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Citations of
Mark Steel

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Ley, Eduardo & Steel, Mark F. J., 2007. "On the effect of prior assumptions in Bayesian model averaging with applications to growth regression," Policy Research Working Paper Series 4238, The World Bank. [Downloadable!]
    Other versions:

    Cited by:

    1. Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Discussion Paper 2008-39, Tilburg University, Center for Economic Research. [Downloadable!]
    2. Antonio Ciccone & Marek Jarocinski, 2007. "Determinants of Economic Growth: Will Data Tell?," Economics Working Papers 1052, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2009. [Downloadable!]
      Other versions:
    3. Enrique Moral-Benito, 2007. "Determinants Of Economic Growth: A Bayesian Panel Data Approach," Working Papers wp2007_0719, CEMFI. [Downloadable!]
      Other versions:
    4. Charalambos G. Tsangarides & Alin Mirestean & Huigang Chen, 2009. "Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods," IMF Working Papers 09/74, International Monetary Fund. [Downloadable!]

  2. Juarez, Miguel A. & Steel, Mark F. J., 2006. "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper 450, University Library of Munich, Germany. [Downloadable!]

    Cited by:

    1. Juarez, Miguel A. & Steel, Mark F. J., 2006. "Model-based Clustering of non-Gaussian Panel Data," MPRA Paper 880, University Library of Munich, Germany. [Downloadable!]

  3. Ley, Eduardo & Steel, Mark F. J., 2006. "Jointness in Bayesian variable selection with applications to growth regression," Policy Research Working Paper Series 4063, The World Bank. [Downloadable!]
    Published as:

    Cited by:

    1. Winford H. Masanjala & Chris Papageorgiou, 2008. "Rough and lonely road to prosperity: a reexamination of the sources of growth in Africa using Bayesian model averaging," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 671-682. [Downloadable!]
    2. Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Discussion Paper 2008-39, Tilburg University, Center for Economic Research. [Downloadable!]
    3. Scharnagl, Michael & Schumacher, Christian, 2007. "Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities," Discussion Paper Series 1: Economic Studies 2007,09, Deutsche Bundesbank, Research Centre. [Downloadable!]
    4. Theo Eicher & Chris Papageogiou & Adrian E Raftery, 2007. "Default Priors and Predictive Performance in Bayesian Model Averaging, with Application to Growth Determinants," Working Papers UWEC-2007-25-P, University of Washington, Department of Economics. [Downloadable!]
    5. Theo Eicher & Chris Papageorgiou & Oliver Röhn, 2007. "Unraveling the Fortunates of the Fortunate: An Iterative Bayesian Model Averaging (IBMA) Approach," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    6. Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F., 2008. "Are any growth theories linear? Why we should care about what the evidence tells us," MPRA Paper 8767, University Library of Munich, Germany. [Downloadable!]
    7. Eduardo Ley & Mark F.J. Steel, 2009. "On the effect of prior assumptions in Bayesian model averaging with applications to growth regression

      This article was published online on 30 M," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 651-674. [Downloadable!]

    8. Ley, Eduardo & Steel, Mark F.J., 2008. "On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression," MPRA Paper 6772, University Library of Munich, Germany, revised 06 Jan 2008. [Downloadable!]
      Other versions:

  4. José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005. "Directional Log-spline Distributions," Econometrics 0511001, EconWPA. [Downloadable!]

    Cited by:

    1. Jose Antonio Carnicero & Michael P. Wiper, 2008. "A semi-parametric model for circular data based on mixtures of beta distributions," Statistics and Econometrics Working Papers ws081305, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]

  5. Jim Griffin & Mark Steel, 2005. "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics 0509004, EconWPA. [Downloadable!]
    Published as:

    Cited by:

    1. Juan Martín & Concepción Román & Augusto Voltes-Dorta, 2009. "A stochastic frontier analysis to estimate the relative efficiency of Spanish airports," Journal of Productivity Analysis, Springer, vol. 31(3), pages 163-176, June. [Downloadable!] (restricted)

  6. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics 0404005, EconWPA. [Downloadable!]
    Published as:

    Cited by:

    1. M. Jones, 2004. "Families of distributions arising from distributions of order statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 13(1), pages 1-43, June. [Downloadable!] (restricted)

  7. Carmen Fernandez & Eduardo Ley & Mark Steel, 2004. "We have just averaged over two trillion cross-country growth regressions," ESE Discussion Papers 43, Edinburgh School of Economics, University of Edinburgh.

    Cited by:

    1. Fabrizio Carmignani, 2001. "Theory and Evidence on the Political Economy of Growth," Working Papers 33, University of Milano-Bicocca, Department of Economics, revised Jan 2001. [Downloadable!]

  8. Carmen Fernandez & Mark F. J. Steel, 2004. "Bayesian Regression Analysis with scale mixtures of normals," ESE Discussion Papers 27, Edinburgh School of Economics, University of Edinburgh.
    Published as:

    Cited by:

    1. Juarez, Miguel A. & Steel, Mark F. J., 2006. "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper 450, University Library of Munich, Germany. [Downloadable!]
    2. Juarez, Miguel A. & Steel, Mark F. J., 2006. "Model-based Clustering of non-Gaussian Panel Data," MPRA Paper 880, University Library of Munich, Germany. [Downloadable!]
    3. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions," Econometrics 0403001, EconWPA. [Downloadable!]

  9. J.T.A.S. Ferreira & M.F.J. Steel, 2004. "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics 0410006, EconWPA. [Downloadable!]
    Published as:

    Cited by:

    1. José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005. "Directional Log-spline Distributions," Econometrics 0511001, EconWPA. [Downloadable!]

  10. J. T. A. S. Ferreira & M. F. J. Steel, 2004. "On Describing Multivariate Skewness: A Directional Approach," Econometrics 0409010, EconWPA. [Downloadable!]

    Cited by:

    1. J.T.A.S. Ferreira & M.F.J. Steel, 2004. "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics 0410006, EconWPA. [Downloadable!]
      Other versions:

  11. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "A Constructive Representation of Univariate Skewed Distributions," Econometrics 0403002, EconWPA. [Downloadable!]
    Published as:

    Cited by:

    1. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics 0404005, EconWPA. [Downloadable!]
      Other versions:

  12. Carmen Fernandez & Gary Koop & M. F. J. Steel, 2004. "A Bayesian analysis of multiple-output production frontiers," ESE Discussion Papers 21, Edinburgh School of Economics, University of Edinburgh.
    Published as:

    Cited by:

    1. Efthymios G. Tsionas, 2006. "Inference in dynamic stochastic frontier models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 669-676. [Downloadable!]
    2. Gary Koop & Lise Tole, 2008. "What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry," Journal of Productivity Analysis, Springer, vol. 30(2), pages 129-143, October. [Downloadable!] (restricted)
      Other versions:
    3. Goto, Mika & Makhija, Anil K., 2007. "The Impact of Competition and Corporate Structure on Productive Efficiency: The Case of the U.S. Electric Utility Industry, 1990-2004," Working Paper Series 2007-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    4. Kelvin Balcombe & Iain Fraser & Jae H. Kim, 2006. "Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies," Applied Economics, Taylor and Francis Journals, vol. 38(19), pages 2221-2236, October. [Downloadable!] (restricted)
    5. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics 0404005, EconWPA. [Downloadable!]
      Other versions:

  13. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions," Econometrics 0403001, EconWPA. [Downloadable!]

    Cited by:

    1. Gianni Amisano & Roberto Casarin, 2008. "Particle Filters for Markov-Switching Stochastic-Correlation Models," Working Papers 0814, University of Brescia, Department of Economics. [Downloadable!]
    2. J. T. A. S. Ferreira & M. F. J. Steel, 2004. "On Describing Multivariate Skewness: A Directional Approach," Econometrics 0409010, EconWPA. [Downloadable!]
    3. Siddhartha Chib & Yasuhiro Omori & Manabu Asai, 2007. "Multivariate stochastic volatility," CIRJE F-Series CIRJE-F-488, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    4. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics 0404005, EconWPA. [Downloadable!]
      Other versions:
    5. J.T.A.S. Ferreira & M.F.J. Steel, 2004. "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics 0410006, EconWPA. [Downloadable!]
      Other versions:
    6. M. Jones, 2004. "Families of distributions arising from distributions of order statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 13(1), pages 1-43, June. [Downloadable!] (restricted)

  14. Gary Koop & M. F. J. Steel, 2004. "Bayesian Analysis of Stochastic Frontier Models," ESE Discussion Papers 19, Edinburgh School of Economics, University of Edinburgh.

    Cited by:

    1. Efthymios G. Tsionas, 2006. "Inference in dynamic stochastic frontier models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 669-676. [Downloadable!]
    2. C.J. O'Donnell & W.E. Griffiths, 2004. "Estimating State-Contingent Production Frontiers," Department of Economics - Working Papers Series 911, The University of Melbourne. [Downloadable!]
      Other versions:
    3. Kelvin_Balcombe & Dirk_Bezemer & Junior_Davis & Iain_Fraser, 2005. "Livelihoods and Farm Efficiency in Rural Georgia," Development and Comp Systems 0502005, EconWPA. [Downloadable!]
    4. Supawat Rungsuriyawiboon & Chris O’Donnell, 2004. "Curvature-Constrained Estimates of Technical Efficiency and Returns to Scale for U.S. Electric Utilities," CEPA Working Papers Series WP072004, School of Economics, University of Queensland, Australia. [Downloadable!]
    5. William Griffiths, 2002. "A Gibbs’ Sampler for the Parameters of a Truncated Multivariate Normal Distribution," Department of Economics - Working Papers Series 856, The University of Melbourne. [Downloadable!]
    6. C. Charles Okeahalam, 2006. "Production Efficiency in the South African Banking Sector: A Stochastic Analysis," International Review of Applied Economics, Taylor and Francis Journals, vol. 20(1), pages 103-123, January. [Downloadable!] (restricted)
    7. Tim J. Coelli & Chris O’Donnell, 2003. "A Bayesian Approach To Imposing Curvature On Distance Functions," CEPA Working Papers Series WP032003, School of Economics, University of Queensland, Australia. [Downloadable!]
      Other versions:
    8. Fraser, Iain & Davis, Junior & Balcombe, Kelvin & Bezemer, Dirk, 2005. "Is Rural Income Diversity Pro-Growth? Is It Pro-Poor? Evidence from Georgia," Proceedings of the German Development Economics Conference, Kiel 2005 4, Verein für Socialpolitik, Research Committee Development Economics. [Downloadable!]
    9. Efthymios G. Tsionas, 2002. "Stochastic frontier models with random coefficients," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 127-147. [Downloadable!]
    10. Gholamreza Hajargasht, 2003. "Semiparametric Estimation of Stochastic Frontiers A Bayesian Penalized Approach," CEPA Working Papers Series WP042003, School of Economics, University of Queensland, Australia. [Downloadable!]
    11. William Greene, 2008. "A Stochastic Frontier Model with Correction for Sample Selection," Working Papers 08-9, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
    12. Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2003. "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model," Working Papers 7, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
      Other versions:

  15. Carmen Fernandez & Gary Koop & M. F. J. Steel, 2004. "Alternative efficiency measures for multiple-output production," ESE Discussion Papers 65, Edinburgh School of Economics, University of Edinburgh.
    Published as:

    Cited by:

    1. Kortelainen, Mika, 2008. "Estimation of semiparametric stochastic frontiers under shape constraints with application to pollution generating technologies," MPRA Paper 9257, University Library of Munich, Germany. [Downloadable!]
    2. Gary Koop & Lise Tole, 2008. "What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry," Journal of Productivity Analysis, Springer, vol. 30(2), pages 129-143, October. [Downloadable!] (restricted)
      Other versions:
    3. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics 0404005, EconWPA. [Downloadable!]
      Other versions:

  16. James E. Griffin & Mark F.J. Steel, 2002. "Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility," Econometrics 0201002, EconWPA, revised 04 Apr 2003. [Downloadable!]
    Published as:

    Cited by:

    1. Griffin, Jim & Steel, Mark F.J., 2008. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper 11071, University Library of Munich, Germany. [Downloadable!]
    2. Almut E. D. Veraart, 2008. "Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances," CREATES Research Papers 2008-57, School of Economics and Management, University of Aarhus. [Downloadable!]
    3. Emanuele Taufer, 2008. "Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes," DISA Working Papers 0805, Department of Computer and Management Sciences, University of Trento, Italy, revised 07 Jul 2008. [Downloadable!]
    4. Sylvia Frühwirth-Schnatter & Leopold Sögner, 2009. "Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(1), pages 159-179, March. [Downloadable!] (restricted)
    5. Friedrich Hubalek & Petra Posedel, 2008. "Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models," Quantitative Finance Papers 0807.3464, arXiv.org, revised Oct 2008. [Downloadable!]

  17. Jim E. Griffin & Mark F.J. Steel, 2002. "Semiparametric Bayesian Inference for Stochastic Frontier Models," Econometrics 0209001, EconWPA, revised 18 Sep 2002. [Downloadable!]
    Published as:

    Cited by:

    1. Mark J. Jensen & John M. Maheu, 2008. "Bayesian semiparametric stochastic volatility modeling," Working Paper 2008-15, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    2. Scott E. Atkinson & Jeffrey H. Dorfman, 2009. "Feasible estimation of firm-specific allocative inefficiency through Bayesian numerical methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 675-697. [Downloadable!]
    3. Tong Li & Xiaoyong Zheng, 2008. "Semiparametric Bayesian inference for dynamic Tobit panel data models with unobserved heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 699-728. [Downloadable!]
    4. Tong Li & Xiaoyong Zheng, 2006. "Entry and competition effects in first-price auctions: theory and evidence from procurement auctions," CeMMAP working papers CWP13/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    5. J. Griffin & M. Steel, 2008. "Flexible mixture modelling of stochastic frontiers," Journal of Productivity Analysis, Springer, vol. 29(1), pages 33-50, February. [Downloadable!] (restricted)
    6. Jim Griffin & Mark Steel, 2007. "Bayesian stochastic frontier analysis using WinBUGS," Journal of Productivity Analysis, Springer, vol. 27(3), pages 163-176, June. [Downloadable!] (restricted)
      Other versions:

  18. Carmen Fernandez & Gary Koop & Mark F.J. Steel, 2002. "Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture," Econometrics 0201001, EconWPA, revised 06 Jan 2002. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Efthymios G. Tsionas, 2006. "Inference in dynamic stochastic frontier models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 669-676. [Downloadable!]
    2. William C. Horrace & Seth O. Richards, 2007. "A Monte Carlo Study of Efficiency Estimates from Frontier Models," Center for Policy Research Working Papers 97, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    3. Kortelainen, Mika, 2008. "Estimation of semiparametric stochastic frontiers under shape constraints with application to pollution generating technologies," MPRA Paper 9257, University Library of Munich, Germany. [Downloadable!]
    4. William C. Horrace, 2003. "On Ranking and Selection from Independent Truncated Normal Distributions," Econometrics 0306009, EconWPA. [Downloadable!]
      Other versions:
    5. Mary Graham, 2008. "Developing an Integrated Measure of Farm Performance," Economics Series 2008_18, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
    6. Jim Griffin & Mark Steel, 2005. "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics 0509004, EconWPA. [Downloadable!]
      Other versions:
    7. Margaret Brock & Monica Keneley, 2004. "Section 46: The High Court, Dawson and The Senate: A Review of the Recent Debate," Economics Series 2004_18, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
    8. J. Griffin & M. Steel, 2008. "Flexible mixture modelling of stochastic frontiers," Journal of Productivity Analysis, Springer, vol. 29(1), pages 33-50, February. [Downloadable!] (restricted)
    9. Gary Koop & Lise Tole, 2008. "What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry," Journal of Productivity Analysis, Springer, vol. 30(2), pages 129-143, October. [Downloadable!] (restricted)
      Other versions:
    10. David I. Stern, 2005. "The Effect of NAFTA on Energy and Environmental Efficiency in Mexico," Rensselaer Working Papers in Economics 0511, Rensselaer Polytechnic Institute, Department of Economics. [Downloadable!]
    11. Kelvin Balcombe & Iain Fraser & Jae H. Kim, 2006. "Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies," Applied Economics, Taylor and Francis Journals, vol. 38(19), pages 2221-2236, October. [Downloadable!] (restricted)
    12. David I. Stern, 2004. "Diffusion of Emissions Abating Technology," Rensselaer Working Papers in Economics 0420, Rensselaer Polytechnic Institute, Department of Economics. [Downloadable!]
    13. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics 0404005, EconWPA. [Downloadable!]
      Other versions:
    14. Mehmet Ulubasoglu & Nejat Anbarci, 2005. "Endogenous Liberalization and Within-Country Inequality: A Theoretical and Empirical Analysis," Economics Series 2005_18, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
    15. Mary Graham, 2008. "Developing a Social Perspective to Farm Performance Analysis," Economics Series 2008_17, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
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    16. Alfonso Flores-Lagunes & William C. Horrace & Kurt E. Schnier, 2006. "Identifying Technically Efficient Fishing Vessels: A Non-Empty, Minimal Subset Approach," Center for Policy Research Working Papers 78, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
      Other versions:
    17. Graham, Mary, 2008. "Biophysical Modelling and Performance Measurement," 2008 Conference (52nd), February 5-8, 2008, Canberra, Australia 6773, Australian Agricultural and Resource Economics Society. [Downloadable!]

  19. Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Model uncertainty in cross-country growth regressions," Econometrics 0110002, EconWPA. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Chris Papageorgiou & Winford Masanjala, . "Parameter Heterogeneity and Nonlinearities in the Aggregate Production Function: Investigating the Solow Growth Model with CES Technology," Departmental Working Papers 2002-09, Department of Economics, Louisiana State University. [Downloadable!]
    2. Stan du Plessis & Ronelle Burger, 2006. "Examining the Robustness of Competing Explanations of Slow Growth in African Countries," Working Papers 03/2006, Stellenbosch University, Department of Economics. [Downloadable!]
      Other versions:
    3. Steven N. Durlauf & Marcel Fafchamps, 2004. "Social Capital," NBER Working Papers 10485, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. Gary Koop & Simon M. Potter & Rodney W. Strachan, 2005. "Reexamining the consumption-wealth relationship: the role of model uncertainty," Staff Reports 202, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    5. Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Discussion Paper 2008-39, Tilburg University, Center for Economic Research. [Downloadable!]
    6. Christian Bjørnskov & Axel Dreher & Justina Fischer, 2008. "Cross-country determinants of life satisfaction: exploring different determinants across groups in society," Social Choice and Welfare, Springer, vol. 30(1), pages 119-173, January. [Downloadable!] (restricted)
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    7. Jesus Crespo Cuaresma & Tomas Slacik, . "On the determinants of currency crises: The role of model uncertainty," Working Papers 2008-03, Faculty of Economics and Statistics, University of Innsbruck. [Downloadable!]
    8. Scharnagl, Michael & Schumacher, Christian, 2007. "Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities," Discussion Paper Series 1: Economic Studies 2007,09, Deutsche Bundesbank, Research Centre. [Downloadable!]
    9. Carmen Fernández & Eduardo Ley & Mack F. J. Steel, . "Statistical modeling of fishing activities in the North Atlantic," Working Papers 97-25, FEDEA. [Downloadable!]
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    10. Axel Dreher, 2002. "Does Globalization Affect Growth?," Development and Comp Systems 0210004, EconWPA, revised 04 Feb 2003. [Downloadable!]
    11. Tondl, Gabriele & Prüfer, Patricia, 2007. "Does it Make a Difference? Comparing Growth Effects of European and North American FDI in Latin America," Proceedings of the German Development Economics Conference, Göttingen 2007 26, Verein für Socialpolitik, Research Committee Development Economics. [Downloadable!]
    12. Diego Nocetti & William T. Smith, 2006. "Why Do Pooled Forecasts Do Better Than Individual Forecasts Ex Post?," Economics Bulletin, Economics Bulletin, vol. 4(36), pages 1-7. [Downloadable!]
    13. Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group. [Downloadable!]
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    14. Lundström, Susanna, 2003. "Effects of Economic Freedom on Growth and the Environment - Implications for Cross-Country Analysis," Working Papers in Economics 115, Göteborg University, Department of Economics. [Downloadable!]
    15. Schneider, Ulrike & Wagner, Martin, 2008. "Catching Growth Determinants with the Adaptive LASSO," Economics Series 232, Institute for Advanced Studies. [Downloadable!]
    16. William Brock & Steven Durlauf & Kenneth West, 2005. "Model uncertainty and policy evaluation: some theory and empirics," Proceedings, Federal Reserve Bank of San Francisco. [Downloadable!]
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    17. W. Robert Reed, 2006. "The Determinants of U. S. State Economic Growth: A Less Extreme Bounds Analysis," Working Papers in Economics 06/05, University of Canterbury, Department of Economics. [Downloadable!]
    18. Michael Funke & Jessica Zuo, 2003. "Annual Hard Frosts, Scale Effects and Economic Development: A Case not Closed," Quantitative Macroeconomics Working Papers 20308, Hamburg University, Department of Economics. [Downloadable!]
    19. Doppelhofer, G. & Cuaresma, J.C., 2007. "Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach," Cambridge Working Papers in Economics 0706, Faculty of Economics, University of Cambridge. [Downloadable!]
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    20. Kourtellos, Andros & Tan, Chih Ming & Zhang, Xiaobo, 2007. "Is the relationship between aid and economic growth nonlinear?:," IFPRI discussion papers 694, International Food Policy Research Institute (IFPRI). [Downloadable!]
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    21. Antonio Ciccone & Marek Jarocinski, 2007. "Determinants of Economic Growth: Will Data Tell?," Economics Working Papers 1052, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2009. [Downloadable!]
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    22. Enrique Moral-Benito, 2007. "Determinants Of Economic Growth: A Bayesian Panel Data Approach," Working Papers wp2007_0719, CEMFI. [Downloadable!]
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    23. Rosa Capolupo, 2005. "THE NEW GROWTH THEORIES AND THEIR EMPIRICS, Discussion Paper in Economics, University of Glasgow, N. 2005-04 (http://www.gla.ac.uk/Acad/Economics," GE, Growth, Math methods 0506003, EconWPA. [Downloadable!]
    24. Lillie Lam & Laurence Fung & Ip-wing Yu, 2008. "Comparing Forecast Performance of Exchange Rate Models," Working Papers 0808, Hong Kong Monetary Authority. [Downloadable!]
    25. Steven N. Durlauf & Andros Kourtellos & Chih Ming Tan, 2005. "How Robust Are the Linkages Between Religiosity and Economic Growth," Discussion Papers Series, Department of Economics, Tufts University 0510, Department of Economics, Tufts University. [Downloadable!]
    26. M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    27. Sai Ding & John Knight, 2008. "Why has China Grown So Fast? The Role of Structural Change," Economics Series Working Papers 415, University of Oxford, Department of Economics. [Downloadable!]
    28. Axel Dreher & Jan-Egbert Sturm, 2006. "Do IMF and World Bank Influence Voting in the UN General Assembly?," Working papers 06-137, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
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    29. Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute for the Study of Labor (IZA). [Downloadable!]
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    30. Axel Dreher, 2006. "Does globalization affect growth? Evidence from a new index of globalization," Applied Economics, Taylor and Francis Journals, vol. 38(10), pages 1091-1110, June. [Downloadable!] (restricted)
      Other versions:
    31. Fabio Milani, 2004. "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics 0401004, EconWPA. [Downloadable!]
      Other versions:
    32. Steven N. Durlauf, 2002. "On the Empirics of Social Capital," Economic Journal, Royal Economic Society, vol. 112(483), pages 459-479, November. [Downloadable!] (restricted)
      Other versions:
    33. Vatcharin Sirimaneetham & Jonathan Temple, 2006. "Macroeconomic policy and the distribution of growth rates," Bristol Economics Discussion Papers 06/584, Department of Economics, University of Bristol, UK. [Downloadable!]
      Other versions:
    34. Theo Eicher & Chris Papageorgiou & Oliver Röhn, 2007. "Unraveling the Fortunates of the Fortunate: An Iterative Bayesian Model Averaging (IBMA) Approach," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    35. Rosa Capolupo, . "The New Growth Theoris and their Empirics," Working Papers 2005_4, Department of Economics, University of Glasgow. [Downloadable!]
    36. Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F., 2008. "Are any growth theories linear? Why we should care about what the evidence tells us," MPRA Paper 8767, University Library of Munich, Germany. [Downloadable!]
    37. Steven N. Durlauf & Andros Kourtellos & Chih Ming Tan, 2006. "Is God in the Details? A Reexamination of the Role of Religion in Economic Growth," Discussion Papers Series, Department of Economics, Tufts University 0613, Department of Economics, Tufts University. [Downloadable!]
    38. Ethan Cohen-Cole & Steven Durlauf & Jeffrey Fagan & Daniel Nagin, 2007. "Model uncertainty and the deterrent effect of capital punishment," Quantitative Analysis Unit Working Paper QAU07-3, Federal Reserve Bank of Boston. [Downloadable!]
    39. Dr. (elect.) Julia Korosteleva & Dr. Colin Lawson, . "The Belarusian Case of Transition: Whither Financial Repression?," Working Papers 2006_4, Department of Economics, University of Glasgow. [Downloadable!]
    40. Peter Sandholt Jensen & Allan H. Würtz, 2005. "The Ill-Posed Problem in Growth Empirics," CAM Working Papers 2005-11, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
    41. Steven N. Durlauf & Andros KOURTELLOS & Chih Ming Tan, 2007. "Are Any Growth Theories Robust?," Discussion Papers Series, Department of Economics, Tufts University 0703, Department of Economics, Tufts University. [Downloadable!]
      Other versions:
    42. Theo Eicher & Christian Henn & Chris Papageorgiou, 2008. "Trade Creation and Diversion Revisited: Accounting for Model Uncertainty and Natural Trading Partner Effects," IMF Working Papers 08/66, International Monetary Fund. [Downloadable!]
      Other versions:
    43. Roberto León-González & Daniel Montolio, 2004. "Growth, convergence and public investment. A Bayesian model averaging approach," Applied Economics, Taylor and Francis Journals, vol. 36(17), pages 1925-1936, September. [Downloadable!] (restricted)
      Other versions:
    44. Jonathan H. Wright, 2003. "Bayesian Model Averaging and exchange rate forecasts," International Finance Discussion Papers 779, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    45. David F. Hendry & Hans-Martin Krolzig, 2004. "We Ran One Regression," Economics Papers 2004-W17, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    46. Jonathan H. Wright, 2003. "Forecasting U.S. inflation by Bayesian Model Averaging," International Finance Discussion Papers 780, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    47. Jon Faust & Jonathan H. Wright, 2007. "Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset," NBER Working Papers 13397, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    48. Eduardo Acosta-González & Fernando Fernández-Rodríguez, 2007. "Model selection via genetic algorithms illustrated with cross-country growth data," Empirical Economics, Springer, vol. 33(2), pages 313-337, September. [Downloadable!] (restricted)
    49. Gary Koop & Simon Potter, 2003. "Forecasting in large macroeconomic panels using Bayesian Model Averaging," Staff Reports 163, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    50. Rachida Ouysse & Chris Nicholas, 2008. "Time Varying Determinants of Cross-Country Growth," Discussion Papers 2008-03, School of Economics, The University of New South Wales. [Downloadable!]
    51. Steven N. Durlauf & Andros Kourtelos & Chih Ming Tan, 2006. "Is God in the details? A reexamination of the Role of Relegion in Economic," University of Cyprus Working Papers in Economics 10-2006, University of Cyprus Department of Economics. [Downloadable!]
    52. Christian Hopp & Axel Dreher, 2007. "Do Differences in Institutional and Legal Environments Explain Cross-Country Variations in IPO Underpricing?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    53. Capolupo, Rosa, 2008. "The New Growth Theories and Their Empirics after Twenty Years," Economics Discussion Papers 2008-27, Kiel Institute for the World Economy. [Downloadable!]
    54. Yongfu Huang, 2005. "What determines financial development?," Bristol Economics Discussion Papers 05/580, Department of Economics, University of Bristol, UK. [Downloadable!]
    55. Ley, Eduardo & Steel, Mark F.J., 2008. "On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression," MPRA Paper 6772, University Library of Munich, Germany, revised 06 Jan 2008. [Downloadable!]
      Other versions:
    56. Mehmet Eris, 2008. "Foreign aid and growth," Economics Bulletin, Economics Bulletin, vol. 15(14), pages 1-14. [Downloadable!]
    57. Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics 0110003, EconWPA, revised 18 Nov 2001. [Downloadable!]
      Other versions:
    58. Ley, Eduardo & Steel, Mark F. J., 2006. "Jointness in Bayesian variable selection with applications to growth regression," Policy Research Working Paper Series 4063, The World Bank. [Downloadable!]
      Other versions:
    59. Sai Ding & John Knight, 2008. "Why has China Grown So Fast? The Role of Physical and Human Capiital Formation," Economics Series Working Papers 414, University of Oxford, Department of Economics. [Downloadable!]
    60. Xavier Sala-I-Martin & Gernot Doppelhofer & Ronald I. Miller, 2004. "Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach," American Economic Review, American Economic Association, vol. 94(4), pages 813-835, September. [Downloadable!]
      Other versions:
    61. Steven N. Durlauf & Andros Kourtellos & Chih Ming Tan, 2005. "Empirics of Growth and Development," Discussion Papers Series, Department of Economics, Tufts University 0520, Department of Economics, Tufts University. [Downloadable!]
      Other versions:
    62. Charalambos G. Tsangarides, 2005. "Growth Empirics under Model Uncertainty: Is Africa Different?," IMF Working Papers 05/18, International Monetary Fund. [Downloadable!]
    63. Joshua Gallin & Randal Verbrugge, 2007. "Improving the CPI’s Age-Bias Adjustment: Leverage, Disaggregation and Model Averaging," Working Papers 411, U.S. Bureau of Labor Statistics. [Downloadable!]
    64. Klump, Rainer & Prüfer, Patricia, 2005. "How to prioritise policies for poverty reduction: Applying Bayesian Model Averaging to Vietnam," Proceedings of the German Development Economics Conference, Kiel 2005 27, Verein für Socialpolitik, Research Committee Development Economics. [Downloadable!]
    65. Chris Papageorgiou & Winford H. Masanjala, . "Initial Conditions, European Colonialism and Africa's Growth," Departmental Working Papers 2006-01, Department of Economics, Louisiana State University. [Downloadable!]
    66. Egle Tafenau, 2004. "Modelling the Economic Growth of the Countries in the Baltic Sea Region," University of Tartu - Faculty of Economics and Business Administration, in: Modelling the Economies of the Baltic Sea Region, volume 17, chapter 2, pages 54-91 Faculty of Economics and Business Administration, University of Tartu (Estonia). [Downloadable!]
    67. Klump, Rainer & Pruefer, Patricia, 2006. "Prioritizing policies for pro-poor growth: applying bayesian model averaging to Vietnam," Discussion Paper 117, Tilburg University, Center for Economic Research. [Downloadable!]

  20. Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics 0110003, EconWPA, revised 18 Nov 2001. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Irwin Guttman & Daniel Peña & M Dolores Redondas, 2003. "A Bayesian Approach for Predicting with Polynomial Regresión of Unknown Degree," Statistics and Econometrics Working Papers ws032104, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]

  21. Eduardo Ley & Mark F. J. Steel, 1999. "We Just Averaged over Two Trillion Cross-Country Growth Regressions," IMF Working Papers 99/101, International Monetary Fund.

    Cited by:

    1. Christie Smith, 2004. "The long-run effects of monetary policy on output growth," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 67, September. [Downloadable!]
    2. Stéphane Straub, 2000. "Factores determinantes empíricos de las buenas instituciones: ¿sabemos algo a ciencia cierta?," RES Working Papers 4216, Inter-American Development Bank, Research Department. [Downloadable!]
    3. Michael Funke & Jessica Zuo, 2003. "Annual Hard Frosts, Scale Effects and Economic Development: A Case not Closed," Quantitative Macroeconomics Working Papers 20308, Hamburg University, Department of Economics. [Downloadable!]
    4. Stéphane Straub, 2000. "Empirical Determinants of Good Institutions: Do We Know Anything?," RES Working Papers 4215, Inter-American Development Bank, Research Department. [Downloadable!]
    5. Fabrizio Carmignani, 2001. "Theory and Evidence on the Political Economy of Growth," Working Papers 33, University of Milano-Bicocca, Department of Economics, revised Jan 2001. [Downloadable!]

  22. Fernandez, C. & Steel, M.F.J., 1997. "Multivariate student-T regression models : pitfalls and inference," Discussion Paper 8, Tilburg University, Center for Economic Research. [Downloadable!]

    Cited by:

    1. Filidor Labra & Reiko Aoki & Heleno Bolfarine, 2005. "Local influence in null intercept measurement error regression under a student_t model," Journal of Applied Statistics, Taylor and Francis Journals, vol. 32(7), pages 723-740, September. [Downloadable!] (restricted)
    2. David Cademartori & Cecilia Romo & Ricardo Campos & Manuel Galea, 2003. "Robust estimation of systematic risk using the t distribution in the chilean stock markets," Applied Economics Letters, Taylor and Francis Journals, vol. 10(7), pages 447-453, May. [Downloadable!] (restricted)
    3. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions," Econometrics 0403001, EconWPA. [Downloadable!]
    4. Antonio Sanhueza & Víctor Leiva & N. Balakrishnan, 2008. "A new class of inverse Gaussian type distributions," Metrika, Springer, vol. 68(1), pages 31-49, June. [Downloadable!] (restricted)
    5. James E. Griffin & Mark F.J. Steel, 2002. "Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility," Econometrics 0201002, EconWPA, revised 04 Apr 2003. [Downloadable!]
      Other versions:
    6. Manuel Galea & Heleno Bolfarine & Filidor Vilcalabra, 2002. "Influence diagnostics for the structural errors-in-variables model under the Student-t distribution," Journal of Applied Statistics, Taylor and Francis Journals, vol. 29(8), pages 1191-1204, November. [Downloadable!] (restricted)

  23. Fernandez, C. & Steel, M.F.J., 1997. "On the dangers of modelling through continuous distributions : a Bayesian perspective," Discussion Paper 5, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:

    Cited by:

    1. Fernandez, C. & Steel, M.F.J., 1997. "Multivariate student-T regression models : pitfalls and inference," Discussion Paper 8, Tilburg University, Center for Economic Research. [Downloadable!]

  24. Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997. "A stochastic frontier analysis of output level and growth in Poland and western economies," Discussion Paper 85, Tilburg University, Center for Economic Research. [Downloadable!]
    Published as:

    Cited by:

    1. Efthymios G. Tsionas, 2006. "Inference in dynamic stochastic frontier models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 669-676. [Downloadable!]
    2. Francisco J. Ruge-Murcia, 2000. "Uncovering financial markets' beliefs about inflation targets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 483-512. [Downloadable!]
      Other versions:
    3. Laurent Weill, 2008. "On the inefficiency of European socialist economies," Journal of Productivity Analysis, Springer, vol. 29(2), pages 79-89, April. [Downloadable!] (restricted)
    4. Astrid Cullmann & Christian von Hirschhausen, 2007. "From Transition to Competition: Dynamic Efficiency Analysis of Polish Electricity Distribution Companies," Discussion Papers of DIW Berlin 716, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    5. Michael Funke & Jörg Rahn, 2000. "How Efficient is the East German Economy? An Exploration With Micro Data," Quantitative Macroeconomics Working Papers 20012, Hamburg University, Department of Economics. [Downloadable!]
      Other versions:
    6. Marco Fioramanti, 2009. "Estimation and Decomposition of Total Factor Productivity Growth in the EU Manufacturing Sector: a Stochastic Frontier Approach," ISAE Working Papers 114, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
    7. Jan De Loecker, 2002. "Are EU Candidate Countries Ready for the Single Market? Comparing Performance with an EU Benchmark," LICOS Discussion Papers 12302, LICOS - Centre for Institutions and Economic Performance, K.U.Leuven. [Downloadable!]
    8. Jaume Puig, 2000. "Technical Inefficiency and Public Capital in US States: A Stochastic Frontier Approach," Economics Working Papers 451, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    9. Andrew Tiffin, 2006. "Ukraine: The Cost of Weak Institutions," IMF Working Papers 06/167, International Monetary Fund. [Downloadable!]

  25. Fernandez, C & Osiewalski, J & Steel, M-F-J, 1996. "Classical and Bayesian Inference Robustness in Multivariate Regression models," Papers 9602, Catholique de Louvain - Institut de statistique.

    Cited by:

    1. Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1996. "Robust Bayesian inference on scale parameters," Discussion Paper 65, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:

  26. Fernandez, C. & Steel, M., 1996. "On Bayesian inference under sampling from scale mixtures of normals," Discussion Paper 2, Tilburg University, Center for Economic Research. [Downloadable!]

    Cited by:

    1. Fernandez, C. & Steel, M.F.J., 1997. "On the dangers of modelling through continuous distributions : a Bayesian perspective," Discussion Paper 5, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    2. Fernandez, C. & Steel, M.F.J., 1996. "On Bayesian modelling of fat tails and skewness," Discussion Paper 58, Tilburg University, Center for Economic Research. [Downloadable!]
    3. Fernandez, C. & Steel, M.F.J., 1997. "Reference priors for the general location-scale model," Discussion Paper 105, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:

  27. Fernandez, C. & Steel, M.F.J., 1996. "On Bayesian modelling of fat tails and skewness," Discussion Paper 58, Tilburg University, Center for Economic Research. [Downloadable!]

    Cited by:

    1. Fernandez, C. & Steel, M.F.J., 1997. "On the dangers of modelling through continuous distributions : a Bayesian perspective," Discussion Paper 5, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    2. Giot,Pierre & Laurent,Sebastien, 2001. "Modelling daily value-at-risk using realized volatility and arch type models," Research Memoranda 014, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
      Other versions:
    3. Juarez, Miguel A. & Steel, Mark F. J., 2006. "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper 450, University Library of Munich, Germany. [Downloadable!]
    4. Fernandez, C. & Steel, M.F.J., 1997. "Reference priors for non-normal two-sample problems," Discussion Paper 104, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    5. Samuel Kotz & Tomasz Kozubowski & Krzysztof Podgórski, 2002. "Maximum Likelihood Estimation of Asymmetric Laplace Parameters," Annals of the Institute of Statistical Mathematics, Springer, vol. 54(4), pages 816-826, December. [Downloadable!] (restricted)
    6. J. T. A. S. Ferreira & M. F. J. Steel, 2004. "On Describing Multivariate Skewness: A Directional Approach," Econometrics 0409010, EconWPA. [Downloadable!]
    7. Juarez, Miguel A. & Steel, Mark F. J., 2006. "Model-based Clustering of non-Gaussian Panel Data," MPRA Paper 880, University Library of Munich, Germany. [Downloadable!]
    8. Paola Palmitesta & Corrado Provasi, 2005. "Aggregation of Dependent Risks Using the Koehler–Symanowski Copula Function," Computational Economics, Springer, vol. 25(1), pages 189-205, February. [Downloadable!] (restricted)
    9. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," CFS Working Paper Series 2005/02, Center for Financial Studies. [Downloadable!]
      Other versions:
    10. Stavros Degiannakis, 2004. "Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model," Applied Financial Economics, Taylor and Francis Journals, vol. 14(18), pages 1333-1342, December. [Downloadable!] (restricted)
    11. M. Bilancia & A. pollice, 1999. "Bayesian estimation of finite mixtures of gaussian mixtures," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 181-208. [Downloadable!]
    12. Fernandez, C. & Steel, M.F.J., 1997. "Multivariate student-T regression models : pitfalls and inference," Discussion Paper 8, Tilburg University, Center for Economic Research. [Downloadable!]
    13. Oriol Roch Casellas & Antonio Alegre Escolano, 2005. "Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market," Working Papers in Economics 143, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
    14. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions," Econometrics 0403001, EconWPA. [Downloadable!]
    15. Timotheos Angelidis & Stavros Degiannakis, 2007. "Backtesting VaR Models: An Expected Shortfall Approach," Working Papers 0701, University of Crete, Department of Economics. [Downloadable!]
    16. Fabio Canova & Matteo Ciccarelli, 2007. "Estimating Multi-country VAR models," Discussion Papers 7_2007, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy. [Downloadable!]
      Other versions:
    17. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics 0404005, EconWPA. [Downloadable!]
      Other versions:
    18. Fernandez, C. & Steel, M.F.J., 1997. "Reference priors for the general location-scale model," Discussion Paper 105, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    19. Emese Lazar & Carol Alexander, 2006. "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336. [Downloadable!]
    20. Philippe Lambert & Sébastien Laurent, 2008. "Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach," ECARES Working Papers 2008_009, Université Libre de Bruxelles, Ecares. [Downloadable!]
    21. Lima, Luiz Renato Regis de Oliveira & Neri, Breno de Andrade Pinheiro, 2006. "Comparing Value-at-Risk Methodologies," Economics Working Papers (Ensaios Economicos da EPGE) 629, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
      Other versions:
    22. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "A Constructive Representation of Univariate Skewed Distributions," Econometrics 0403002, EconWPA. [Downloadable!]
      Other versions:
    23. Paola Palmitesta & Corrado Provasi, 2004. "Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions," Computing in Economics and Finance 2004 306, Society for Computational Economics. [Downloadable!]
    24. Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2003. "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers 5/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
      Other versions:
    25. Boudt, Kris & Peterson, Brian & Croux, Christophe, 2007. "Estimation and decomposition of downside risk for portfolios with non-normal returns," MPRA Paper 5427, University Library of Munich, Germany, revised 23 Oct 2007. [Downloadable!]
    26. Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 0749, CIRPEE. [Downloadable!]
      Other versions:

  28. Fernandez, C. & Osiewalski, J. & Steel, M., 1996. "On the use of panel data in bayesian stochastic frontier models," Discussion Paper 17, Tilburg University, Center for Economic Research. [Downloadable!]

    Cited by:

    1. Supawat Rungsuriyawiboon & Chris O’Donnell, 2004. "Curvature-Constrained Estimates of Technical Efficiency and Returns to Scale for U.S. Electric Utilities," CEPA Working Papers Series WP072004, School of Economics, University of Queensland, Australia. [Downloadable!]
    2. Gary Koop, 1998. "Carbon dioxide emissions and economic growth: A structural approach," Journal of Applied Statistics, Taylor and Francis Journals, vol. 25(4), pages 489-515, August. [Downloadable!] (restricted)

  29. Osiewalski, J. & Steel, M., 1996. "Numerical tools for the Bayesian analysis of stochastic frontier models," Discussion Paper 3, Tilburg University, Center for Economic Research. [Downloadable!]

    Cited by:

    1. Myungsup Kim & Yangseon Kim & Peter Schmidt, 2006. "On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data," Working Papers 0704, University of Crete, Department of Economics. [Downloadable!]
      Other versions:
    2. Supawat Rungsuriyawiboon & Chris O’Donnell, 2004. "Curvature-Constrained Estimates of Technical Efficiency and Returns to Scale for U.S. Electric Utilities," CEPA Working Papers Series WP072004, School of Economics, University of Queensland, Australia. [Downloadable!]
    3. Fernandez, C. & Osiewalski, J. & Steel, M., 1996. "On the use of panel data in bayesian stochastic frontier models," Discussion Paper 17, Tilburg University, Center for Economic Research. [Downloadable!]
    4. Lyubov A. Kurkalova & Alicia L. Carriquiry, 2000. "Bayesian Estimation of Technical Efficiency of a Single Input," Center for Agricultural and Rural Development (CARD) Publications 00-wp254, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
    5. Kurkalova, Lyubov A. & Carriquiry, Alicia L., 2000. "Bayesian Estimation of Technical Effeciency of a Single Input," Staff General Research Papers 1910, Iowa State University, Department of Economics. [Downloadable!]

  30. Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1995. "Inference Robustness in Multivariate Models with a Scale Parameter," Discussion Paper 25, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:

    Cited by:

    1. Fernandez, C. & Osiewalski, J. & Steel, M., 1996. "On the use of panel data in bayesian stochastic frontier models," Discussion Paper 17, Tilburg University, Center for Economic Research. [Downloadable!]
    2. Fernandez, C. & Steel, M., 1996. "On Bayesian inference under sampling from scale mixtures of normals," Discussion Paper 2, Tilburg University, Center for Economic Research. [Downloadable!]

  31. Ley, E. & Steel, M.FJ., 1995. "A Model of Management Teams," Papers 9586, Tilburg - Center for Economic Research.
    Other versions:
    Published as:

    Cited by:

    1. Anne Sibert, 2006. "Central Banking by Committee," DNB Working Papers 091, Netherlands Central Bank, Research Department. [Downloadable!]
      Other versions:

  32. Fernandez, C. & Steel, M.F.J., 1995. "reference Priors in Non-Normal Location Problems," Papers 9591, Tilburg - Center for Economic Research.

    Cited by:

    1. Fernandez, C. & Steel, M.F.J., 1997. "On the dangers of modelling through continuous distributions : a Bayesian perspective," Discussion Paper 5, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    2. Fernandez, C. & Steel, M., 1996. "On Bayesian inference under sampling from scale mixtures of normals," Discussion Paper 2, Tilburg University, Center for Economic Research. [Downloadable!]
    3. Fernandez, C. & Steel, M.F.J., 1996. "On Bayesian modelling of fat tails and skewness," Discussion Paper 58, Tilburg University, Center for Economic Research. [Downloadable!]

  33. Eduardo Ley & Mark F.J. Steel, 1995. "On the Estimation of Demand Systems Through Consumption Efficiency," Econometrics 9503001, EconWPA, revised 22 Feb 1996. [Downloadable!]
    Published as:

    Cited by:

    1. Oh, Inha & Lee, Jeong-Dong & Hwang, Seogwon & Heshmati, Almas, 2006. "Analysis of Product Efficiency in the Korean Automobile Market from a Consumer’s Perspective," Ratio Working Papers 95, The Ratio Institute.

  34. Koop, G. & Osiewalski, J. & Steel, M.F.J., 1995. "The Components of Output Growth: A Croos-Country Analysis," Papers 9517, Tilburg - Center for Economic Research.

    Cited by:

    1. Fernandez, C. & Osiewalski, J. & Steel, M., 1996. "On the use of panel data in bayesian stochastic frontier models," Discussion Paper 17, Tilburg University, Center for Economic Research. [Downloadable!]
    2. Yasmina Reem Limam & Stephen M. Miller, 2004. "Explaining Economic Growth: Factor Accumulation, Total Factor Productivity Growth, and Production Efficiency Improvement," Working papers 2004-20, University of Connecticut, Department of Economics. [Downloadable!]
    3. Gary Koop, 1998. "Carbon dioxide emissions and economic growth: A structural approach," Journal of Applied Statistics, Taylor and Francis Journals, vol. 25(4), pages 489-515, August. [Downloadable!] (restricted)
    4. Jonathan Temple, 1995. "Testing the augmented Solow Model," Economics Papers 18 & 106., Economics Group, Nuffield College, University of Oxford. [Downloadable!]
      Other versions:
    5. Osiewalski, J. & Steel, M., 1996. "Numerical tools for the Bayesian analysis of stochastic frontier models," Discussion Paper 3, Tilburg University, Center for Economic Research. [Downloadable!]

  35. Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics 9505001, EconWPA, revised 11 Jul 1995. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. O. Mikhail & C. J. Eberwein & J. Handa, 2006. "Estimating persistence in Canadian unemployment: evidence from a Bayesian ARFIMA," Applied Economics, Taylor and Francis Journals, vol. 38(15), pages 1809-1819, August. [Downloadable!] (restricted)
    2. Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003. "Testing and Estimating Persistence in Canadian Unemployment," Econometrics 0311004, EconWPA. [Downloadable!]
    3. Gael Martin, 2001. "Bayesian Analysis Of A Fractional Cointegration Model," Econometric Reviews, Taylor and Francis Journals, vol. 20(2), pages 217-234. [Downloadable!] (restricted)
    4. Laura Mayoral, 2005. "The Persistence of Inflation in OECDCountries: a Fractionally Integrated Approach," Economics Working Papers 958, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2005. [Downloadable!]
      Other versions:

  36. Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1993. "The Continuous Multivariate Location-Scale Model Revisited: A Tale of Robustness," Papers 9380, Tilburg - Center for Economic Research.

    Cited by:

    1. Fernandez, C. & Steel, M., 1996. "On Bayesian inference under sampling from scale mixtures of normals," Discussion Paper 2, Tilburg University, Center for Economic Research. [Downloadable!]

  37. Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1993. "Marginal Equivalence in V-Spherical Models," Papers 9374, Tilburg - Center for Economic Research.

    Cited by:

    1. James Berger & Elías Moreno & Luis Pericchi & M. Bayarri & José Bernardo & Juan Cano & Julián Horra & Jacinto Martín & David Ríos-Insúa & Bruno Betrò & A. Dasgupta & Paul Gustafson & Larry Wass, 1994. "An overview of robust Bayesian analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 3(1), pages 5-124, June. [Downloadable!] (restricted)

  38. BAUWENSÊÊ, Luc & FIEBIGÊ, Denzil & STEEL, Mark, 1992. "Estimating End-Use Demand : A Bayesian Approach," CORE Discussion Papers 1992052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    Published as:

    Cited by:

    1. Muhammad Akmal & David I. Stern, 2001. "Residential energy demand in Australia: an application of dynamic OLS," Working Papers in Ecological Economics 0104, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program. [Downloadable!]
    2. Bodil M. Larsen and Runa Nesbakken, 2003. "How to quantify household electricity end-use consumption," Discussion Papers 346, Research Department of Statistics Norway. [Downloadable!]
    3. Muhammad Akmal & David I. Stern, 2001. "The structure of Australian residential energy demand," Working Papers in Ecological Economics 0101, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program. [Downloadable!]

  39. Steel, M.F.J., 1991. "Bayesian Inference in Time Series," Papers 9153, Tilburg - Center for Economic Research.

    Cited by:

    1. Fernandez, C. & Steel, M.F.J., 1997. "Reference priors for non-normal two-sample problems," Discussion Paper 104, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    2. Emiliano Santoro, 2006. "Macroeconomic fluctuations and the firms' rate of growth distribution: evidence from UK and US quoted companies," Department of Economics Working Papers 0606, Department of Economics, University of Trento, Italia. [Downloadable!]
    3. Fernandez, C. & Steel, M.F.J., 1997. "Reference priors for the general location-scale model," Discussion Paper 105, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    4. J.T.A.S. Ferreira & M.F.J. Steel, 2004. "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics 0410006, EconWPA. [Downloadable!]
      Other versions:
    5. Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1996. "Robust Bayesian inference on scale parameters," Discussion Paper 65, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:

  40. Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991. "A Baysian Note on Competing Correlation Structures in the Dynamic Linear Regression Model," Papers 9122, Tilburg - Center for Economic Research.
    Published as:

    Cited by:

    1. Jacek Osiewalski & Mark F. J. Steel, 1993. "Regression Models under Competing Covariance Structures: A Bayesian Perspective," Annales d'Economie et de Statistique, ADRES, issue 32, pages 04, Octobre-D. [Downloadable!]

  41. Osiewalski, J. & Steel, M., 1990. "Robust Bayesian Inference In Elliptical Regression Models," Papers 9032, Tilburg - Center for Economic Research.
    Published as:

    Cited by:

    1. James Berger & Elías Moreno & Luis Pericchi & M. Bayarri & José Bernardo & Juan Cano & Julián Horra & Jacinto Martín & David Ríos-Insúa & Bruno Betrò & A. Dasgupta & Paul Gustafson & Larry Wass, 1994. "An overview of robust Bayesian analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 3(1), pages 5-124, June. [Downloadable!] (restricted)
    2. Jacek Osiewalski, 1999. "Bayesian analysis of nonlinear regression with equicorrelated elliptical errors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 8(2), pages 339-344, December. [Downloadable!] (restricted)
    3. Fernandez, C. & Steel, M., 1996. "On Bayesian inference under sampling from scale mixtures of normals," Discussion Paper 2, Tilburg University, Center for Economic Research. [Downloadable!]
    4. Jacek Osiewalski & Mark F. J. Steel, 1993. "Regression Models under Competing Covariance Structures: A Bayesian Perspective," Annales d'Economie et de Statistique, ADRES, issue 32, pages 04, Octobre-D. [Downloadable!]
    5. Gary Koop, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers gkoop-95-01, University of Toronto, Department of Economics. [Downloadable!]
      Other versions:
    6. Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003. "Testing and Estimating Persistence in Canadian Unemployment," Econometrics 0311004, EconWPA. [Downloadable!]
    7. Jacek Osiewalski & Aleksander Welfe, 1997. "The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Economic Change and Restructuring, Springer, vol. 30(2), pages 205-220, May. [Downloadable!] (restricted)

  42. Chib, S. & Osiewalski, J. & Steel, M., 1990. "Posterior Inference On The Degrees Of Freedom Parameter In Multivariate-T Regression Models," Papers 9043, Tilburg - Center for Economic Research.
    Published as:

    Cited by:

    1. James Berger & Elías Moreno & Luis Pericchi & M. Bayarri & José Bernardo & Juan Cano & Julián Horra & Jacinto Martín & David Ríos-Insúa & Bruno Betrò & A. Dasgupta & Paul Gustafson & Larry Wass, 1994. "An overview of robust Bayesian analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 3(1), pages 5-124, June. [Downloadable!] (restricted)

  43. Chib, B. & Osiewalski, J. & Steel, M., 1990. "Regression Models Under Competing Covariance Matrices: A Baysian Perspective," Papers 9063, Tilburg - Center for Economic Research.

    Cited by:

    1. Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics 9804001, EconWPA, revised 31 Jul 1999. [Downloadable!]
      Other versions:
    2. Fernandez, C. & Ley, E. & Steel, M.F.J., 1997. "Statistical modeling of fishing activities in the North Atlantic," Discussion Paper 111, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:

  44. Steel, M.F.J. & Richard, J.F., 1989. "Bayesian Multivariate Exogeneity Analysis: An Application To A Uk Money Demand Equation," Papers 8929, Tilburg - Center for Economic Research.
    Published as:

    Cited by:

    1. John Geweke, 1998. "Using simulation methods for Bayesian econometric models: inference, development, and communication," Staff Report 249, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    2. Neil R. Ericsson & John S. Irons, 1995. "The Lucas critique in practice: theory without measurement," International Finance Discussion Papers 506, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    3. Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
      Other versions:

  45. Carmen Fernández & Eduardo Ley & Mark F. J. Steel, . "Benchmark priors for Bayesian Model averaging," Working Papers 98-06, FEDEA. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian Forecast Combination for VAR Models," Working Papers 2007:13, Örebro University, Swedish Business School. [Downloadable!]
      Other versions:
    2. Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0617, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
      Other versions:
    3. Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Discussion Paper 2008-39, Tilburg University, Center for Economic Research. [Downloadable!]
    4. Matteo Ciccarelli & Juan Angel García, 2009. "What drives euro area break-even inflation rates?," Working Paper Series 996, European Central Bank. [Downloadable!]
    5. Matteo Ciccarelli & Benoît Mojon, 2005. "Global Inflation," Working Papers Central Bank of Chile 357, Central Bank of Chile. [Downloadable!]
      Other versions:
    6. Scharnagl, Michael & Schumacher, Christian, 2007. "Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities," Discussion Paper Series 1: Economic Studies 2007,09, Deutsche Bundesbank, Research Centre. [Downloadable!]
    7. Carmen Fernández & Eduardo Ley & Mack F. J. Steel, . "Statistical modeling of fishing activities in the North Atlantic," Working Papers 97-25, FEDEA. [Downloadable!]
      Other versions:
    8. David Jamieson Bolder & Yuliya Romanyuk, 2008. "Combining Canadian Interest-Rate Forecasts," Working Papers 08-34, Bank of Canada. [Downloadable!]
    9. Tondl, Gabriele & Prüfer, Patricia, 2007. "Does it Make a Difference? Comparing Growth Effects of European and North American FDI in Latin America," Proceedings of the German Development Economics Conference, Göttingen 2007 26, Verein für Socialpolitik, Research Committee Development Economics. [Downloadable!]
    10. Gernot Doppelhofer & Melvyn Weeks, 2007. "Jointness of Growth Determinants," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    11. Christine De Mol & Domenico Giannone & Lucrezia Reichlin, 2006. "Forecasting using a large number of predictors - Is Bayesian regression a valid alternative to principal components?," Working Paper Series 700, European Central Bank. [Downloadable!]
      Other versions:
    12. Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    13. Gernot Doppelhofer & Xavier Sala I Martin & Melvyn Weeks, 2005. "Jointness of Determinants of Economics Growth," Money Macro and Finance (MMF) Research Group Conference 2005 54, Money Macro and Finance Research Group. [Downloadable!]
    14. Carmen Fernandez & Eduardo Ley & Mark F. J. Steel, 2001. "Model uncertainty in cross-country growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 563-576. [Downloadable!]
      Other versions:
    15. Theo Eicher & Chris Papageogiou & Adrian E Raftery, 2007. "Default Priors and Predictive Performance in Bayesian Model Averaging, with Application to Growth Determinants," Working Papers UWEC-2007-25-P, University of Washington, Department of Economics. [Downloadable!]
    16. Antonio Ciccone & Marek Jarocinski, 2007. "Determinants of Economic Growth: Will Data Tell?," Economics Working Papers 1052, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2009. [Downloadable!]
      Other versions:
    17. Li, GuangJie, 2009. "The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence," Cardiff Economics Working Papers E2009/4, Cardiff University, Cardiff Business School, Economics Section, revised Aug 2009. [Downloadable!]
    18. Enrique Moral-Benito, 2007. "Determinants Of Economic Growth: A Bayesian Panel Data Approach," Working Papers wp2007_0719, CEMFI. [Downloadable!]
      Other versions:
    19. Rosa Capolupo, 2005. "THE NEW GROWTH THEORIES AND THEIR EMPIRICS, Discussion Paper in Economics, University of Glasgow, N. 2005-04 (http://www.gla.ac.uk/Acad/Economics," GE, Growth, Math methods 0506003, EconWPA. [Downloadable!]
    20. William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003. "Policy Evaluation in Uncertain Economic Environments," NBER Working Papers 10025, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    21. Kelvin Balcombe, 2005. "Model Selection Using Information Criteria and Genetic Algorithms," Computational Economics, Springer, vol. 25(3), pages 207-228, June. [Downloadable!] (restricted)
    22. M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    23. Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    24. Philip Bodman & Harry Campbell & Kelly-Ana Heaton & Andrew Hodge, . "Fiscal Decentralisation, Macroeconomic Conditions and Economic Growth in Australia," MRG Discussion Paper Series 2609, School of Economics, University of Queensland, Australia. [Downloadable!]
    25. Raouf Boucekkine & Fernando del Río & Omar Licandro, . "Endogenous vs Exogenously Driven Fluctuations in Vintage Capital Models," Working Papers 98-19, FEDEA. [Downloadable!]
      Other versions:
    26. Theo Eicher & Chris Papageorgiou & Oliver Röhn, 2007. "Unraveling the Fortunates of the Fortunate: An Iterative Bayesian Model Averaging (IBMA) Approach," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    27. Rosa Capolupo, . "The New Growth Theoris and their Empirics," Working Papers 2005_4, Department of Economics, University of Glasgow. [Downloadable!]
    28. Prüfer, P. & Tondl, G., 2008. "The FDI-Growth Nexus in Latin America: The Role of Source Countries and Local Conditions," Discussion Paper 2008-61, Tilburg University, Center for Economic Research. [Downloadable!]
    29. Jacobson, Tor & Karlsson, Sune, 2002. "Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach," Working Paper Series 138, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
      Other versions:
    30. Geerte Cotteleer & Tracy Stobbe & G. Cornelis van Kooten, 2007. "Bayesian Model Averaging in the Context of Spatial Hedonic Pricing: An Application to Farmland Values," Working Papers 2007-07, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group. [Downloadable!]
    31. Peter Sandholt Jensen & Allan H. Würtz, 2006. "On determining the importance of a regressor with small and undersized samples," Economics Working Papers 2006-08, School of Economics and Management, University of Aarhus. [Downloadable!]
    32. Dr. (elect.) Julia Korosteleva & Dr. Colin Lawson, . "The Belarusian Case of Transition: Whither Financial Repression?," Working Papers 2006_4, Department of Economics, University of Glasgow. [Downloadable!]
    33. Peter Sandholt Jensen & Allan H. Würtz, 2005. "The Ill-Posed Problem in Growth Empirics," CAM Working Papers 2005-11, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
    34. Eklund, Jana & Karlsson, Sune, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Working Papers 2007:1, Örebro University, Swedish Business School. [Downloadable!]
      Other versions:
    35. Theo Eicher & Christian Henn & Chris Papageorgiou, 2008. "Trade Creation and Diversion Revisited: Accounting for Model Uncertainty and Natural Trading Partner Effects," IMF Working Papers 08/66, International Monetary Fund. [Downloadable!]
      Other versions:
    36. Roberto León-González & Daniel Montolio, 2004. "Growth, convergence and public investment. A Bayesian model averaging approach," Applied Economics, Taylor and Francis Journals, vol. 36(17), pages 1925-1936, September. [Downloadable!] (restricted)
      Other versions:
    37. Gary Koop & Simon Potter, 2003. "Forecasting in large macroeconomic panels using Bayesian Model Averaging," Staff Reports 163, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    38. Rachida Ouysse & Chris Nicholas, 2008. "Time Varying Determinants of Cross-Country Growth," Discussion Papers 2008-03, School of Economics, The University of New South Wales. [Downloadable!]
    39. Steven N. Durlauf, 2003. "Policy Evaluation and Empirical Growth Research," Working Papers Central Bank of Chile 205, Central Bank of Chile. [Downloadable!]
    40. Capolupo, Rosa, 2008. "The New Growth Theories and Their Empirics after Twenty Years," Economics Discussion Papers 2008-27, Kiel Institute for the World Economy. [Downloadable!]
    41. Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2008/13, Reserve Bank of New Zealand. [Downloadable!]
      Other versions:
    42. George Kapetanios & Vincent Labhard & Simon Price, . "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers 268, Bank of England. [Downloadable!]
      Other versions:
    43. Salvador Barrios, . "Foreign direct investment and industrial development in host countries," Working Papers 98-21, FEDEA. [Downloadable!]
    44. Ley, Eduardo & Steel, Mark F.J., 2008. "On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression," MPRA Paper 6772, University Library of Munich, Germany, revised 06 Jan 2008. [Downloadable!]
      Other versions:
    45. Mehmet Eris, 2008. "Foreign aid and growth," Economics Bulletin, Economics Bulletin, vol. 15(14), pages 1-14. [Downloadable!]
    46. Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics 0110003, EconWPA, revised 18 Nov 2001. [Downloadable!]
      Other versions:
    47. Todd E. Clark & Michael W. McCracken, 2008. "Combining forecasts from nested models," Working Papers 2008-037, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    48. Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging using Predictive Measures," Working Paper Series 191, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
      Other versions:
    49. Ley, Eduardo & Steel, Mark F. J., 2006. "Jointness in Bayesian variable selection with applications to growth regression," Policy Research Working Paper Series 4063, The World Bank. [Downloadable!]
      Other versions:
    50. Bryant, Henry L. & Davis, George C., 2001. "Beyond The Model Specification Problem: Model And Parameter Averaging Using Bayesian Techniques," 2001 Annual meeting, August 5-8, Chicago, IL 20689, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    51. Klump, Rainer & Prüfer, Patricia, 2005. "How to prioritise policies for poverty reduction: Applying Bayesian Model Averaging to Vietnam," Proceedings of the German Development Economics Conference, Kiel 2005 27, Verein für Socialpolitik, Research Committee Development Economics. [Downloadable!]
    52. Chris Papageorgiou & Winford H. Masanjala, . "Initial Conditions, European Colonialism and Africa's Growth," Departmental Working Papers 2006-01, Department of Economics, Louisiana State University. [Downloadable!]
    53. Eklund, Jana & Karlsson, Sune, 2007. "Computational Efficiency in Bayesian Model and Variable Selection," Working Papers 2007:4, Örebro University, Swedish Business School. [Downloadable!]
      Other versions:
    54. Jesus Crespo Cuaresma & Martin Feldkircher, 2009. "Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe," Working Papers 2009-17, Faculty of Economics and Statistics, University of Innsbruck. [Downloadable!]
    55. Anthony Garratt & Kevin Lee, 2006. "Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan," Birkbeck Working Papers in Economics and Finance 0616, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
    56. Daniel Peña & M. Dolores Redondas, 2003. "Bayesian Curve Estimation By Model Averaging," Statistics and Econometrics Working Papers ws034410, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    57. Klump, Rainer & Pruefer, Patricia, 2006. "Prioritizing policies for pro-poor growth: applying bayesian model averaging to Vietnam," Discussion Paper 117, Tilburg University, Center for Economic Research. [Downloadable!]
    58. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006. "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics 06/2, Department of Economics, University of Leicester. [Downloadable!]
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    59. Oliver Röhn & Sultan Orazbayev & Aslan Sarinzhipov, 2009. "An Institutional Risk Analysis of the Kazakh Economy," Ifo Working Paper Series Ifo Working Paper No. 70, Ifo Institute for Economic Research at the University of Munich. [Downloadable!]

Articles

  1. J. Griffin & M. Steel, 2008. "Flexible mixture modelling of stochastic frontiers," Journal of Productivity Analysis, Springer, vol. 29(1), pages 33-50, February. [Downloadable!] (restricted)

    Cited by:

    1. Jim Griffin & Mark Steel, 2005. "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics 0509004, EconWPA. [Downloadable!]
      Other versions:

  2. Jim Griffin & Mark Steel, 2007. "Bayesian stochastic frontier analysis using WinBUGS," Journal of Productivity Analysis, Springer, vol. 27(3), pages 163-176, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Ley, Eduardo & Steel, Mark F.J., 2007. "Jointness in Bayesian variable selection with applications to growth regression," Journal of Macroeconomics, Elsevier, vol. 29(3), pages 476-493, September. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Ferreira, Jose T.A.S. & Steel, Mark F.J., 2007. "Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers," Journal of Econometrics, Elsevier, vol. 137(2), pages 641-673, April. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Griffin, J.E. & Steel, M.F.J., 2006. "Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility," Journal of Econometrics, Elsevier, vol. 134(2), pages 605-644, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Palacios, M. Blanca & Steel, Mark F.J., 2006. "Non-Gaussian Bayesian Geostatistical Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 604-618, June. [Downloadable!] (restricted)

    Cited by:

    1. Majid Khaledi & Firoozeh Rivaz, 2009. "Empirical Bayes spatial prediction using a Monte Carlo EM algorithm," Statistical Methods and Applications, Springer, vol. 18(1), pages 35-47, March. [Downloadable!] (restricted)

  7. Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006. "A Constructive Representation of Univariate Skewed Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 823-829, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. José T. A. S. Ferreira & Mark F. J. Steel, 2005. "Modelling directional dispersion through hyperspherical log-splines," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 67(4), pages 599-616. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  9. Fernandez, Carmen & Koop, Gary & Steel, Mark F.J., 2005. "Alternative efficiency measures for multiple-output production," Journal of Econometrics, Elsevier, vol. 126(2), pages 411-444, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  10. Carmen Fernandez & Carmelo J. Leon & Mark F.J. Steel & Francisco Jose Vazquez-Polo, 2004. "Bayesian Analysis of Interval Data Contingent Valuation Models and Pricing Policies," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 431-442, October. [Downloadable!] (restricted)

    Cited by:

    1. Roberto Leon-Gonzalez & Riccardo Scarpa, 2007. "Robust Benefit Function Transfer: A Bayesian Model Averaging Approach," Discussion Papers in Economics 07/01, Department of Economics, University of Leicester. [Downloadable!]

  11. Griffin, J. E. & Steel, M. F. J., 2004. "Semiparametric Bayesian inference for stochastic frontier models," Journal of Econometrics, Elsevier, vol. 123(1), pages 121-152, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  12. Carmen Fernández & Eduardo Ley & Mark F. J. Steel, 2002. "Bayesian modelling of catch in a north-west Atlantic fishery," Journal Of The Royal Statistical Society Series C, Royal Statistical Society, vol. 51(3), pages 257-280. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  13. Fernandez C. & Koop G. & Steel M.F.J., 2002. "Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 432-442, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  14. Carmen Fernandez & Eduardo Ley & Mark F. J. Steel, 2001. "Model uncertainty in cross-country growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 563-576. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  15. Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001. "Benchmark priors for Bayesian model averaging," Journal of Econometrics, Elsevier, vol. 100(2), pages 381-427, February. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  16. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 2000. " A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Economic Change and Restructuring, Springer, vol. 33(3), pages 185-202. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  17. Fernandez, Carmen & Koop, Gary & Steel, Mark, 2000. "A Bayesian analysis of multiple-output production frontiers," Journal of Econometrics, Elsevier, vol. 98(1), pages 47-79, September. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  18. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 2000. "Modeling the Sources of Output Growth in a Panel of Countries," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 284-99, July.

    Cited by:

    1. Boyle, G.E. & McQuinn, K., 2003. "Why do some countries produce so much more output per worker than others? A note," Economics, Finance and Accounting Department Working Paper Series n1331103, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
      Other versions:
    2. Yasmina Reem Limam & Stephen M. Miller, 2004. "Explaining Economic Growth: Factor Accumulation, Total Factor Productivity Growth, and Production Efficiency Improvement," Working papers 2004-20, University of Connecticut, Department of Economics. [Downloadable!]
    3. Gary Koop & Kai Li, 2004. "The valuation of IPO, SEO and post-Chapter 11 firms: A stochastic frontier approach," ESE Discussion Papers 13, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
    4. Jaume Puig, 2000. "Technical Inefficiency and Public Capital in US States: A Stochastic Frontier Approach," Economics Working Papers 451, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    5. Gary Koop, 1998. "Carbon dioxide emissions and economic growth: A structural approach," Journal of Applied Statistics, Taylor and Francis Journals, vol. 25(4), pages 489-515, August. [Downloadable!] (restricted)
    6. Osiewalski, J. & Steel, M., 1996. "Numerical tools for the Bayesian analysis of stochastic frontier models," Discussion Paper 3, Tilburg University, Center for Economic Research. [Downloadable!]
    7. Kai Li, 2004. "The Growth of Global Equity Markets: A Closer Look," Econometric Society 2004 North American Winter Meetings 54, Econometric Society. [Downloadable!]

  19. Fern ndez, Carmen & Steel, Mark F.J., 2000. "Bayesian Regression Analysis With Scale Mixtures Of Normals," Econometric Theory, Cambridge University Press, vol. 16(01), pages 80-101, February. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  20. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1999. " The Components of Output Growth: A Stochastic Frontier Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(4), pages 455-87, November. [Downloadable!] (restricted)

    Cited by:

    1. Boyle, G.E. & McQuinn, K., 2003. "Why do some countries produce so much more output per worker than others? A note," Economics, Finance and Accounting Department Working Paper Series n1331103, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
      Other versions:
    2. Scott E. Atkinson & Jeffrey H. Dorfman, 2009. "Feasible estimation of firm-specific allocative inefficiency through Bayesian numerical methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 675-697. [Downloadable!]
    3. Oleg Badunenko & Daniel J. Henderson & Valentin Zelenyuk, 2007. "Technological Change and Transition: Relative Contributions to Worldwide Growth during the 1990s," Discussion Papers of DIW Berlin 740, DIW Berlin, German Institute for Economic Research. [Downloadable!]
      Other versions:
    4. Girma, Sourafel & Görg, Holger, 2006. "Multinationals' Productivity Advantage: Scale or Technology," CEPR Discussion Papers 5841, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    5. Jaume Puig, 2000. "Technical Inefficiency and Public Capital in US States: A Stochastic Frontier Approach," Economics Working Papers 451, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    6. Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997. "A stochastic frontier analysis of output level and growth in Poland and western economies," Discussion Paper 85, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    7. Kai Li, 2004. "The Growth of Global Equity Markets: A Closer Look," Econometric Society 2004 North American Winter Meetings 54, Econometric Society. [Downloadable!]

  21. Kiefer, Nicholas M & Steel, Mark F J, 1998. "Bayesian Analysis of the Prototypal Search Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 178-86, April.

    Cited by:

    1. John W. Schindler, 2001. "Testing optimality in job search models," International Finance Discussion Papers 710, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    2. Westergaard-Nielsen, Niels, 2001. "Danish Labour Market Policy: Is it worth it?," CLS Working Papers 01-10, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research. [Downloadable!]
    3. Pedersen, Peder J. & Smith, Nina, 2001. "International Migration and Migration policy in Denmark," CLS Working Papers 01-5, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research. [Downloadable!]
    4. Ortega, Jaime, 2000. "Job Rotation as a Mechanism for Learning," CLS Working Papers 00-4, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research. [Downloadable!]
      Other versions:

  22. Mark Steel, 1998. "Bayesian analysis of stochastic volatility models with flexible tails," Econometric Reviews, Taylor and Francis Journals, vol. 17(2), pages 109-143. [Downloadable!] (restricted)

    Cited by:

    1. Carmen Broto & Esther Ruiz, 2002. "Estimation Methods For Stochastic Volatility Models: A Survey," Statistics and Econometrics Working Papers ws025414, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
      Other versions:
    2. Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2006. "Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model," Applied Financial Economics, Taylor and Francis Journals, vol. 16(6), pages 479-490, March. [Downloadable!] (restricted)
    3. Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2003. "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model," Working Papers 7, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
      Other versions:

  23. Eduardo Ley & Mark F.J. Steel, 1998. "A model of management teams," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 19(6), pages 355-363.
    Other versions:

    See citations under working paper version above.

  24. Fernandez, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 1997. "On the use of panel data in stochastic frontier models with improper priors," Journal of Econometrics, Elsevier, vol. 79(1), pages 169-193, July. [Downloadable!] (restricted)

    Cited by:

    1. Guohua Feng & Apostolos Serletis, 2009. "Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity," Monash Econometrics and Business Statistics Working Papers 5/09, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    2. Juarez, Miguel A. & Steel, Mark F. J., 2006. "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper 450, University Library of Munich, Germany. [Downloadable!]
    3. J. Griffin & M. Steel, 2008. "Flexible mixture modelling of stochastic frontiers," Journal of Productivity Analysis, Springer, vol. 29(1), pages 33-50, February. [Downloadable!] (restricted)
    4. Gary Koop & Simon Potter, 2007. "A flexible approach to parametric inference in nonlinear time series models," Staff Reports 285, Federal Reserve Bank of New York. [Downloadable!]
    5. Gary Koop & Herman K. van Dijk, 1999. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 99-072/4, Tinbergen Institute. [Downloadable!]
      Other versions:
    6. Lyubov A. Kurkalova & Alicia L. Carriquiry, 2000. "Bayesian Estimation of Technical Efficiency of a Single Input," Center for Agricultural and Rural Development (CARD) Publications 00-wp254, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
    7. Gary M. Koop & Simon M. Potter, 2004. "Forecasting and estimating multiple change-point models with an unknown number of change points," Staff Reports 196, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    8. William E. Griffiths & Christopher J. O’Donnell, 2003. "Estimating Variable Returns to Scale Production Frontiers with Alternative Stochastic Assumptions," Department of Economics - Working Papers Series 872, The University of Melbourne. [Downloadable!]
      Other versions:
    9. Tim J. Coelli & Chris O’Donnell, 2003. "A Bayesian Approach To Imposing Curvature On Distance Functions," CEPA Working Papers Series WP032003, School of Economics, University of Queensland, Australia. [Downloadable!]
      Other versions:
    10. Jim E. Griffin & Mark F.J. Steel, 2002. "Semiparametric Bayesian Inference for Stochastic Frontier Models," Econometrics 0209001, EconWPA, revised 18 Sep 2002. [Downloadable!]
      Other versions:
    11. Gary Koop & Kai Li, 2004. "The valuation of IPO, SEO and post-Chapter 11 firms: A stochastic frontier approach," ESE Discussion Papers 13, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
    12. Kurkalova, Lyubov A. & Carriquiry, Alicia L., 2000. "Bayesian Estimation of Technical Effeciency of a Single Input," Staff General Research Papers 1910, Iowa State University, Department of Economics. [Downloadable!]
    13. Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997. "A stochastic frontier analysis of output level and growth in Poland and western economies," Discussion Paper 85, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    14. Dale J. Poirier & Gary Koop & Justin Tobias, 2005. "Semiparametric Bayesian inference in multiple equation models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 723-747. [Downloadable!]
      Other versions:
    15. Tomberlin, David & Holloway, Garth, 2006. "Bayesian Ranking and Selection of Fishing Boat Efficiencies," Marine Resource Economics, Marine Resources Foundation, vol. 21(4). [Downloadable!]
    16. James M. Sfiridis & Alan E. Gelfand, 2002. "A survey of sampling-based Bayesian analysis of financial data," Applied Mathematical Finance, Taylor and Francis Journals, vol. 9(4), pages 273-291, December. [Downloadable!] (restricted)

  25. Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J., 1997. "Bayesian analysis of long memory and persistence using ARFIMA models," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 149-169. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  26. Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1997. "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 77-105. [Downloadable!] (restricted)

    Cited by:

    1. Efthymios G. Tsionas, 2006. "Inference in dynamic stochastic frontier models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 669-676. [Downloadable!]
    2. William C. Horrace & Seth O. Richards, 2007. "A Monte Carlo Study of Efficiency Estimates from Frontier Models," Center for Policy Research Working Papers 97, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    3. Myungsup Kim & Yangseon Kim & Peter Schmidt, 2006. "On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data," Working Papers 0704, University of Crete, Department of Economics. [Downloadable!]
      Other versions:
    4. William C. Horrace & Peter Schmidt, 2000. "Multiple comparisons with the best, with economic applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 1-26. [Downloadable!]
    5. William C. Horrace, 2003. "On Ranking and Selection from Independent Truncated Normal Distributions," Econometrics 0306009, EconWPA. [Downloadable!]
      Other versions:
    6. Kelvin_Balcombe & Dirk_Bezemer & Junior_Davis & Iain_Fraser, 2005. "Livelihoods and Farm Efficiency in Rural Georgia," Development and Comp Systems 0502005, EconWPA. [Downloadable!]
    7. Supawat Rungsuriyawiboon & Chris O’Donnell, 2004. "Curvature-Constrained Estimates of Technical Efficiency and Returns to Scale for U.S. Electric Utilities," CEPA Working Papers Series WP072004, School of Economics, University of Queensland, Australia. [Downloadable!]
    8. Barnett, William A. & Serletis, Apostolos, 2008. "Consumer preferences and demand systems," MPRA Paper 8413, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    9. Karen Eggleston & Richard Zeckhauser, 2002. "Government Contracting for Health Care," Discussion Papers Series, Department of Economics, Tufts University 0202, Department of Economics, Tufts University. [Downloadable!]
    10. Fernandez, C. & Osiewalski, J. & Steel, M., 1996. "On the use of panel data in bayesian stochastic frontier models," Discussion Paper 17, Tilburg University, Center for Economic Research. [Downloadable!]
    11. Anup Malani & Tomas Philipson & Guy David, 2003. "Theories of Firm Behavior in the Nonprofit Sector. A Synthesis and Empirical Evaluation," NBER Chapters, in: The Governance of Not-for-Profit Organizations, pages 181-216 National Bureau of Economic Research, Inc. [Downloadable!]
    12. Jim Griffin & Mark Steel, 2005. "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics 0509004, EconWPA. [Downloadable!]
      Other versions:
    13. J. Griffin & M. Steel, 2008. "Flexible mixture modelling of stochastic frontiers," Journal of Productivity Analysis, Springer, vol. 29(1), pages 33-50, February. [Downloadable!] (restricted)
    14. Gary Koop & Lise Tole, 2008. "What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry," Journal of Productivity Analysis, Springer, vol. 30(2), pages 129-143, October. [Downloadable!] (restricted)
      Other versions:
    15. Yangseon Kim & Peter Schmidt, 1998. "Marginal Comparisons with the Best ant the Efficiency Measurment Problem," Working Papers 0703, University of Crete, Department of Economics, revised 00 Dec 2006. [Downloadable!]
      Other versions:
    16. Wolff, Hendrik & Heckelei, Thomas & Mittelhammer, Ron C., 2004. "Imposing Monotonicity And Curvature On Flexible Functional Forms," 2004 Annual meeting, August 1-4, Denver, CO 20256, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    17. Goto, Mika & Makhija, Anil K., 2007. "The Impact of Competition and Corporate Structure on Productive Efficiency: The Case of the U.S. Electric Utility Industry, 1990-2004," Working Paper Series 2007-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    18. Kelvin Balcombe & Iain Fraser & Jae H. Kim, 2006. "Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies," Applied Economics, Taylor and Francis Journals, vol. 38(19), pages 2221-2236, October. [Downloadable!] (restricted)
    19. C. Charles Okeahalam, 2006. "Production Efficiency in the South African Banking Sector: A Stochastic Analysis," International Review of Applied Economics, Taylor and Francis Journals, vol. 20(1), pages 103-123, January. [Downloadable!] (restricted)
    20. Jim E. Griffin & Mark F.J. Steel, 2002. "Semiparametric Bayesian Inference for Stochastic Frontier Models," Econometrics 0209001, EconWPA, revised 18 Sep 2002. [Downloadable!]
      Other versions:
    21. Tim J. Coelli & Chris O’Donnell, 2003. "A Bayesian Approach To Imposing Curvature On Distance Functions," CEPA Working Papers Series WP032003, School of Economics, University of Queensland, Australia. [Downloadable!]
      Other versions:
    22. Gary Koop & Kai Li, 2004. "The valuation of IPO, SEO and post-Chapter 11 firms: A stochastic frontier approach," ESE Discussion Papers 13, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
    23. Jee-Seon Kim & Edward Frees, 2007. "Multilevel Modeling with Correlated Effects," Psychometrika, Springer, vol. 72(4), pages 505-533, December. [Downloadable!] (restricted)
    24. Fraser, Iain & Davis, Junior & Balcombe, Kelvin & Bezemer, Dirk, 2005. "Is Rural Income Diversity Pro-Growth? Is It Pro-Poor? Evidence from Georgia," Proceedings of the German Development Economics Conference, Kiel 2005 4, Verein für Socialpolitik, Research Committee Development Economics. [Downloadable!]
    25. Efthymios G. Tsionas, 2002. "Stochastic frontier models with random coefficients," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 127-147. [Downloadable!]
    26. Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997. "A stochastic frontier analysis of output level and growth in Poland and western economies," Discussion Paper 85, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    27. Gary Koop, 1998. "Carbon dioxide emissions and economic growth: A structural approach," Journal of Applied Statistics, Taylor and Francis Journals, vol. 25(4), pages 489-515, August. [Downloadable!] (restricted)
    28. Iain Fraser & William C. Horrace, 2002. "Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates," Public Economics 0206001, EconWPA, revised 11 May 2003. [Downloadable!]
    29. Franc J.G.M. Klaasen & Jan R. Magnus, 2006. "Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis," Tinbergen Institute Discussion Papers 06-048/2, Tinbergen Institute. [Downloadable!]
    30. Osiewalski, J. & Steel, M., 1996. "Numerical tools for the Bayesian analysis of stochastic frontier models," Discussion Paper 3, Tilburg University, Center for Economic Research. [Downloadable!]
    31. Alfonso Flores-Lagunes & William C. Horrace & Kurt E. Schnier, 2006. "Identifying Technically Efficient Fishing Vessels: A Non-Empty, Minimal Subset Approach," Center for Policy Research Working Papers 78, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
      Other versions:
    32. Gillian Currie & Cam Donaldson & Mingshan Lu, 2003. "What Does Canada Profit from the For-Profit Debate on Health Care?," Canadian Public Policy, University of Toronto Press, vol. 29(2), pages 227-251, June. [Downloadable!] (restricted)
    33. Klaassen, Franc J.G.M. & Magnus, Jan R., 2006. "Are economic agents succesful optimizers? : an analysis through strategy in tennis," Discussion Paper 52, Tilburg University, Center for Economic Research. [Downloadable!]

  27. Ley, Eduardo & Steel, Mark F J, 1996. "On the Estimation of Demand Systems through Consumption Efficiency," The Review of Economics and Statistics, MIT Press, vol. 78(3), pages 539-43, August. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  28. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1994. "Posterior Properties of Long-Run Impulse Responses," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 489-92, October.

    Cited by:

    1. Gary Koop, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers gkoop-95-01, University of Toronto, Department of Economics. [Downloadable!]
      Other versions:

  29. Bauwens, Luc & Fiebig, Denzil G & Steel, Mark F J, 1994. "Estimating End-Use Demand: A Bayesian Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 221-31, April.
    Other versions:

    See citations under working paper version above.

  30. van den Broeck, Julien & Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1994. "Stochastic frontier models : A Bayesian perspective," Journal of Econometrics, Elsevier, vol. 61(2), pages 273-303, April. [Downloadable!] (restricted)

    Cited by:

    1. Fernandez, C. & Osiewalski, J. & Steel, M., 1996. "On the use of panel data in bayesian stochastic frontier models," Discussion Paper 17, Tilburg University, Center for Economic Research. [Downloadable!]
    2. Subal Kumbhakar & Efthymios Tsionas, 2008. "Scale and efficiency measurement using a semiparametric stochastic frontier model: evidence from the U.S. commercial banks," Empirical Economics, Springer, vol. 34(3), pages 585-602, June. [Downloadable!] (restricted)
    3. Lyubov A. Kurkalova & Alicia L. Carriquiry, 2000. "Bayesian Estimation of Technical Efficiency of a Single Input," Center for Agricultural and Rural Development (CARD) Publications 00-wp254, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
    4. Goto, Mika & Makhija, Anil K., 2007. "The Impact of Competition and Corporate Structure on Productive Efficiency: The Case of the U.S. Electric Utility Industry, 1990-2004," Working Paper Series 2007-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    5. Kelvin Balcombe & Iain Fraser & Jae H. Kim, 2006. "Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies," Applied Economics, Taylor and Francis Journals, vol. 38(19), pages 2221-2236, October. [Downloadable!] (restricted)
    6. Gary Koop & Kai Li, 2004. "The valuation of IPO, SEO and post-Chapter 11 firms: A stochastic frontier approach," ESE Discussion Papers 13, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
    7. Efthymios G. Tsionas, 2002. "Stochastic frontier models with random coefficients," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 127-147. [Downloadable!]
    8. Kurkalova, Lyubov A. & Carriquiry, Alicia L., 2000. "Bayesian Estimation of Technical Effeciency of a Single Input," Staff General Research Papers 1910, Iowa State University, Department of Economics. [Downloadable!]
    9. Gary Koop, 1998. "Carbon dioxide emissions and economic growth: A structural approach," Journal of Applied Statistics, Taylor and Francis Journals, vol. 25(4), pages 489-515, August. [Downloadable!] (restricted)
    10. Rien Wagenvoort & Paul Schure, 2005. "A Recursive Thick Frontier Approach To Estimating Production Efficiency," Econometrics Working Papers 0503, Department of Economics, University of Victoria. [Downloadable!]
      Other versions:

  31. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1994. "Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 339-46, July.

    Cited by:

    1. Eduardo Ley & Mark F.J. Steel, 1995. "On the Estimation of Demand Systems Through Consumption Efficiency," Econometrics 9503001, EconWPA, revised 22 Feb 1996. [Downloadable!]
      Other versions:
    2. Matteo Manera & Bruno Sitzia, 2005. "Empirical factor demands and flexible functional forms: a bayesian approach," Economic Systems Research, Taylor and Francis Journals, vol. 17(1), pages 57-75, March. [Downloadable!] (restricted)
    3. Fernandez, C. & Osiewalski, J. & Steel, M., 1996. "On the use of panel data in bayesian stochastic frontier models," Discussion Paper 17, Tilburg University, Center for Economic Research. [Downloadable!]
    4. Hilmer, Christiana E. & Holt, Matthew T., 2000. "A Comparison Of Resampling Techniques When Parameters Are On A Boundary: The Bootstrap, Subsample Bootstrap, And Subsample Jackknife," 2000 Annual meeting, July 30-August 2, Tampa, FL 21810, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    5. Wolff, Hendrik & Heckelei, Thomas & Mittelhammer, Ron C., 2004. "Imposing Monotonicity And Curvature On Flexible Functional Forms," 2004 Annual meeting, August 1-4, Denver, CO 20256, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    6. Goto, Mika & Makhija, Anil K., 2007. "The Impact of Competition and Corporate Structure on Productive Efficiency: The Case of the U.S. Electric Utility Industry, 1990-2004," Working Paper Series 2007-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    7. Kelvin Balcombe & Iain Fraser & Jae H. Kim, 2006. "Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies," Applied Economics, Taylor and Francis Journals, vol. 38(19), pages 2221-2236, October. [Downloadable!] (restricted)
    8. Siddhartha Chib & Edward Greenberg, 1994. "Markov Chain Monte Carlo Simulation Methods in Econometrics," Econometrics 9408001, EconWPA, revised 24 Oct 1994. [Downloadable!]
    9. David L. Ryan & Terence J. Wales, . "A Simple Method For Imposing Local Curvature In Some Flexible Consumer Demand Systems," Old UBC Departmental Papers 9625, UBC Department of Economics. [Downloadable!]
      Other versions:
    10. William A. Barnett & Milka Kirova & Meenakshi Pasupathy, 1996. "Technology Modeling: Curvature is not Sufficient for Regularity," Econometrics 9602002, EconWPA, revised 24 Jun 1999. [Downloadable!]
    11. Osiewalski, J. & Steel, M., 1996. "Numerical tools for the Bayesian analysis of stochastic frontier models," Discussion Paper 3, Tilburg University, Center for Economic Research. [Downloadable!]

  32. ten Raa, Thijs & Steel, Mark F. J., 1994. "Revised stochastic analysis of an input-output model," Regional Science and Urban Economics, Elsevier, vol. 24(3), pages 361-371, June. [Downloadable!] (restricted)

    Cited by:

    1. Manfred Lenzen, 2001. "A Generalized Input–Output Multiplier Calculus for Australia," Economic Systems Research, Taylor and Francis Journals, vol. 13(1), pages 65-92, March. [Downloadable!] (restricted)

  33. Osiewalski, Jacek & Steel, Mark F. J., 1993. "Robust bayesian inference in elliptical regression models," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 345-363. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  34. Jacek Osiewalski & Mark F. J. Steel, 1993. "Regression Models under Competing Covariance Structures: A Bayesian Perspective," Annales d'Economie et de Statistique, ADRES, issue 32, pages 04, Octobre-D. [Downloadable!]

    Cited by:

    1. Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics 9804001, EconWPA, revised 31 Jul 1999. [Downloadable!]
      Other versions:
    2. Fernandez, C. & Ley, E. & Steel, M.F.J., 1997. "Statistical modeling of fishing activities in the North Atlantic," Discussion Paper 111, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:

  35. Mark Steel, 1992. "Posterior analysis of restricted seemingly unrelated regression equation models: a recursive analytical approach," Econometric Reviews, Taylor and Francis Journals, vol. 11(2), pages 129-142. [Downloadable!] (restricted)

    Cited by:

    1. Griffiths, W.E., 2001. "Bayesian Inference in the Seemingly Unrelated Regressions Models," Department of Economics - Working Papers Series 793, The University of Melbourne. [Downloadable!]
    2. W.E. Griffiths & Ma. Rebecca Valenzuela, 2004. "Gibbs Samplers for a Set of Seemingly Unrelated Regressions," Department of Economics - Working Papers Series 912, The University of Melbourne. [Downloadable!]

  36. Osiewalski, Jacek & Steel, Mark F. J., 1992. "A Bayesian note on competing correlation structures in the dynamic linear regression model," Economics Letters, Elsevier, vol. 40(4), pages 383-388, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  37. Steel, Mark F. J. & Richard, Jean-Francois, 1991. "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 239-274. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  38. Chib, Siddharta & Osiewalski, Jacek & Steel, Mark F. J., 1991. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Economics Letters, Elsevier, vol. 37(4), pages 391-397, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  39. Richard, J. F. & Steel, M. F. J., 1988. "Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 7-37. [Downloadable!] (restricted)

    Cited by:

    1. Luc Bauwens, 1991. "The 'pathologie' of the Natural Conjugate Prior Density in the Regression Model," Annales d'Economie et de Statistique, ADRES, issue 23, pages 04, Juillet-S. [Downloadable!]
      Other versions:
    2. Griffiths, W.E., 2001. "Bayesian Inference in the Seemingly Unrelated Regressions Models," Department of Economics - Working Papers Series 793, The University of Melbourne. [Downloadable!]
    3. Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics 9804001, EconWPA, revised 31 Jul 1999. [Downloadable!]
      Other versions:
    4. W.E. Griffiths & Ma. Rebecca Valenzuela, 2004. "Gibbs Samplers for a Set of Seemingly Unrelated Regressions," Department of Economics - Working Papers Series 912, The University of Melbourne. [Downloadable!]

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