Curriculum Vitae William J. McCausland. Adresse civique :
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1 Curriculum Vitae William J. McCausland Coordonnées Adresse postale : Adresse civique : Département de sciences économiques C.P. 6128, succursale Centre-ville, Montréal, QC, H3C-3J7 Canada Pavillon Lionel Groulx 3150 rue Jean-Brillant, C-6029 Montréal, QC H3T-1N8 Canada Téléphone : (514) Télécopieur : (514) Adresse électronique : william.j.mccausland@umontreal.ca Site internet : Formation académique 1989 B.A.Sc. Génie scientifique University of Toronto 1992 M.Eng. Génie électrique McGill University 1996 M.A. Économie University of Toronto 2002 Ph.D. Économie University of Minnesota Expérience professionnelle Professeur adjoint Université de Montréal Montréal, QC Chercheur régulier CIREQ Montréal, QC Chercheur CIRANO Montréal, QC Auxiliaire de recherche University of Minnesota Minneapolis, MN Chargé de cours University of Minnesota Minneapolis, MN Auxiliaire d enseignement University of Minnesota Minneapolis, MN Instructeur Seneca College Toronto, ON Ingénieur informatique Computer Curriculum Corp. Sunnyvale, CA 1
2 Publications Random Consumer Demand, Economica, (à paraître) On Bayesian Analysis and Computation for Functions with Monotonicity and Curvature Restrictions, Journal of Econometrics, 2008, 142, Time Reversibility of Stationary Regular Finite State Markov Chains, Journal of Econometrics, 2007, 136, Using the BACC Software for Bayesian Inference, Journal of Computational Economics, 2004, 23, Using Simulation Methods for Bayesian Econometric Models, in David E. A. Giles (ed.), Computer-Aided Econometrics. New York: Marcel Dekker, 2003, (avec John Geweke et John J. Stevens) Bayesian Specification Analysis in Econometrics, American Journal of Agricultural Economics, 2001, 83, (avec John Geweke) Embedding Bayesian Tools in Mathematical Software, Proceedings of the International Society for Bayesian Analysis (ISBA), 2000, (avec John Geweke) Cahiers de recherche A Theory of Random Consumer Demand, Cahiers de recherche du département de sciences économiques, Université de Montréal, no , 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 , Time Reversibility of Stationary Regular Finite State Markov Chains, Cahiers de recherche du département de sciences économiques, Université de Montréal, no , Cahiers de recherche du département de sciences économiques, Université de Montréal, no , (avec Jim Engle-Warnick et John Miller) A New Approach to Drawing States in State Space Models, Cahiers de recherche du 2
3 département de sciences économiques, Université de Montréal, no , (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, (avec John Geweke) Markov Chain Monte Carlo Methods: A Tutorial, American Agricultural Economics Association and Canadian Agricultural Economics Society Annual Meeting, Chicago, IL, (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, Bayesian Analysis and Computation for Functions Subject to Monotonicity and Curvature Restrictions, Seminar on Bayesian Inference in Econometrics and Statistics, Saint Louis, MO, Drawing Stochastic Volatility, 40th Annual Meeting of the Canadian Economics Association, Montréal, QC, Drawing Stochastic Volatility, Financial Econometrics Conference, Montréal, QC, Drawing Stochastic Volatility, Seminar on Bayesian Inference in Econometrics and Statistics, Iowa City, IA, Time Reversibility of Stationary Regular Finite-State Markov Chains, American Statistical Association Joint Statistical Meetings, Minneapolis, MN, Time Reversibility of Stationary Regular Finite-State Markov Chains, Bayesian Inference and Stochastic Processes 4, Varenna, Italie,
4 Economic Science Association, Montréal, QC, 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, th Annual Meeting of the Canadian Economics Association, Hamilton, ON, Time Reversibility or Irreversibility of Asset Return Volatility, North American Meetings of the Econometrics Society, Evanston, IL, Time Reversibility or Irreversibility of Asset Return Volatility, 37th Annual Meeting of the Canadian Economics Association, Ottawa, ON, La réversibilité ou non-reversibilité de la volatilité des rendements des actifs, 43ième Congrès annuel de la Société canadienne de science économique, Montréal, QC, Time Reversibility or Irreversibility of Asset Return Volatility, CIREQ-CIRANO-MITACS Financial Econometrics Conference, Montréal, QC, Bayesian Inference for a Theory of Random Consumer Demand, Joint Statistical Meetings (JSM) of the American Statistical Association (ASA), New York, NY, Bayesian Inference for a Theory of Random Consumer Demand, Seventh Valencia International Meeting on Bayesian Statistics, Tenerife, Espagne, BACC Software Demonstration, Seventh Valencia International Meeting on Bayesian Statistics, Tenerife, Espagne, (avec John Geweke) A Theory of Random Consumer Demand, Canadian Economic Theory Conference, Toronto, ON, Random Consumer Demand: Theory and Inference, International Society for Bayesian Analysis Regional Meeting, Laguna Beach, CA, Embedding Bayesian Tools in Commercial Software, International Society for Bayesian Analysis ISBA 2000, Hersonissos, Greece, (avec John Geweke) Embedding Bayesian Tools in Commercial: Software Demonstration, International Society for Bayesian Analysis ISBA 2000, Hersonissos, Greece, (avec John Geweke) 4
5 Using the BACC Software for Bayesian Inference, Society for Computational Economics CFE 1999, Boston, MA, Séminaires On Bayesian Analysis and Computation for Functions with Monotonicity and Curvature Restrictions, North Carolina State University, Queens University, North Carolina State University, Bayesian Inference for a Theory of Random Consumer Demand, Rutgers University, Inférence bayésienne pour une théorie intrinsèquement stochastique de la demande des consommateurs, Université de Montréal(stat.), Démonstration du logiciel BACC, Université Laval, Random Consumer Demand: Theory, Inference and Applications, Université Laval, Using the BACC Software for Bayesian Inference, Université de Montréal, Random Consumer Demand: Theory and Inference, University of California (Irvine), Random Consumer Demand: Theory and Inference, University of Chicago (GSB), Random Consumer Demand: Theory and Inference, Université de Montréal, Random Consumer Demand: Theory and Inference, University of Pennsylvania, Random Consumer Demand: Theory and Inference, University of Pittsburgh, Random Consumer Demand: Theory and Inference, Université du Québec à Montréal, Random Consumer Demand: Theory and Inference, University of Toronto, Random Consumer Demand: Theory and Inference, Carnegie Mellon University, Random Consumer Demand: Theory and Inference, University of Western Ontario,
6 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, Journal of Econometrics Arbitre, Actualité Économique Arbitre, Psychometrika Arbitre, Computational Statistics and Data Analysis Arbitre, Journal of Econometrics 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 6
7 Économétrie des marchés financiers (ECN 6578), Université de Montréal Probabilités pour Économistes (ECN 6223), Université de Montréal Économétrie bayesienne (ECN 7223B), Université de Montréal 7
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