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Mark Steel

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This is information that was supplied by Mark Steel in registering through RePEc. If you are Mark Steel , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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

Department of Statistics
University of Warwick
Location: Coventry, United Kingdom
Homepage: http://www.warwick.ac.uk/go/statistics
Email:
Phone: +44 (0)2476 523066
Fax: +44 (0)2476 524532
Postal: Coventry CV4 7AL
Handle: RePEc:edi:dswaruk (more details at EDIRC)

Works

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Working papers

  1. 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.
  2. Vallejos, Catalina & Steel, Mark F. J., 2014. "Bayesian Survival Modelling of University Outcomes," MPRA Paper 57185, University Library of Munich, Germany.
  3. 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.
  4. 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.
  5. 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.
  6. Juarez, Miguel A. & Steel, Mark F. J., 2006. "Model-based Clustering of non-Gaussian Panel Data," MPRA Paper 880, University Library of Munich, Germany.
  7. 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.
  8. Juarez, Miguel A. & Steel, Mark F. J., 2006. "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper 450, University Library of Munich, Germany.
  9. Jim Griffin & Mark Steel, 2005. "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics 0509004, EconWPA.
  10. José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005. "Directional Log-spline Distributions," Econometrics 0511001, EconWPA.
  11. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "A Constructive Representation of Univariate Skewed Distributions," Econometrics 0403002, EconWPA.
  12. 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.
  13. 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.
  14. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions," Econometrics 0403001, EconWPA.
  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. "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics 0404005, EconWPA.
  17. 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.
  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 & Mark F. J. Steel, 2004. "Bayesian Regression Analysis with scale mixtures of normals," ESE Discussion Papers 27, Edinburgh School of Economics, University of Edinburgh.
  20. 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.
  21. J.T.A.S. Ferreira & M.F.J. Steel, 2004. "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics 0410006, EconWPA.
  22. 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.
  23. J. T. A. S. Ferreira & M. F. J. Steel, 2004. "On Describing Multivariate Skewness: A Directional Approach," Econometrics 0409010, EconWPA.
  24. Jim E. Griffin & Mark F.J. Steel, 2002. "Semiparametric Bayesian Inference for Stochastic Frontier Models," Econometrics 0209001, EconWPA, revised 18 Sep 2002.
  25. 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.
  26. 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.
  27. Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Model uncertainty in cross-country growth regressions," Econometrics 0110002, EconWPA.
  28. Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics 0110003, EconWPA, revised 18 Nov 2001.
  29. Mark F. J. Steel & Eduardo Ley, 1999. "We Just Averaged Over Two Trillion Cross-Country Growth Regressions," IMF Working Papers 99/101, International Monetary Fund.
  30. Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics 9804001, EconWPA, revised 31 Jul 1999.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. KOOP , Gary & OSIEWALSKI , Jacek & STEEL , Mark, 1995. "Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers," CORE Discussion Papers 1995036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  43. 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.
  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.
  45. Fernandez, C. & Steel, M.F.J., 1995. "reference Priors in Non-Normal Location Problems," Papers 9591, Tilburg - Center for Economic Research.
  46. Steel, M.F.J., 1995. "Posterior Analysis of Stochastic Volatility Models with Flexible Tails," Papers 9568, Tilburg - Center for Economic Research.
  47. KOOP , Gary & OSIEWALSKI, Jacek & STEEL , Mark, 1995. "Measuring the Sources of Output Growth in a Panel of Countries," CORE Discussion Papers 1995042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  48. Ley, E. & Steel, M.FJ., 1995. "A Model of Management Teams," Papers 9586, Tilburg - Center for Economic Research.
  49. Eduardo Ley & Mark F.J. Steel, 1995. "On the Estimation of Demand Systems Through Consumption Efficiency," Econometrics 9503001, EconWPA, revised 22 Feb 1996.
  50. FERNANDEZ, Carmen & OSIEWALSKI, Jacek & STEEL, Mark FJ., 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).
  51. 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.
  52. 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.
  53. KOOP, Gary & STEEL, Mark F. & OSIEWALSKI, Jacek, 1994. "Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling," CORE Discussion Papers 1994061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  54. Raa, M.H. ten & Steel, M.F.J., 1994. "Revised stochastic analysis of an input-output model," Open Access publications from Tilburg University urn:nbn:nl:ui:12-381938, Tilburg University.
  55. Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1993. "Marginal Equivalence in V-Spherical Models," Papers 9374, Tilburg - Center for Economic Research.
  56. 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.
  57. BAUWENS, Luc & FIEBIG, 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).
  58. Steel, M.F.J., 1991. "Bayesian Inference in Time Series," Papers 9153, Tilburg - Center for Economic Research.
  59. 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.
  60. 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.
  61. Osiewalski, J. & Steel, M., 1991. "Bayesian Marginal Equivalence of Elliptical Regression Models," Papers 9119, Tilburg - Center for Economic Research.
  62. Nijman, T.E. & Steel, M.F.J., 1990. "Exclusion restrictions in instrumental variables equations," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153288, Tilburg University.
  63. Ten Raa, T. & Steel, M.F.J., 1990. "A Stochastic Analysis Of An Input-Output Model: Comment," Papers 9005, Tilburg - Center for Economic Research.
  64. Chib, B. & Osiewalski, J. & Steel, M., 1990. "Regression Models Under Competing Covariance Matrices: A Baysian Perspective," Papers 9063, Tilburg - Center for Economic Research.
  65. 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).
  66. 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.
  67. Osiewalski, J. & Steel, M., 1990. "Robust Bayesian Inference In Elliptical Regression Models," Papers 9032, Tilburg - Center for Economic Research.
  68. Steel, M.F.J., 1989. "Weak Exogeneity In Misspecified Sequential Models," Papers 8942, Tilburg - Center for Economic Research.
  69. 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.
  70. 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.
  71. 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.
  72. 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.
  73. 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).
  74. STEEL, Mark F.J., . "Testing for exogeneity. An application to consumption behaviour," CORE Discussion Papers RP -757, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. 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, 06.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. Griffin, J.E. & Steel, M.F.J., 2011. "Stick-breaking autoregressive processes," Journal of Econometrics, Elsevier, vol. 162(2), pages 383-396, June.
  9. 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.
  10. 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.
  11. 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/.
  12. 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, 03.
  13. 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.
  14. J. Griffin & M. Steel, 2008. "Flexible mixture modelling of stochastic frontiers," Journal of Productivity Analysis, Springer, vol. 29(1), pages 33-50, February.
  15. 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.
  16. Jim Griffin & Mark Steel, 2007. "Bayesian stochastic frontier analysis using WinBUGS," Journal of Productivity Analysis, Springer, vol. 27(3), pages 163-176, June.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. Mark Steel, 1998. "Bayesian analysis of stochastic volatility models with flexible tails," Econometric Reviews, Taylor & Francis Journals, vol. 17(2), pages 109-143.
  42. 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.
  43. 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.
  44. 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.
  45. 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.
  46. 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.
  47. 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.
  48. 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.
  49. 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.
  50. 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.
  51. 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.
  52. 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.
  53. 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.
  54. 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.
  55. Jacek OSIEWALSKI & Mark F.J. STEEL, 1993. "Regression Models under Competing Covariance Structures: A Bayesian Perspective," Annales d'Economie et de Statistique, ENSAE, issue 32, pages 65-79.
  56. 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.
  57. 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.
  58. Mark F. J. STEEL, 1992. "Weak Exogeneity in Overreduced Sequential Models," Annales d'Economie et de Statistique, ENSAE, issue 27, pages 51-72.
  59. 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..
  60. 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.
  61. 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.
  62. 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.
  63. 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.

NEP Fields

24 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 (17) 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. 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

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. h-index
  20. Number of Registered Citing Authors
  21. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  22. Number of Journal Pages
  23. Number of Journal Pages, Weighted by Simple Impact Factor
  24. Number of Journal Pages, Weighted by Recursive Impact Factor
  25. Number of Journal Pages, Weighted by Number of Authors
  26. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  27. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  28. Number of Abstract Views in RePEc Services over the past 12 months
  29. Closeness measure in co-authorship network
  30. Breadth of citations across fields
  31. Wu-Index
  32. Strength of students

Most cited item

Most downloaded item (past 12 months)

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Co-authorship network on CollEc

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