Mark Florimond Steel
Personal Details
First Name: | Mark |
Middle Name: | Florimond |
Last Name: | Steel |
Suffix: | |
RePEc Short-ID: | pst2 |
[This author has chosen not to make the email address public] | |
http://www.warwick.ac.uk/go/msteel/ | |
Department of Statistics University of Warwick Coventry CV4 7AL UK | |
+44(0)24 7652 3369 | |
Terminal Degree: | 1987 Center for Operations Research and Econometrics (CORE); Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM); Université Catholique de Louvain (from RePEc Genealogy) |
Affiliation
Department of Statistics
University of Warwick
Coventry, United Kingdomhttp://www.warwick.ac.uk/go/statistics
RePEc:edi:dswaruk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Steel, Mark F. J., 2017.
"Model Averaging and its Use in Economics,"
MPRA Paper
81568, University Library of Munich, Germany.
- Mark F. J. Steel, 2020. "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
- Vallejos, Catalina & Steel, Mark F. J., 2014.
"Bayesian Survival Modelling of University Outcomes,"
MPRA Paper
57185, University Library of Munich, Germany.
- Catalina A. Vallejos & Mark F. J. Steel, 2017. "Bayesian survival modelling of university outcomes," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 613-631, February.
- Rubio, Francisco Javier & Steel, Mark F. J., 2014. "Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations," MPRA Paper 57102, University Library of Munich, Germany.
- Ley, Eduardo & Steel, Mark F.J., 2011.
"Mixtures of g-priors for bayesian model averaging with economic applications,"
DES - Working Papers. Statistics and Econometrics. WS
ws112116, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Ley, Eduardo & Steel, Mark F.J., 2012. "Mixtures of g-priors for Bayesian model averaging with economic applications," Journal of Econometrics, Elsevier, vol. 171(2), pages 251-266.
- Ley, Eduardo & Steel, Mark F.J., 2011. "Mixtures of g-priors for Bayesian Model Averaging with economic application," Policy Research Working Paper Series 5732, The World Bank.
- Ley, Eduardo & Steel, Mark F. J., 2010. "Mixtures of g-priors for Bayesian model averaging with economic applications," MPRA Paper 26941, University Library of Munich, Germany.
- Ley, Eduardo & Steel, Mark F. J., 2011. "Mixtures of g-priors for Bayesian model averaging with economic applications," MPRA Paper 36817, University Library of Munich, Germany.
- 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.
- Griffin, J.E. & Steel, M.F.J., 2010. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2594-2608, November.
- Ley, Eduardo & Steel, Mark F.J., 2008.
"On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression,"
MPRA Paper
6773, University Library of Munich, Germany, revised 06 Jan 2008.
- 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.
- Juarez, Miguel A. & Steel, Mark F. J., 2006.
"Non-Gaussian dynamic Bayesian modelling for panel data,"
MPRA Paper
450, University Library of Munich, Germany.
- Miguel A. Juárez & Mark F. J. Steel, 2010. "Non‐gaussian dynamic bayesian modelling for panel data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(7), pages 1128-1154, November/.
- Juarez, Miguel A. & Steel, Mark F. J., 2006. "Model-based Clustering of non-Gaussian Panel Data," MPRA Paper 880, University Library of Munich, Germany.
- 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.
- 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.
- José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005. "Directional Log-spline Distributions," Econometrics 0511001, University Library of Munich, Germany.
- Jim Griffin & Mark Steel, 2005.
"Bayesian Stochastic Frontier Analysis Using WinBUGS,"
Econometrics
0509004, University Library of Munich, Germany.
- Jim Griffin & Mark Steel, 2007. "Bayesian stochastic frontier analysis using WinBUGS," Journal of Productivity Analysis, Springer, vol. 27(3), pages 163-176, June.
- 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, University Library of Munich, Germany.
- 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.
- J. T. A. S. Ferreira & M. F. J. Steel, 2004. "On Describing Multivariate Skewness: A Directional Approach," Econometrics 0409010, University Library of Munich, Germany.
- J.T.A.S. Ferreira & M.F.J. Steel, 2004.
"Modelling Directional Dispersion Through Hyperspherical Log- Splines,"
Econometrics
0410006, University Library of Munich, Germany.
- 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, September.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004.
"A Constructive Representation of Univariate Skewed Distributions,"
Econometrics
0403002, University Library of Munich, Germany.
- 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.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions," Econometrics 0403001, University Library of Munich, Germany.
- Carmen Fernandez & Gary Koop & Mark F J Steel, 2003.
"Alternative efficiency measures for multiple-output production,"
Edinburgh School of Economics Discussion Paper Series
65, Edinburgh School of Economics, University of Edinburgh.
- 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.
- Jim E. Griffin & Mark F.J. Steel, 2002.
"Semiparametric Bayesian Inference for Stochastic Frontier Models,"
Econometrics
0209001, University Library of Munich, Germany, revised 18 Sep 2002.
- 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.
- James E. Griffin & Mark F.J. Steel, 2002.
"Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility,"
Econometrics
0201002, University Library of Munich, Germany, revised 04 Apr 2003.
- 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.
- Carmen Fernandez & Mark F J Steel & Gary Koop, 2002.
"Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture,"
Edinburgh School of Economics Discussion Paper Series
34, Edinburgh School of Economics, University of Edinburgh.
- 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.
- Carmen Fernandez & Gary Koop & Mark F.J. Steel, 2002. "Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture," Econometrics 0201001, University Library of Munich, Germany, revised 06 Jan 2002.
- Carmen Fernandez & Eduardo Ley & Mark Steel, 2001.
"Model uncertainty in cross-country growth regressions,"
Econometrics
0110002, University Library of Munich, Germany.
- 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.
- Carmen Fernandez & Eduardo Ley & Mark Steel, 1999. "Model uncertainty in cross-country growth regressions," Econometrics 9903003, University Library of Munich, Germany, revised 06 Oct 2001.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 2001.
"Bayesian modelling of catch in a Northwest Atlantic Fishery,"
Edinburgh School of Economics Discussion Paper Series
67, Edinburgh School of Economics, University of Edinburgh.
- 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, July.
- Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics 0110003, University Library of Munich, Germany, revised 23 Nov 2001.
- Gary Koop & Mark F J Steel, 1999. "Bayesian Analysis of Stochastic Frontier Models," Edinburgh School of Economics Discussion Paper Series 19, Edinburgh School of Economics, University of Edinburgh.
- Carmen Fernandez & Gary Koop & Mark F J Steel, 1999.
"A Bayesian analysis of multiple-output production frontier,"
Edinburgh School of Economics Discussion Paper Series
21, Edinburgh School of Economics, University of Edinburgh.
- 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.
- Carmen Fernandez & Mark F J Steel, 1999.
"Bayesian Regression Analysis with scale mixtures of normals,"
Edinburgh School of Economics Discussion Paper Series
27, Edinburgh School of Economics, University of Edinburgh.
- Fernández, Carmen & Steel, Mark F.J., 2000. "Bayesian Regression Analysis With Scale Mixtures Of Normals," Econometric Theory, Cambridge University Press, vol. 16(1), pages 80-101, February.
- Eduardo Ley & Mark F J Steel, 1999. "We have just averaged over two trillion cross-country growth regressions," Edinburgh School of Economics Discussion Paper Series 43, Edinburgh School of Economics, University of Edinburgh.
- Mr. Mark F. J. Steel & Mr. Eduardo Ley, 1999. "We Just Averaged over Two Trillion Cross-Country Growth Regressions," IMF Working Papers 1999/101, International Monetary Fund.
- Carmen Fernandez & Mark F J Steel, 1998.
"On the dangers of modelling through continuous distributions: A Bayesian perspective,"
Edinburgh School of Economics Discussion Paper Series
22, Edinburgh School of Economics, University of Edinburgh.
- Fernández, C. & Steel, M.F.J., 1997. "On the Dangers of Modelling through Continuous Distributions : A Bayesian Perspective," Other publications TiSEM 53bef46d-6511-4d09-9018-d, Tilburg University, School of Economics and Management.
- Fernández, C. & Steel, M.F.J., 1997. "On the Dangers of Modelling through Continuous Distributions : A Bayesian Perspective," Discussion Paper 1997-05, Tilburg University, Center for Economic Research.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998.
"Benchmark priors for Bayesian model averaging,"
Edinburgh School of Economics Discussion Paper Series
26, Edinburgh School of Economics, University of Edinburgh.
- 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.
- Carmen Fernández & Eduardo Ley & Mark F. J. Steel, "undated". "Benchmark priors for Bayesian Model averaging," Working Papers 98-06, FEDEA.
- Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics 9804001, University Library of Munich, Germany, revised 08 Oct 2001.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998. "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series 66, Edinburgh School of Economics, University of Edinburgh.
- Carmen Fernandez & Mark F J Steel, 1998.
"Reference priors for the general location-scale model,"
Edinburgh School of Economics Discussion Paper Series
23, Edinburgh School of Economics, University of Edinburgh.
- Fernández, Carmen & Steel, Mark F. J., 1999. "Reference priors for the general location-scale modelm," Statistics & Probability Letters, Elsevier, vol. 43(4), pages 377-384, July.
- Fernández, C. & Steel, M.F.J., 1997. "Reference Priors for the General Location-Scale Model," Other publications TiSEM 3a91a072-b14c-4c07-b2e7-0, Tilburg University, School of Economics and Management.
- Fernández, C. & Steel, M.F.J., 1997. "Reference Priors for the General Location-Scale Model," Discussion Paper 1997-105, Tilburg University, Center for Economic Research.
- Fernández, C. & Steel, M.F.J., 1997.
"Reference Priors For Non-Normal Two-Sample Problems,"
Discussion Paper
1997-104, Tilburg University, Center for Economic Research.
- Carmen Fernández & Mark Steel, 1998. "Reference priors for non-Normal two-sample problems," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 7(1), pages 179-205, June.
- Fernández, C. & Steel, M.F.J., 1997. "Reference Priors For Non-Normal Two-Sample Problems," Other publications TiSEM 4592f1f6-f6e7-4af0-933f-0, Tilburg University, School of Economics and Management.
- 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
1997-85, Tilburg University, Center for Economic Research.
- 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.
- Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997. "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Other publications TiSEM 70bc4936-7304-4e87-910c-b, Tilburg University, School of Economics and Management.
- Fernández, C. & Steel, M.F.J., 1997.
"Multivariate Student -t Regression Models : Pitfalls and Inference,"
Discussion Paper
1997-08, Tilburg University, Center for Economic Research.
- Fernández, C. & Steel, M.F.J., 1997. "Multivariate Student -t Regression Models : Pitfalls and Inference," Other publications TiSEM 3fff240d-a587-4537-ba5f-2, Tilburg University, School of Economics and Management.
- Fernández, C. & Steel, M.F.J., 1996.
"On Bayesian Inference under Sampling from Scale Mixtures of Normals,"
Discussion Paper
1996-02, Tilburg University, Center for Economic Research.
- Fernández, C. & Steel, M.F.J., 1996. "On Bayesian Inference under Sampling from Scale Mixtures of Normals," Other publications TiSEM 10be2f67-1679-4828-bba6-7, Tilburg University, School of Economics and Management.
- 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.
- Osiewalski, J. & Steel, M.F.J., 1996.
"Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models,"
Discussion Paper
1996-03, Tilburg University, Center for Economic Research.
- Jacek Osiewalski & Mark Steel, 1998. "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Journal of Productivity Analysis, Springer, vol. 10(1), pages 103-117, July.
- Osiewalski, J. & Steel, M.F.J., 1996. "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Other publications TiSEM ea25885a-8c13-4689-86b1-8, Tilburg University, School of Economics and Management.
- Carmen Fernandez & Jacek Osiewalski & Mark F J Steel, 1996.
"Robust Bayesian inference on scale parameters,"
Edinburgh School of Economics Discussion Paper Series
25, Edinburgh School of Economics, University of Edinburgh.
- Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 2001. "Robust Bayesian Inference on Scale Parameters," Journal of Multivariate Analysis, Elsevier, vol. 77(1), pages 54-72, April.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "Robust Bayesian Inference on Scale Parameters," Discussion Paper 1996-65, Tilburg University, Center for Economic Research.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "Robust Bayesian Inference on Scale Parameters," Other publications TiSEM 7ac8a9cf-881f-4009-8308-7, Tilburg University, School of Economics and Management.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996.
"On the Use of Panel Data in Bayesian Stochastic Frontier Models,"
Discussion Paper
1996-17, Tilburg University, Center for Economic Research.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "On the Use of Panel Data in Bayesian Stochastic Frontier Models," Other publications TiSEM d27e7bcf-bb16-457a-934a-a, Tilburg University, School of Economics and Management.
- Fernández, C. & Steel, M.F.J., 1996.
"On Bayesian Modelling of Fat Tails and Skewness,"
Discussion Paper
1996-58, Tilburg University, Center for Economic Research.
- Fernández, C. & Steel, M.F.J., 1996. "On Bayesian Modelling of Fat Tails and Skewness," Other publications TiSEM 0991c197-c9e8-4904-8119-3, Tilburg University, School of Economics and Management.
- FERNANDEZ, Carmen & OSIEWALSKI, Jacek & STEEL, Mark FJ., 1995.
"Inference Robustness in Multivariate Models with a Scale Parameter,"
LIDAM Discussion Papers CORE
1995030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1995. "Inference robustness in multivariate models with a scale parameter," Other publications TiSEM 45a43a49-b348-4b00-97e9-0, Tilburg University, School of Economics and Management.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1995. "Inference robustness in multivariate models with a scale parameter," Discussion Paper 1995-25, Tilburg University, Center for Economic Research.
- Fernandez, C. & Steel, M.F.J., 1995.
"reference Priors in Non-Normal Location Problems,"
Papers
9591, Tilburg - Center for Economic Research.
- Fernández, C. & Steel, M.F.J., 1995. "Reference priors in non-normal location problems," Discussion Paper 1995-91, Tilburg University, Center for Economic Research.
- Fernández, C. & Steel, M.F.J., 1995. "Reference priors in non-normal location problems," Other publications TiSEM 99b646c6-07d6-45d0-bff8-b, Tilburg University, School of Economics and Management.
- Eduardo Ley & Mark F.J. Steel, 1995.
"On the Estimation of Demand Systems Through Consumption Efficiency,"
Econometrics
9503001, University Library of Munich, Germany, revised 22 Feb 1996.
- 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 539-543, August.
- Steel, M.F.J., 1995.
"Posterior Analysis of Stochastic Volatility Models with Flexible Tails,"
Papers
9568, Tilburg - Center for Economic Research.
- Steel, M.F.J., 1995. "Posterior analysis of stochastic volatility models with flexible tails," Other publications TiSEM 22e9c360-c876-41b3-86ca-0, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1995. "Posterior analysis of stochastic volatility models with flexible tails," Discussion Paper 1995-68, Tilburg University, Center for Economic Research.
- KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark, 1995.
"Bayesian Analysis of Long Memory and Persistence using ARFIMA Models,"
LIDAM Discussion Papers CORE
1995035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics 9505001, University Library of Munich, Germany, revised 22 Jun 2004.
- Gary Koop, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers gkoop-95-01, University of Toronto, Department of Economics.
- Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian analysis of long memory and persistence using ARFIMA models," LIDAM Reprints CORE 1246, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Eduardo Ley & Mark F J Steel, 1995.
"A Model of Management Teams,"
Edinburgh School of Economics Discussion Paper Series
24, Edinburgh School of Economics, University of Edinburgh.
- 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.
- Eduardo Ley & Mark F.J. Steel, 1995. "A Model of Management Teams," Others 9503001, University Library of Munich, Germany, revised 19 Jul 1995.
- Ley, E. & Steel, M.F.J., 1995. "A model of management teams," Other publications TiSEM 516c90df-00d7-4ea2-b88b-6, Tilburg University, School of Economics and Management.
- Ley, E. & Steel, M.FJ., 1995. "A Model of Management Teams," Papers 9586, Tilburg - Center for Economic Research.
- Ley, E. & Steel, M.F.J., 1995. "A model of management teams," Discussion Paper 1995-86, Tilburg University, Center for Economic Research.
- KOOP, Gary & OSIEWALSKI, Jacek & STEEL, Mark, 1995.
"The Components of Output Growth : A Cross-Country Analysis,"
LIDAM Discussion Papers CORE
1995003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1995. "The components of output growth : A cross-country analysis," Discussion Paper 1995-17, Tilburg University, Center for Economic Research.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1995. "The components of output growth : A cross-country analysis," Other publications TiSEM a1160aed-e498-414a-ae52-8, Tilburg University, School of Economics and Management.
- 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.
- KOOP , Gary & OSIEWALSKI, Jacek & STEEL , Mark, 1995. "Measuring the Sources of Output Growth in a Panel of Countries," LIDAM Discussion Papers CORE 1995042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- KOOP , Gary & OSIEWALSKI , Jacek & STEEL , Mark, 1995.
"Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers,"
LIDAM Discussion Papers CORE
1995036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- Koop, G. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," LIDAM Reprints CORE 1245, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994.
"Hospital efficiency analysis through individual effects : A Bayesian approach,"
Discussion Paper
1994-47, Tilburg University, Center for Economic Research.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994. "Hospital efficiency analysis through individual effects : A Bayesian approach," Other publications TiSEM dd6fed13-3fda-461f-9393-e, Tilburg University, School of Economics and Management.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994.
"Bayesian efficiency analysis with a flexible form : The aim cost function,"
Discussion Paper
1994-13, Tilburg University, Center for Economic Research.
- 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 339-346, July.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994. "Bayesian efficiency analysis with a flexible form : The aim cost function," Other publications TiSEM 0dcc8566-0055-4dc1-9c6b-7, Tilburg University, School of Economics and Management.
- KOOP, Gary & STEEL, Mark F. & OSIEWALSKI, Jacek, 1994.
"Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling,"
LIDAM Discussion Papers CORE
1994061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koop, Gary & Steel, Mark F.J. & Osiewalski, Jacek, 1992. "Posterior analysis of stochastic frontier models using Gibbs sampling," DES - Working Papers. Statistics and Econometrics. WS 3677, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1993. "Bayesian efficiency analysis with a flexible cost function," DES - Working Papers. Statistics and Econometrics. WS 3703, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Koop, Gary & Steel, Mark F.J., 1993.
"A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models,"
DES - Working Papers. Statistics and Econometrics. WS
3706, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Koop, Gary & Steel, Mark F J, 1994. "A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 95-107, January.
- Koop, G. & Steel, M.F.J., 1991. "A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models," Other publications TiSEM 159b4dfe-e9af-420c-ad47-d, Tilburg University, School of Economics and Management.
- Koop, G. & Steel, M.F.J., 1991. "A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models," Discussion Paper 1991-50, Tilburg University, Center for Economic Research.
- Koop, G. & Steel, M.F.J., 1991. "A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models," Papers 9150, Tilburg - Center for Economic Research.
- 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.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1993. "The continuous multivariate location-scale model revisited : A tale of robustness," Other publications TiSEM 992749f6-e5a0-4fab-b4ed-f, Tilburg University, School of Economics and Management.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1993. "The continuous multivariate location-scale model revisited : A tale of robustness," Discussion Paper 1993-80, Tilburg University, Center for Economic Research.
- Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1993.
"Marginal Equivalence in V-Spherical Models,"
Papers
9374, Tilburg - Center for Economic Research.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1993. "Marginal equivalence in v-spherical models," Other publications TiSEM 61c3b312-dfbe-4cc0-bb8b-a, Tilburg University, School of Economics and Management.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1993. "Marginal equivalence in v-spherical models," Discussion Paper 1993-74, Tilburg University, Center for Economic Research.
- Osiewalski, Jacek & Steel, Mark F.J., 1992. "Posterior moments of scale parameters in elliptical regression models," UC3M Working papers. Economics 10879, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1992.
"Bayesian long-run prediction in time series models,"
UC3M Working papers. Economics
2822, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1995. "Bayesian long-run prediction in time series models," Journal of Econometrics, Elsevier, vol. 69(1), pages 61-80, September.
- Ley, Eduardo & Steel, Mark F.J., 1992. "Bayesian econometrics:conjugate analysis and rejection sampling using mathematica," UC3M Working papers. Economics 2887, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J. & Broeck, Julien Van den, 1992.
"Stochastic frontier models: a bayesian perspective,"
UC3M Working papers. Economics
2823, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- 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.
- Osiewalski, Jacek & Steel, Mark F.J., 1992.
"Robust Bayesian inference in Iq-Spherical models,"
UC3M Working papers. Economics
2843, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Osiewalski, J. & Steel, M.F.J., 1994. "Robust Bayesian inference in LQ-spherical models," Other publications TiSEM f73addd1-a64c-4157-b443-a, Tilburg University, School of Economics and Management.
- Raa, Thijs ten & Steel, Mark F.J., 1992.
"Revised stochastic analysis of an input-output model,"
UC3M Working papers. Economics
2836, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- 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.
- Ten Raa, M.H. & Steel, M.F.J., 1991. "Revised stochastic analysis of an input-output model," Other publications TiSEM 0d875345-636c-45be-adca-6, Tilburg University, School of Economics and Management.
- Ley, Eduardo & Steel, Mark F.J., 1992. "Rejection sampling in demand systems," DES - Working Papers. Statistics and Econometrics. WS 3674, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1992. "Posterior inference on long-run impulse responses," UC3M Working papers. Economics 2838, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- BAUWENS, Luc & FIEBIG, Denzil & STEEL, Mark, 1992.
"Estimating End-Use Demand : A Bayesian Approach,"
LIDAM Discussion Papers CORE
1992052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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 221-231, April.
- Bauwens, L. & Fiebig, D. G. & Steel, M. F. J., 1994. "Estimating End-use Demand: a Bayesian Approach," LIDAM Reprints CORE 1090, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bauwens, Luc & Fiebig, Denzil G. & Steel, Mark F.J., 1992. "Estimating end-use demand: A Bayesian approach," UC3M Working papers. Economics 2839, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Osiewalski, Jacek & Steel, Mark F.J., 1992.
"Bayesian marginal equivalence of elliptical regression models,"
UC3M Working papers. Economics
10950, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Osiewalski, Jacek & Steel, Mark F. J., 1993. "Bayesian marginal equivalence of elliptical regression models," Journal of Econometrics, Elsevier, vol. 59(3), pages 391-403, October.
- Osiewalski, J. & Steel, M.F.J., 1991. "Bayesian marginal equivalence of elliptical regression models," Other publications TiSEM 9ecaf734-de5e-42e4-9017-8, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M., 1991. "Bayesian Marginal Equivalence of Elliptical Regression Models," Papers 9119, Tilburg - Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1991. "Bayesian marginal equivalence of elliptical regression models," Discussion Paper 1991-19, Tilburg University, Center for Economic Research.
- Steel, M.F.J., 1991.
"Bayesian Inference in Time Series,"
Papers
9153, Tilburg - Center for Economic Research.
- Steel, M.F.J., 1991. "Bayesian inference in time series," Other publications TiSEM 652ec120-1443-4035-9eea-9, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1991. "Bayesian inference in time series," Discussion Paper 1991-53, Tilburg University, Center for Economic Research.
- Osiewalski, Jacek & Steel, Mark F.J., 1991. "Robust bayesian inference in empirical regression models," UC3M Working papers. Economics 2814, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- 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.
- 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.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991. "A Bayesian note on competing correlation structures in the dynamic linear regression model," Other publications TiSEM 270d5ce1-a0c2-4700-a67c-f, Tilburg University, School of Economics and Management.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991. "A Bayesian note on competing correlation structures in the dynamic linear regression model," Discussion Paper 1991-22, Tilburg University, Center for Economic Research.
- Chib, B. & Osiewalski, J. & Steel, M., 1990.
"Regression Models Under Competing Covariance Matrices: A Baysian Perspective,"
Papers
9063, Tilburg - Center for Economic Research.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990. "Regression models under competing covariance matrices : A Bayesian perspective," Discussion Paper 1990-63, Tilburg University, Center for Economic Research.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990. "Regression models under competing covariance matrices : A Bayesian perspective," Other publications TiSEM f5b88ec8-2520-432e-8295-c, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M., 1990.
"Robust Bayesian Inference In Elliptical Regression Models,"
Papers
9032, Tilburg - Center for Economic Research.
- 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.
- Osiewalski, J. & Steel, M.F.J., 1990. "Robust Bayesian inference in elliptical regression models," Other publications TiSEM 5abdddde-0103-43f0-b47d-2, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M.F.J., 1990. "Robust Bayesian inference in elliptical regression models," Discussion Paper 1990-32, Tilburg University, Center for Economic Research.
- OSIEWALSKI, Jacek, 1993. "Robust Bayesian inference in elliptical regression models," LIDAM Reprints CORE 1047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- 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.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Discussion Paper 1990-43, Tilburg University, Center for Economic Research.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Other publications TiSEM 9d607045-c51b-40b4-9aa3-d, Tilburg University, School of Economics and Management.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1992. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Other publications TiSEM b3503d30-82f3-4ab4-906f-3, Tilburg University, School of Economics and Management.
- Ten Raa, T. & Steel, M.F.J., 1990.
"A Stochastic Analysis Of An Input-Output Model: Comment,"
Papers
9005, Tilburg - Center for Economic Research.
- Ten Raa, M.H. & Steel, M.F.J., 1990. "A stochastic analysis of an input-output model : Comment," Other publications TiSEM 17989392-7244-490a-b80a-5, Tilburg University, School of Economics and Management.
- Ten Raa, M.H. & Steel, M.F.J., 1990. "A stochastic analysis of an input-output model : Comment," Discussion Paper 1990-5, Tilburg University, Center for Economic Research.
- OSIEWALSKI, Jacek & STEEL, Mark, 1990.
"Semi-conjugate prior densities in multivariate t regression models,"
LIDAM Discussion Papers CORE
1990018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Osiewalski, J. & Stee & , M.F.J., 1990. "Semi-Conjugate Prior Densities In Multivariate T Regression Models," Papers 9007, Tilburg - Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1990. "Semi-conjugate prior densities in multivariate t regression models," Discussion Paper 1990-7, Tilburg University, Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1990. "Semi-conjugate prior densities in multivariate t regression models," Other publications TiSEM d29af95a-ec6e-4a83-9c7f-5, Tilburg University, School of Economics and Management.
- 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.
- 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.
- Steel, M.F.J. & Richard, J., 1989. "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Discussion Paper 1989-29, Tilburg University, Center for Economic Research.
- Steel, M.F.J. & Richard, J., 1991. "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Other publications TiSEM a9bb426c-930e-4103-af18-e, Tilburg University, School of Economics and Management.
- Steel, M.F.J. & Richard, J., 1989. "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Other publications TiSEM 2978b800-0592-4480-a5db-3, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M.F.J., 1989.
"A Bayesian Analysis Of Exogeneity In Models Pooling Time- Series And Cross -Section Data,"
Papers
8914, Tilburg - Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1989. "A Bayesian analysis of exogeneity in models pooling time-series and cross-section data," Other publications TiSEM a7399259-5e30-4b51-99ad-5, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M.F.J., 1989. "A Bayesian analysis of exogeneity in models pooling time-series and cross-section data," Discussion Paper 1989-14, Tilburg University, Center for Economic Research.
- Steel, M.F.J., 1989.
"A Bayesian Analysis Of Simultaneous Equation Models By Combining Recursive Analytical And Numerical Approaches,"
Papers
8908, Tilburg - Center for Economic Research.
- Steel, Mark F. J., 1991. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 83-117.
- Steel, M.F.J., 1989. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Other publications TiSEM b3f4c27f-4dab-46b3-9587-6, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1991. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Other publications TiSEM 029ee64f-b5a0-4787-9f5e-0, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1989. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Discussion Paper 1989-8, Tilburg University, Center for Economic Research.
- Steel, M.F.J., 1989.
"Weak Exogeneity In Misspecified Sequential Models,"
Papers
8942, Tilburg - Center for Economic Research.
- Steel, M.F.J., 1989. "Weak exogeneity in misspecified sequential models," Other publications TiSEM e64b0605-a027-4d59-a784-c, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1989. "Weak exogeneity in misspecified sequential models," Discussion Paper 1989-42, Tilburg University, Center for Economic Research.
- Steel, M.F.J., 1988.
"Seemingly unrelated regression equation systems under diffuse stochastic prior information : A recursive analytical approach,"
Discussion Paper
1988-5, Tilburg University, Center for Economic Research.
- Steel, M.F.J., 1988. "Seemingly unrelated regression equation systems under diffuse stochastic prior information : A recursive analytical approach," Other publications TiSEM 6d8c95f6-dc7f-4fb9-ae6b-3, Tilburg University, School of Economics and Management.
- Nijman, T.E. & Steel, M.F.J., 1988.
"Exclusion restrictions in instrumental variables equations,"
Research Memorandum
FEW 327, Tilburg University, School of Economics and Management.
- Nijman, T.E. & Steel, M.F.J., 1990. "Exclusion restrictions in instrumental variables equations," Other publications TiSEM 8ed5ddd9-9da8-4725-b4fa-c, Tilburg University, School of Economics and Management.
- Nijman, T.E. & Steel, M.F.J., 1988. "Exclusion restrictions in instrumental variables equations," Other publications TiSEM 16c4ea87-a70c-46c6-aa6b-4, Tilburg University, School of Economics and Management.
- Nijman, T.E. & Steel, M.F.J., 1990. "Exclusion restrictions in instrumental variables equations," Other publications TiSEM 2fc5f516-97b7-404e-9571-e, Tilburg University, School of Economics and Management.
- STEEL, Mark F.J., 1987. "Testing for exogeneity. An application to consumption behaviour," LIDAM Reprints CORE 757, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Steel, M., 1985. "A Bayesian analysis of exogeneity: an application to consumption behaviour," LIDAM Discussion Papers CORE 1985023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Carmen Fernández & Eduardo Ley & Mack F. J. Steel, "undated".
"Statistical modeling of fishing activities in the North Atlantic,"
Working Papers
97-25, FEDEA.
- Fernández, C. & Ley, E. & Steel, M.F.J., 1997. "Statistical Modelling of Fishing Activities in the North Atlantic," Other publications TiSEM 20eee0e0-9a7e-40e2-8b1a-b, Tilburg University, School of Economics and Management.
- Fernández, C. & Ley, E. & Steel, M.F.J., 1997. "Statistical Modelling of Fishing Activities in the North Atlantic," Discussion Paper 1997-111, Tilburg University, Center for Economic Research.
- Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1997. "Statistical Modeling of Fishing Activities in the North Atlantic," Econometrics 9712001, University Library of Munich, Germany.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, "undated". "Bayesian modelling of catch in a Northwest Atlantic Fishery (first version)," Edinburgh School of Economics Discussion Paper Series 20, Edinburgh School of Economics, University of Edinburgh.
Articles
- Mahmoud Torabi & Malay Ghosh & Jiyoun Myung & Mark Steel, 2023. "Measurement error in linear regression models with fat tails and skewed errors," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(15), pages 5407-5426, August.
- J E Griffin & K G Łatuszyński & M F J Steel, 2021. "In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p," Biometrika, Biometrika Trust, vol. 108(1), pages 53-69.
- Mark F. J. Steel, 2020.
"Model Averaging and Its Use in Economics,"
Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 81568, University Library of Munich, Germany.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
- Jairo Fúquene & Mark Steel & David Rossell, 2019. "On choosing mixture components via non‐local priors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 81(5), pages 809-837, November.
- Anabel Forte & Gonzalo Garcia‐Donato & Mark Steel, 2018. "Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression," International Statistical Review, International Statistical Institute, vol. 86(2), pages 237-258, August.
- Jim Griffin & Maria Kalli & Mark Steel, 2018. "Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(2), pages 207-218, June.
- Catalina A. Vallejos & Mark F. J. Steel, 2017.
"Bayesian survival modelling of university outcomes,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 613-631, February.
- Vallejos, Catalina & Steel, Mark F. J., 2014. "Bayesian Survival Modelling of University Outcomes," MPRA Paper 57185, University Library of Munich, Germany.
- Vallejos, Catalina A. & Steel, Mark F.J., 2017. "Incorporating unobserved heterogeneity in Weibull survival models: A Bayesian approach," Econometrics and Statistics, Elsevier, vol. 3(C), pages 73-88.
- Mark F. J. Steel & Francisco J. Rubio, 2015. "Discussion," International Statistical Review, International Statistical Institute, vol. 83(2), pages 218-222, August.
- Catalina A. Vallejos & Mark F. J. Steel, 2015. "Objective Bayesian Survival Analysis Using Shape Mixtures of Log-Normal Distributions," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(510), pages 697-710, June.
- J. E. Griffin & M. Kolossiatis & M. F. J. Steel, 2013. "Comparing distributions by using dependent normalized random-measure mixtures," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(3), pages 499-529, June.
- Ley, Eduardo & Steel, Mark F.J., 2012.
"Mixtures of g-priors for Bayesian model averaging with economic applications,"
Journal of Econometrics, Elsevier, vol. 171(2), pages 251-266.
- Ley, Eduardo & Steel, Mark F.J., 2011. "Mixtures of g-priors for bayesian model averaging with economic applications," DES - Working Papers. Statistics and Econometrics. WS ws112116, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Ley, Eduardo & Steel, Mark F.J., 2011. "Mixtures of g-priors for Bayesian Model Averaging with economic application," Policy Research Working Paper Series 5732, The World Bank.
- Ley, Eduardo & Steel, Mark F. J., 2010. "Mixtures of g-priors for Bayesian model averaging with economic applications," MPRA Paper 26941, University Library of Munich, Germany.
- Ley, Eduardo & Steel, Mark F. J., 2011. "Mixtures of g-priors for Bayesian model averaging with economic applications," MPRA Paper 36817, University Library of Munich, Germany.
- Rubio, F.J. & Steel, M.F.J., 2012. "On the Marshall–Olkin transformation as a skewing mechanism," Computational Statistics & Data Analysis, Elsevier, vol. 56(7), pages 2251-2257.
- Carta, Alessandro & Steel, Mark F.J., 2012. "Modelling multi-output stochastic frontiers using copulas," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3757-3773.
- Rubio, F.J. & Steel, M.F.J., 2011. "Inference for grouped data with a truncated skew-Laplace distribution," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3218-3231, December.
- Griffin, J.E. & Steel, M.F.J., 2011. "Stick-breaking autoregressive processes," Journal of Econometrics, Elsevier, vol. 162(2), pages 383-396, June.
- Thaís C. O. Fonseca & Mark F. J. Steel, 2011. "Non-Gaussian spatiotemporal modelling through scale mixing," Biometrika, Biometrika Trust, vol. 98(4), pages 761-774.
- Kolossiatis, M. & Griffin, J.E. & Steel, M.F.J., 2011. "Modeling overdispersion with the normalized tempered stable distribution," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2288-2301, July.
- Juárez, Miguel A. & Steel, Mark F. J., 2010. "Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-t Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 52-66.
- Miguel A. Juárez & Mark F. J. Steel, 2010.
"Non‐gaussian dynamic bayesian modelling for panel data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(7), pages 1128-1154, November/.
- Juarez, Miguel A. & Steel, Mark F. J., 2006. "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper 450, University Library of Munich, Germany.
- Griffin, J.E. & Steel, M.F.J., 2010.
"Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2594-2608, November.
- 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.
- 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 March 2009. An error was subsequently identified. This not," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 651-674.
- Eduardo Ley & Mark F. J. Steel, 2009. "Comments on ‘Jointness of growth determinants’," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 248-251, March.
- J. Griffin & M. Steel, 2008. "Flexible mixture modelling of stochastic frontiers," Journal of Productivity Analysis, Springer, vol. 29(1), pages 33-50, February.
- 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.
- 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.
- Jim Griffin & Mark Steel, 2007.
"Bayesian stochastic frontier analysis using WinBUGS,"
Journal of Productivity Analysis, Springer, vol. 27(3), pages 163-176, June.
- Jim Griffin & Mark Steel, 2005. "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics 0509004, University Library of Munich, Germany.
- 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.
- 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, University Library of Munich, Germany.
- Griffin, J.E. & Steel, M.F.J., 2006. "Order-Based Dependent Dirichlet Processes," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 179-194, March.
- 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.
- James E. Griffin & Mark F.J. Steel, 2002. "Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility," Econometrics 0201002, University Library of Munich, Germany, revised 04 Apr 2003.
- 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.
- 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.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "A Constructive Representation of Univariate Skewed Distributions," Econometrics 0403002, University Library of Munich, Germany.
- 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.
- Carmen Fernandez & Gary Koop & Mark F J Steel, 2003. "Alternative efficiency measures for multiple-output production," Edinburgh School of Economics Discussion Paper Series 65, Edinburgh School of Economics, University of Edinburgh.
- 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, September.
- J.T.A.S. Ferreira & M.F.J. Steel, 2004. "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics 0410006, University Library of Munich, Germany.
- 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.
- 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.
- Jim E. Griffin & Mark F.J. Steel, 2002. "Semiparametric Bayesian Inference for Stochastic Frontier Models," Econometrics 0209001, University Library of Munich, Germany, revised 18 Sep 2002.
- M. F. J. Steel, 2003. "STULAJTER, F. Predictions in Time Series Using Regression Models. Springer, New York, 2002. xix + 231 pp. $69.95/£52.50. ISBN 0-387-95350-7," Biometrics, The International Biometric Society, vol. 59(1), pages 202-202, March.
- 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, July.
- Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics 0110003, University Library of Munich, Germany, revised 23 Nov 2001.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 2001. "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series 67, Edinburgh School of Economics, University of Edinburgh.
- 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.
- Carmen Fernandez & Mark F J Steel & Gary Koop, 2002. "Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture," Edinburgh School of Economics Discussion Paper Series 34, Edinburgh School of Economics, University of Edinburgh.
- Carmen Fernandez & Gary Koop & Mark F.J. Steel, 2002. "Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture," Econometrics 0201001, University Library of Munich, Germany, revised 06 Jan 2002.
- 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.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998. "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series 26, Edinburgh School of Economics, University of Edinburgh.
- Carmen Fernández & Eduardo Ley & Mark F. J. Steel, "undated". "Benchmark priors for Bayesian Model averaging," Working Papers 98-06, FEDEA.
- Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics 9804001, University Library of Munich, Germany, revised 08 Oct 2001.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998. "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series 66, Edinburgh School of Economics, University of Edinburgh.
- Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 2001.
"Robust Bayesian Inference on Scale Parameters,"
Journal of Multivariate Analysis, Elsevier, vol. 77(1), pages 54-72, April.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "Robust Bayesian Inference on Scale Parameters," Discussion Paper 1996-65, Tilburg University, Center for Economic Research.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "Robust Bayesian Inference on Scale Parameters," Other publications TiSEM 7ac8a9cf-881f-4009-8308-7, Tilburg University, School of Economics and Management.
- Carmen Fernandez & Jacek Osiewalski & Mark F J Steel, 1996. "Robust Bayesian inference on scale parameters," Edinburgh School of Economics Discussion Paper Series 25, Edinburgh School of Economics, University of Edinburgh.
- 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.
- Carmen Fernandez & Eduardo Ley & Mark Steel, 1999. "Model uncertainty in cross-country growth regressions," Econometrics 9903003, University Library of Munich, Germany, revised 06 Oct 2001.
- Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Model uncertainty in cross-country growth regressions," Econometrics 0110002, University Library of Munich, Germany.
- 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.
- Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997. "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Other publications TiSEM 70bc4936-7304-4e87-910c-b, Tilburg University, School of Economics and Management.
- 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 1997-85, Tilburg University, Center for Economic Research.
- 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 284-299, July.
- Fernández, Carmen & Steel, Mark F.J., 2000.
"Bayesian Regression Analysis With Scale Mixtures Of Normals,"
Econometric Theory, Cambridge University Press, vol. 16(1), pages 80-101, February.
- Carmen Fernandez & Mark F J Steel, 1999. "Bayesian Regression Analysis with scale mixtures of normals," Edinburgh School of Economics Discussion Paper Series 27, Edinburgh School of Economics, University of Edinburgh.
- 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.
- Carmen Fernandez & Gary Koop & Mark F J Steel, 1999. "A Bayesian analysis of multiple-output production frontier," Edinburgh School of Economics Discussion Paper Series 21, Edinburgh School of Economics, University of Edinburgh.
- C. Fernandez & M. F. J. Steel, 1999. "Some comments on model development and posterior existence," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 89-96.
- Gary Koop & Jacek Osiewalski & Mark F. J. Steel, 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 455-487, November.
- Fernández, Carmen & Steel, Mark F. J., 1999.
"Reference priors for the general location-scale modelm,"
Statistics & Probability Letters, Elsevier, vol. 43(4), pages 377-384, July.
- Fernández, C. & Steel, M.F.J., 1997. "Reference Priors for the General Location-Scale Model," Other publications TiSEM 3a91a072-b14c-4c07-b2e7-0, Tilburg University, School of Economics and Management.
- Carmen Fernandez & Mark F J Steel, 1998. "Reference priors for the general location-scale model," Edinburgh School of Economics Discussion Paper Series 23, Edinburgh School of Economics, University of Edinburgh.
- Fernández, C. & Steel, M.F.J., 1997. "Reference Priors for the General Location-Scale Model," Discussion Paper 1997-105, Tilburg University, Center for Economic Research.
- Jacek Osiewalski & Mark Steel, 1998.
"Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models,"
Journal of Productivity Analysis, Springer, vol. 10(1), pages 103-117, July.
- Osiewalski, J. & Steel, M.F.J., 1996. "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Other publications TiSEM ea25885a-8c13-4689-86b1-8, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M.F.J., 1996. "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Discussion Paper 1996-03, Tilburg University, Center for Economic Research.
- Mark Steel, 1998. "Bayesian analysis of stochastic volatility models with flexible tails," Econometric Reviews, Taylor & Francis Journals, vol. 17(2), pages 109-143.
- Carmen Fernández & Mark Steel, 1998.
"Reference priors for non-Normal two-sample problems,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 7(1), pages 179-205, June.
- Fernández, C. & Steel, M.F.J., 1997. "Reference Priors For Non-Normal Two-Sample Problems," Other publications TiSEM 4592f1f6-f6e7-4af0-933f-0, Tilburg University, School of Economics and Management.
- Fernández, C. & Steel, M.F.J., 1997. "Reference Priors For Non-Normal Two-Sample Problems," Discussion Paper 1997-104, Tilburg University, Center for Economic Research.
- 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 178-186, April.
- 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.
- Eduardo Ley & Mark F J Steel, 1995. "A Model of Management Teams," Edinburgh School of Economics Discussion Paper Series 24, Edinburgh School of Economics, University of Edinburgh.
- Eduardo Ley & Mark F.J. Steel, 1995. "A Model of Management Teams," Others 9503001, University Library of Munich, Germany, revised 19 Jul 1995.
- Ley, E. & Steel, M.F.J., 1995. "A model of management teams," Other publications TiSEM 516c90df-00d7-4ea2-b88b-6, Tilburg University, School of Economics and Management.
- Ley, E. & Steel, M.FJ., 1995. "A Model of Management Teams," Papers 9586, Tilburg - Center for Economic Research.
- Ley, E. & Steel, M.F.J., 1995. "A model of management teams," Discussion Paper 1995-86, Tilburg University, Center for Economic Research.
- 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.
- Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics 9505001, University Library of Munich, Germany, revised 22 Jun 2004.
- Gary Koop, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers gkoop-95-01, University of Toronto, Department of Economics.
- Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian analysis of long memory and persistence using ARFIMA models," LIDAM Reprints CORE 1246, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," LIDAM Discussion Papers CORE 1995035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- KOOP , Gary & OSIEWALSKI , Jacek & STEEL , Mark, 1995. "Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers," LIDAM Discussion Papers CORE 1995036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koop, G. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," LIDAM Reprints CORE 1245, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- 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 539-543, August.
- Eduardo Ley & Mark F.J. Steel, 1995. "On the Estimation of Demand Systems Through Consumption Efficiency," Econometrics 9503001, University Library of Munich, Germany, revised 22 Feb 1996.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1996. "Correction [Posterior Properties of Long-Run Impulse Responses]," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 257-257, April.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1995.
"Bayesian long-run prediction in time series models,"
Journal of Econometrics, Elsevier, vol. 69(1), pages 61-80, September.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1992. "Bayesian long-run prediction in time series models," UC3M Working papers. Economics 2822, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- 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.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J. & Broeck, Julien Van den, 1992. "Stochastic frontier models: a bayesian perspective," UC3M Working papers. Economics 2823, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- 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 339-346, July.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994. "Bayesian efficiency analysis with a flexible form : The aim cost function," Discussion Paper 1994-13, Tilburg University, Center for Economic Research.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994. "Bayesian efficiency analysis with a flexible form : The aim cost function," Other publications TiSEM 0dcc8566-0055-4dc1-9c6b-7, Tilburg University, School of Economics and Management.
- 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 489-492, October.
- Koop, Gary & Steel, Mark F J, 1994.
"A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 95-107, January.
- Koop, G. & Steel, M.F.J., 1991. "A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models," Other publications TiSEM 159b4dfe-e9af-420c-ad47-d, Tilburg University, School of Economics and Management.
- Koop, G. & Steel, M.F.J., 1991. "A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models," Discussion Paper 1991-50, Tilburg University, Center for Economic Research.
- Koop, Gary & Steel, Mark F.J., 1993. "A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models," DES - Working Papers. Statistics and Econometrics. WS 3706, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Koop, G. & Steel, M.F.J., 1991. "A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models," Papers 9150, Tilburg - Center for Economic Research.
- 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 221-231, April.
- Bauwens, L. & Fiebig, D. G. & Steel, M. F. J., 1994. "Estimating End-use Demand: a Bayesian Approach," LIDAM Reprints CORE 1090, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- BAUWENS, Luc & FIEBIG, Denzil & STEEL, Mark, 1992. "Estimating End-Use Demand : A Bayesian Approach," LIDAM Discussion Papers CORE 1992052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bauwens, Luc & Fiebig, Denzil G. & Steel, Mark F.J., 1992. "Estimating end-use demand: A Bayesian approach," UC3M Working papers. Economics 2839, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- 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.
- Ten Raa, M.H. & Steel, M.F.J., 1991. "Revised stochastic analysis of an input-output model," Other publications TiSEM 0d875345-636c-45be-adca-6, Tilburg University, School of Economics and Management.
- Raa, Thijs ten & Steel, Mark F.J., 1992. "Revised stochastic analysis of an input-output model," UC3M Working papers. Economics 2836, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- 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.
- Osiewalski, J. & Steel, M.F.J., 1990. "Robust Bayesian inference in elliptical regression models," Other publications TiSEM 5abdddde-0103-43f0-b47d-2, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M.F.J., 1990. "Robust Bayesian inference in elliptical regression models," Discussion Paper 1990-32, Tilburg University, Center for Economic Research.
- Osiewalski, J. & Steel, M., 1990. "Robust Bayesian Inference In Elliptical Regression Models," Papers 9032, Tilburg - Center for Economic Research.
- OSIEWALSKI, Jacek, 1993. "Robust Bayesian inference in elliptical regression models," LIDAM Reprints CORE 1047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Osiewalski, Jacek & Steel, Mark F. J., 1993.
"Bayesian marginal equivalence of elliptical regression models,"
Journal of Econometrics, Elsevier, vol. 59(3), pages 391-403, October.
- Osiewalski, J. & Steel, M.F.J., 1991. "Bayesian marginal equivalence of elliptical regression models," Other publications TiSEM 9ecaf734-de5e-42e4-9017-8, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M., 1991. "Bayesian Marginal Equivalence of Elliptical Regression Models," Papers 9119, Tilburg - Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1991. "Bayesian marginal equivalence of elliptical regression models," Discussion Paper 1991-19, Tilburg University, Center for Economic Research.
- Osiewalski, Jacek & Steel, Mark F.J., 1992. "Bayesian marginal equivalence of elliptical regression models," UC3M Working papers. Economics 10950, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Jacek Osiewalski & Mark F. J. Steel, 1993. "Regression Models under Competing Covariance Structures: A Bayesian Perspective," Annals of Economics and Statistics, GENES, issue 32, pages 65-79.
- Mark F. J. Steel, 1992. "Weak Exogeneity in Overreduced Sequential Models," Annals of Economics and Statistics, GENES, issue 27, pages 51-72.
- 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.
- 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.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991. "A Bayesian note on competing correlation structures in the dynamic linear regression model," Other publications TiSEM 270d5ce1-a0c2-4700-a67c-f, Tilburg University, School of Economics and Management.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991. "A Bayesian note on competing correlation structures in the dynamic linear regression model," Discussion Paper 1991-22, Tilburg University, Center for Economic Research.
- 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.
- 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.
- Steel, M.F.J. & Richard, J., 1989. "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Discussion Paper 1989-29, Tilburg University, Center for Economic Research.
- Steel, M.F.J. & Richard, J., 1991. "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Other publications TiSEM a9bb426c-930e-4103-af18-e, Tilburg University, School of Economics and Management.
- Steel, M.F.J. & Richard, J., 1989. "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Other publications TiSEM 2978b800-0592-4480-a5db-3, Tilburg University, School of Economics and Management.
- 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.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Discussion Paper 1990-43, Tilburg University, Center for Economic Research.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Other publications TiSEM 9d607045-c51b-40b4-9aa3-d, Tilburg University, School of Economics and Management.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1992. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Other publications TiSEM b3503d30-82f3-4ab4-906f-3, Tilburg University, School of Economics and Management.
- 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.
- Steel, Mark F. J., 1991.
"A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches,"
Journal of Econometrics, Elsevier, vol. 48(1-2), pages 83-117.
- Steel, M.F.J., 1989. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Other publications TiSEM b3f4c27f-4dab-46b3-9587-6, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1989. "A Bayesian Analysis Of Simultaneous Equation Models By Combining Recursive Analytical And Numerical Approaches," Papers 8908, Tilburg - Center for Economic Research.
- Steel, M.F.J., 1991. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Other publications TiSEM 029ee64f-b5a0-4787-9f5e-0, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1989. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Discussion Paper 1989-8, Tilburg University, Center for Economic Research.
- Koop, Gary & Steel, Mark F J, 1991. "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 365-370, Oct.-Dec..
- 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.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Euclidian citation score
- Breadth of citations across fields
- Wu-Index
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (20) 1998-10-02 2001-10-09 2002-01-22 2002-09-28 2004-03-07 2004-03-14 2004-05-02 2004-09-30 2005-11-05 2005-11-09 2006-11-12 2006-11-18 2006-11-25 2008-10-21 2010-12-04 2011-07-21 2011-08-02 2014-07-13 2014-07-13 2017-10-01. Author is listed
- NEP-ETS: Econometric Time Series (4) 2002-01-22 2004-09-30 2006-11-12 2008-10-21
- NEP-ORE: Operations Research (3) 2008-10-21 2017-10-01 2018-12-10
- NEP-BIG: Big Data (2) 2017-10-01 2018-12-10
- NEP-CMP: Computational Economics (2) 2017-10-01 2018-12-10
- NEP-DEV: Development (2) 2001-10-09 2006-11-18
- NEP-ENV: Environmental Economics (2) 2002-01-22 2002-03-04
- NEP-AGR: Agricultural Economics (1) 2002-01-22
- NEP-EDU: Education (1) 2014-07-13
- NEP-EEC: European Economics (1) 2001-10-09
- NEP-EFF: Efficiency and Productivity (1) 2002-01-22
- NEP-FMK: Financial Markets (1) 2002-01-22
- NEP-FOR: Forecasting (1) 2018-12-10
- NEP-GTH: Game Theory (1) 1998-10-02
- NEP-MIC: Microeconomics (1) 2001-10-09
- NEP-RMG: Risk Management (1) 2018-12-10
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Mark Florimond Steel should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.