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Publications

by members of

Department of Statistics
University of Warwick
Coventry, United Kingdom

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

    2008

  1. Ley, Eduardo & Steel, Mark F.J., 2008. "On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression," MPRA Paper 6637, University Library of Munich, Germany, revised 06 Jan 2008. [Downloadable!]
  2. 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!]
  3. 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!]

    2007

  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!]

    2006

  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. 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!]
  3. 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!]

    2005

  1. Jim Griffin & Mark Steel, 2005. "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics 0509004, EconWPA. [Downloadable!]
  2. José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005. "Directional Log-spline Distributions," Econometrics 0511001, EconWPA. [Downloadable!]

    2004

  1. 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!]
  2. 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.
  3. 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.
  4. Carmen Fernandez & E. Ley & M. F. J. Steel, 2004. "Benchmark priors for Bayesian model averaging (first version)," ESE Discussion Papers 26, Edinburgh School of Economics, University of Edinburgh.
  5. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "A Constructive Representation of Univariate Skewed Distributions," Econometrics 0403002, EconWPA. [Downloadable!]
  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!]
  7. Carmen Fernandez & Gary Koop & Mark F J Steel, 2004. "Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture," ESE Discussion Papers 34, Edinburgh School of Economics, University of Edinburgh.
  8. Carmen Fernandez & E. Ley & M. F. J. Steel, 2004. "Bayesian modelling of catch in a Northwest Atlantic Fishery," ESE Discussion Papers 67, Edinburgh School of Economics, University of Edinburgh.
  9. 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.
  10. Carmen Fernandez & E Ley & Mark F J Steel, 2004. "Benchmark priors for Bayesian models averaging," ESE Discussion Papers 66, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
  11. J. T. A. S. Ferreira & M. F. J. Steel, 2004. "On Describing Multivariate Skewness: A Directional Approach," Econometrics 0409010, EconWPA. [Downloadable!]
  12. Carmen Fernandez & M. F. J. Steel, 2004. "Reference priors for the general location-scale model," ESE Discussion Papers 23, Edinburgh School of Economics, University of Edinburgh.
  13. 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.
  14. E. Ley & M. F. J. Steel, 2004. "A model of management teams," ESE Discussion Papers 24, Edinburgh School of Economics, University of Edinburgh.
  15. Gary Koop & M. F. J. Steel, 2004. "Bayesian Analysis of Stochastic Frontier Models," ESE Discussion Papers 19, Edinburgh School of Economics, University of Edinburgh.
  16. Carmen Fernandez & Gary Koop & M. F. J. Steel, 2004. "Bayesian modeling of catch in a Northwest Atlantic Fishery (first version)," ESE Discussion Papers 20, Edinburgh School of Economics, University of Edinburgh.
  17. Carmen Fernandez & M. F. J. Steel, 2004. "On the dangers of modelling through continuous distributions: A Bayesian perspective," ESE Discussion Papers 22, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
  18. Carmen Fernandez & Jacek Osiewalski & M. F. J. Steel, 2004. "Robust Bayesian inference on scale parameters," ESE Discussion Papers 25, Edinburgh School of Economics, University of Edinburgh.
  19. J.T.A.S. Ferreira & M.F.J. Steel, 2004. "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics 0410006, EconWPA. [Downloadable!]

    2002

  1. 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!]
  2. 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!]
  3. Jim E. Griffin & Mark F.J. Steel, 2002. "Semiparametric Bayesian Inference for Stochastic Frontier Models," Econometrics 0209001, EconWPA, revised 18 Sep 2002. [Downloadable!]

    2001

  1. Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Model uncertainty in cross-country growth regressions," Econometrics 0110002, EconWPA. [Downloadable!]
  2. Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics 0110003, EconWPA, revised 18 Nov 2001. [Downloadable!]

    1999

  1. Carmen Fernandez & Eduardo Ley & Mark Steel, 1999. "Model uncertainty in cross-country growth regressions," Econometrics 9903003, EconWPA, revised 06 Oct 2001. [Downloadable!]
  2. 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.

    1998

  1. Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics 9804001, EconWPA, revised 31 Jul 1999. [Downloadable!]

    1997

  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!]
  2. 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!]
  3. 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!]
  4. 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!]
  5. 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!]
  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!]
  7. Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1997. "Statistical Modeling of Fishing Activities in the North Atlantic," Econometrics 9712001, EconWPA. [Downloadable!]

    1996

  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!]
  3. 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!]
  4. 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!]
  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!]
  6. 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.

    1995

  1. 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!]
  2. 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.
  3. Steel, M.F.J., 1995. "Posterior Analysis of Stochastic Volatility Models with Flexible Tails," Papers 9568, Tilburg - Center for Economic Research.
  4. Ley, E. & Steel, M.FJ., 1995. "A Model of Management Teams," Papers 9586, Tilburg - Center for Economic Research.
  5. Fernandez, C. & Steel, M.F.J., 1995. "reference Priors in Non-Normal Location Problems," Papers 9591, Tilburg - Center for Economic Research.
  6. Eduardo Ley & Mark F.J. Steel, 1995. "On the Estimation of Demand Systems Through Consumption Efficiency," Econometrics 9503001, EconWPA, revised 22 Feb 1996. [Downloadable!]
  7. 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!]
  8. Eduardo Ley & Mark F.J. Steel, 1995. "A Model of Management Teams," Others 9503001, EconWPA, revised 19 Jul 1995. [Downloadable!]
  9. FERNANDEZ, Carmen, & OSIEWALSKIÊ, Jacek & STEEL, MarkÊFJ., 1995. "Inference Robustness in Multivariate Models with a Scale Parameter," CORE Discussion Papers 1995030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    1993

  1. Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1993. "Marginal Equivalence in V-Spherical Models," Papers 9374, Tilburg - Center for Economic Research.
  2. 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.

    1992

  1. 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).

    1991

  1. Osiewalski, J. & Steel, M., 1991. "Bayesian Marginal Equivalence of Elliptical Regression Models," Papers 9119, Tilburg - Center for Economic Research.
  2. 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.
  3. 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.
  4. Steel, M.F.J., 1991. "Bayesian Inference in Time Series," Papers 9153, Tilburg - Center for Economic Research.

    1990

  1. Ten Raa, T. & Steel, M.F.J., 1990. "A Stochastic Analysis Of An Input-Output Model: Comment," Papers 9005, Tilburg - Center for Economic Research.
  2. Osiewalski, J. & Steel, M., 1990. "Robust Bayesian Inference In Elliptical Regression Models," Papers 9032, Tilburg - Center for Economic Research.
  3. 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.
  4. Chib, B. & Osiewalski, J. & Steel, M., 1990. "Regression Models Under Competing Covariance Matrices: A Baysian Perspective," Papers 9063, Tilburg - Center for Economic Research.
  5. OSIEWALSKI, Jacek & STEEL, Mark, 1990. "Semi-conjugate prior densities in multivariate t regression models," CORE Discussion Papers 1990018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    1989

  1. 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.
  2. 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.
  3. 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.
  4. Steel, M.F.J., 1989. "Weak Exogeneity In Misspecified Sequential Models," Papers 8942, Tilburg - Center for Economic Research.

    1985

  1. Steel, M., 1985. "A Bayesian analysis of exogeneity: an application to consumption behaviour," CORE Discussion Papers 1985023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Undated

  1. Carmen Fernández & Eduardo Ley & Mack F. J. Steel, . "Statistical modeling of fishing activities in the North Atlantic," Working Papers 97-25, FEDEA. [Downloadable!]
  2. Carmen Fernández & Eduardo Ley & Mark F. J. Steel, . "Benchmark priors for Bayesian Model averaging," Working Papers 98-06, FEDEA. [Downloadable!]

Journal articles

    2009

  1. 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!]

    2008

  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)

    2007

  1. 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)
  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)
  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)

    2006

  1. 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)
  2. 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)
  3. 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. [Downloadable!] (restricted)
  4. 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)

    2005

  1. 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)
  2. 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)

    2004

  1. 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)
  2. 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)

    2002

  1. 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)
  2. 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)

    2001

  1. 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!]
  2. 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)
  3. 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. [Downloadable!] (restricted)

    2000

  1. 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.
  2. 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)
  3. 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)
  4. 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!]

    1999

  1. 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)
  2. C. Fernandez & M. F. J. Steel, 1999. "Some comments on model development and posterior existence," Econometric Reviews, Taylor and Francis Journals, vol. 18(1), pages 89-96. [Downloadable!] (restricted)
  3. 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. [Downloadable!] (restricted)

    1998

  1. 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.
  2. 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.
  3. 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)
  4. 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, vol. 7(1), pages 179-205, June. [Downloadable!] (restricted)

    1997

  1. 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)
  2. 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)
  3. 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)

    1996

  1. 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, April.
  2. 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)

    1995

  1. 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. [Downloadable!] (restricted)

    1994

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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)
  6. 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)

    1993

  1. 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)
  2. 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. [Downloadable!] (restricted)
  3. 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!]

    1992

  1. 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)
  2. 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)
  3. Mark F. J. Steel, 1992. "Weak Exogeneity in Overreduced Sequential Models," Annales d'Economie et de Statistique, ADRES, issue 27, pages 02, Juillet-S. [Downloadable!]

    1991

  1. 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 365-70, Oct.-Dec.. [Downloadable!] (restricted)
  2. 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)
  3. 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. [Downloadable!] (restricted)
  4. 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)

    1990

  1. Theo Nijam & Mark Steel, 1990. "Exclusion restrictions in instrumental variables equations," Econometric Reviews, Taylor and Francis Journals, vol. 9(1), pages 37-55. [Downloadable!] (restricted)

    1988

  1. 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)
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