2004.
“Bayesian Inference for a Theory of Random Consumer Demand: the Case of Indivisible Goods,” Cahiers de recherche du département de sciences économiques, Université de
Montréal, no. 2004-05, 2004.
“Time Reversibility of Stationary Regular Finite State Markov Chains,” Cahiers de recherche
du département de sciences économiques, Université de Montréal, no. 2004-06, 2004.
“The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior,”
Cahiers de recherche du département de sciences économiques, Université de Montréal, no.
2004-15, 2004. (avec Jim Engle-Warnick et John Miller)
“A New Approach to Drawing States in State Space Models,” Cahiers de recherche du
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département de sciences économiques, Université de Montréal, no. 2007-06, 2007. (avec
Shirley Miller et Denis Pelletier)
Communications présentées lors de colloques
Conférencier Invité
“The Model Specification Problem from a Bayesian Perspective,” American Agricultural Economics Association and Canadian Agricultural Economics Society Annual Meeting, Chicago,
IL, 2001. (avec John Geweke)
“Markov Chain Monte Carlo Methods: A Tutorial,” American Agricultural Economics Association and Canadian Agricultural Economics Society Annual Meeting, Chicago, IL, 2001.
(avec John Geweke)
Conférencier
“Bayesian Analysis and Computation for Functions Subject to Monotonicity and Curvature
Restrictions,” 41st Annual Meeting of the Canadian Economics Association, Halifax, NS,
2007.
“Bayesian Analysis and Computation for Functions Subject to Monotonicity and Curvature
Restrictions,” Seminar on Bayesian Inference in Econometrics and Statistics, Saint Louis,
MO, 2007.
“Drawing Stochastic Volatility,” 40th Annual Meeting of the Canadian Economics Association, Montréal, QC, 2006.
“Drawing Stochastic Volatility,” Financial Econometrics Conference, Montréal, QC, 2006.
“Drawing Stochastic Volatility,” Seminar on Bayesian Inference in Econometrics and Statistics, Iowa City, IA, 2006.
“Time Reversibility of Stationary Regular Finite-State Markov Chains,” American Statistical
Association Joint Statistical Meetings, Minneapolis, MN, 2005.
“Time Reversibility of Stationary Regular Finite-State Markov Chains,” Bayesian Inference
and Stochastic Processes 4, Varenna, Italie, 2005.
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Economic Science Association, Montréal, QC, 2005.
“Le fantôme dans la machine: déduction des strat’egies de machine à partir du comportement
observé,” 45ième Congrès annuel de la Société canadienne de science économique, Charlevoix,
QC, 2005.
39th Annual Meeting of the Canadian Economics Association, Hamilton, ON, 2005.
“Time Reversibility or Irreversibility of Asset Return Volatility,” North American Meetings
of the Econometrics Society, Evanston, IL, 2003.
“Time Reversibility or Irreversibility of Asset Return Volatility,” 37th Annual Meeting of
the Canadian Economics Association, Ottawa, ON, 2003.
“La réversibilité ou non-reversibilité de la volatilité des rendements des actifs,” 43ième
Congrès annuel de la Société canadienne de science économique, Montréal, QC, 2003.
“Time Reversibility or Irreversibility of Asset Return Volatility,” CIREQ-CIRANO-MITACS
Financial Econometrics Conference, Montréal, QC, 2003.
“Bayesian Inference for a Theory of Random Consumer Demand,” Joint Statistical Meetings
(JSM) of the American Statistical Association (ASA), New York, NY, 2002.
“Bayesian Inference for a Theory of Random Consumer Demand,” Seventh Valencia International Meeting on Bayesian Statistics, Tenerife, Espagne, 2002.
“BACC Software Demonstration,” Seventh Valencia International Meeting on Bayesian Statistics, Tenerife, Espagne, 2002. (avec John Geweke)
“A Theory of Random Consumer Demand,” Canadian Economic Theory Conference, Toronto,
ON, 2002.
“Random Consumer Demand: Theory and Inference,” International Society for Bayesian
Analysis Regional Meeting, Laguna Beach, CA, 2001.
“Embedding Bayesian Tools in Commercial Software,” International Society for Bayesian
Analysis ISBA 2000, Hersonissos, Greece, 2000. (avec John Geweke)
“Embedding Bayesian Tools in Commercial: Software Demonstration,” International Society
for Bayesian Analysis ISBA 2000, Hersonissos, Greece, 2000. (avec John Geweke)
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“Using the BACC Software for Bayesian Inference,” Society for Computational Economics
CFE 1999, Boston, MA, 1999.
Séminaires
“On Bayesian Analysis and Computation for Functions with Monotonicity and Curvature
Restrictions,” North Carolina State University, 2006.
Queens University, 2004.
North Carolina State University, 2004.
“Bayesian Inference for a Theory of Random Consumer Demand,” Rutgers University, 2003.
“Inférence bayésienne pour une théorie intrinsèquement stochastique de la demande des consommateurs,” Université de Montréal(stat.), 2002.
“Démonstration du logiciel BACC,” Université Laval, 2002.
“Random Consumer Demand: Theory, Inference and Applications,” Université Laval, 2002.
“Using the BACC Software for Bayesian Inference,” Université de Montréal, 2001.
“Random Consumer Demand: Theory and Inference,” University of California (Irvine), 2001.
“Random Consumer Demand: Theory and Inference,” University of Chicago (GSB), 2001.
“Random Consumer Demand: Theory and Inference,” Université de Montréal, 2001.
“Random Consumer Demand: Theory and Inference,” University of Pennsylvania, 2001.
“Random Consumer Demand: Theory and Inference,” University of Pittsburgh, 2001.
“Random Consumer Demand: Theory and Inference,” Université du Québec à Montréal,
2001.
“Random Consumer Demand: Theory and Inference,” University of Toronto, 2001.
“Random Consumer Demand: Theory and Inference,” Carnegie Mellon University, 2001.
“Random Consumer Demand: Theory and Inference,” University of Western Ontario, 2001.
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Autres activités professionnelle
Arbitre, Journal of Econometrics
Arbitre, Journal of Economic Theory
Arbitre, Canadian Journal of Economics
Arbitre, Computational Statistics and Data Analysis
Arbitre, Journal of Business and Economic Statistics
Arbitre, Actualité Économique
Arbitre, Psychometrika
Arbitre, Computational Statistics and Data Analysis
Arbitre, International Economic Review
Arbitre, Studies in Nonlinear Dynamics and Econometrics
Arbitre, Journal of Financial Econometrics
Arbitre, Journal of Mathematical Psychology
Arbitre, International Economic Review
Arbitre, Studies in Nonlinear Dynamics and Econometrics
Arbitre, Journal of Financial Econometrics
Arbitre, Tourism Management
Arbitre, Journal of Statistical Software
Cours enseignés
’Econom’etrie appliqu’ee honor, Université de Montréal
Atelier en économétrie appliquée (ECN 3949), Université de Montréal
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Économétrie des marchés financiers (ECN 6578), Université de Montréal
Probabilités pour Économistes (ECN 6223), Université de Montréal
Économétrie bayesienne (ECN 7223B), Université de Montréal
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Coordonnées Formation académique Expérience professionnelle

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