IDEAS/RePEc Publications
Samuel Gingras & William J. McCausland (2020) - A Flexible Stochastic Conditional Duration Model
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Expertise
Bayesian econometrics, time series, state-space models, financial econometrics, decision theory
Biography
A CIRANO Researcher and Fellow since 2001, William McCausland is Associate Professor in the Department of Economics at the Université de Montréal. He is also a member of the Centre interuniversitaire de recherche en économie quantitative (CIREQ).
Holding a Ph.D. in Economics from the University of Minnesota, his current research focuses on the application of Bayesian econometrics in analyzing time series in economics and finance, demand by consumers and companies, discrete choices in experiments and subjects' behaviour in repeated game experiments.
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