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Information about:
Mark Steel

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Personal Details

First Name: Mark
Middle Name:
Last Name: Steel
Suffix:

RePEc Short-ID: pst2

Email:
Homepage: http://www.warwick.ac.uk/go/msteel/
Postal Address: Department of Statistics University of Warwick Coventry CV4 7AL UK
Phone: +44(0)24 7652 3369

Affiliation

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This author is among the top 5% authors according to these criteria:
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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Griffin, Jim & Steel, Mark F.J., 2008. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper 11071, University Library of Munich, Germany. [Downloadable!]

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

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

  4. 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!]

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

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

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

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

  9. 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.

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

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

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

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

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

  15. 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.

  16. 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!]

  17. 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.

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

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

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

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

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

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

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

  25. 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.

  26. Fernandez, C. & Steel, M.F.J., 1997. "Reference priors for the general location-scale model," Discussion Paper 105, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:
    Published as:

  27. 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!]
    Published as:

  28. 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!]

  29. Fernandez, C. & Ley, E. & Steel, M.F.J., 1997. "Statistical modeling of fishing activities in the North Atlantic," Discussion Paper 111, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:

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

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

  32. 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.

  33. 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!]

  34. 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!]

  35. 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!]

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

  37. 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!]

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

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

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

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

  42. 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.

  43. Steel, M.F.J., 1995. "Posterior Analysis of Stochastic Volatility Models with Flexible Tails," Papers 9568, Tilburg - Center for Economic Research.

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

  45. 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.

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

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

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

  49. Osiewalski, J. & Steel, M., 1991. "Bayesian Marginal Equivalence of Elliptical Regression Models," Papers 9119, Tilburg - Center for Economic Research.
    Published as:

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

  51. 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.
    Published as:

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

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

  54. 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).

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

  56. Ten Raa, T. & Steel, M.F.J., 1990. "A Stochastic Analysis Of An Input-Output Model: Comment," Papers 9005, Tilburg - Center for Economic Research.

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

  58. 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.
    Published as:

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

  60. 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.

  61. 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).

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

Articles

  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 March 2009. An error ," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 651-674. [Downloadable!]

  2. 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)

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

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

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

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

  7. 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)

  8. 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)

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

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

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

  12. 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)

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

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

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

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

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

  18. 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)
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  19. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 2000. " A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Economic Change and Restructuring, Springer, vol. 33(3), pages 185-202. [Downloadable!] (restricted)
    Other versions:

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

  21. 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.

  22. 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!]
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  23. 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)

  24. 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)
    Other versions:

  25. 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)

  26. 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.

  27. 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)

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

  29. 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)
    Other versions:

  30. 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)

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

  32. 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)

  33. 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.

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

  35. 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)

  36. 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.

  37. 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.
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  38. 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)

  39. 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.

  40. 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)

  41. 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.
    Other versions:

  42. 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)
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  43. 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!]

  44. 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)
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  45. 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)

  46. 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!]

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

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

  49. 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)
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  50. 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)

  51. 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)
    Other versions:

  52. 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)

  53. 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)

NEP Fields

22 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2002-01-22
  2. NEP-DEV: Development (2) 2001-10-09 2006-11-18
  3. NEP-ECM: Econometrics (15) 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 2008-01-12 2008-10-21 Author is listed
  4. NEP-EEC: European Economics (1) 2001-10-09
  5. NEP-EFF: Efficiency & Productivity (1) 2002-01-22
  6. NEP-ENV: Environmental Economics (2) 2002-01-22 2002-03-04
  7. NEP-ETS: Econometric Time Series (4) 2002-01-22 2004-09-30 2006-11-12 2008-10-21
  8. NEP-FMK: Financial Markets (1) 2002-01-22
  9. NEP-GTH: Game Theory (1) 1998-10-02
  10. NEP-MIC: Microeconomics (1) 2001-10-09
  11. NEP-ORE: Operations Research (1) 2008-10-21
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This page was last updated on 2009-6-26.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.