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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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

Undated material is listed at the end

2017

  1. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 81568, University Library of Munich, Germany.

2014

  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.

2012

  1. Chia, Rui Ming Daryl & Lim, Kai Jie Shawn, 2012. "The Attenuation of Idiosyncratic Risk under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market," MPRA Paper 41455, University Library of Munich, Germany.

2011

  1. 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 Estadística.

2008

  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.
  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 6773, University Library of Munich, Germany, revised 06 Jan 2008.
  3. Kostas Triantafyllopoulos & Giovanni Montana, 2008. "Dynamic modeling of mean-reverting spreads for statistical arbitrage," Papers 0808.1710, arXiv.org, revised May 2009.

2007

  1. Kostas Triantafyllopoulos & Giovanni Montana, 2007. "Fast estimation of multivariate stochastic volatility," Papers 0708.4376, arXiv.org, revised Nov 2007.
  2. Giovanni Montana & Kostas Triantafyllopoulos & Theodoros Tsagaris, 2007. "Flexible least squares for temporal data mining and statistical arbitrage," Papers 0709.3884, arXiv.org.

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.
  2. Juarez, Miguel A. & Steel, Mark F. J., 2006. "Model-based Clustering of non-Gaussian Panel Data," MPRA Paper 880, University Library of Munich, Germany.
  3. Ley, Eduardo & Steel, Mark F. J., 2006. "Jointness in Bayesian variable selection with applications to growth regression," Policy Research Working Paper Series 4063, The World Bank.

2005

  1. Jim Griffin & Mark Steel, 2005. "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics 0509004, University Library of Munich, Germany.
  2. José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005. "Directional Log-spline Distributions," Econometrics 0511001, University Library of Munich, Germany.

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, University Library of Munich, Germany.
  2. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "A Constructive Representation of Univariate Skewed Distributions," Econometrics 0403002, University Library of Munich, Germany.
  3. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics 0404005, University Library of Munich, Germany.
  4. J. T. A. S. Ferreira & M. F. J. Steel, 2004. "On Describing Multivariate Skewness: A Directional Approach," Econometrics 0409010, University Library of Munich, Germany.
  5. J.T.A.S. Ferreira & M.F.J. Steel, 2004. "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics 0410006, University Library of Munich, Germany.

2003

  1. 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.

2002

  1. 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.
  2. 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.
  3. 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.

2001

  1. 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.
  2. Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Model uncertainty in cross-country growth regressions," Econometrics 0110002, University Library of Munich, Germany.

1999

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.

1998

  1. 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.
  2. 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.
  3. 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.

1997

  1. 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.
  2. 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.
  3. 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.

1996

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

1995

  1. 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).
  2. 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).
  3. 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).
  4. 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).
  5. 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).
  6. 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.
  7. Steel, M.F.J., 1995. "Posterior Analysis of Stochastic Volatility Models with Flexible Tails," Papers 9568, Tilburg - Center for Economic Research.
  8. Fernandez, C. & Steel, M.F.J., 1995. "reference Priors in Non-Normal Location Problems," Papers 9591, Tilburg - Center for Economic Research.
  9. 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.

1994

  1. 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).
  2. 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.
  3. 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.

1993

  1. 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 Estadística.
  2. 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 Estadística.
  3. Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1993. "Marginal Equivalence in V-Spherical Models," Papers 9374, Tilburg - Center for Economic Research.
  4. 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. 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).
  2. 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 Economía.
  3. 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 Economía.
  4. 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 Economía.
  5. 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 Economía.
  6. 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 Economía.
  7. 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 Economía.
  8. 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 Economía.
  9. 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 Economía.
  10. 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 Estadística.

1991

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

1990

  1. 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).
  2. Ten Raa, T. & Steel, M.F.J., 1990. "A Stochastic Analysis Of An Input-Output Model: Comment," Papers 9005, Tilburg - Center for Economic Research.
  3. Osiewalski, J. & Steel, M., 1990. "Robust Bayesian Inference In Elliptical Regression Models," Papers 9032, Tilburg - Center for Economic Research.
  4. 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.
  5. Chib, B. & Osiewalski, J. & Steel, M., 1990. "Regression Models Under Competing Covariance Matrices: A Baysian Perspective," Papers 9063, Tilburg - Center for Economic Research.

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.

1988

  1. 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.
  2. 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.

1987

  1. 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).

1985

  1. 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).

Undated

  1. 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.
  2. Carmen Fernández & Eduardo Ley & Mack F. J. Steel, "undated". "Statistical modeling of fishing activities in the North Atlantic," Working Papers 97-25, FEDEA.

Journal articles

2023

  1. 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.
  2. Brown, Suzie & Jenkins, Paul A. & Johansen, Adam M. & Koskela, Jere, 2023. "Weak convergence of non-neutral genealogies to Kingman’s coalescent," Stochastic Processes and their Applications, Elsevier, vol. 162(C), pages 76-105.
  3. Crucinio, Francesca R. & Johansen, Adam M., 2023. "Properties of marginal sequential Monte Carlo methods," Statistics & Probability Letters, Elsevier, vol. 203(C).
  4. Francesca R. Crucinio & Arnaud Doucet & Adam M. Johansen, 2023. "A Particle Method for Solving Fredholm Equations of the First Kind," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(542), pages 937-947, April.

2022

  1. James Hodgson & Adam M. Johansen & Murray Pollock, 2022. "Unbiased Simulation of Rare Events in Continuous Time," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 2123-2148, September.

2021

  1. 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.
  2. Angeli, Letizia & Grosskinsky, Stefan & Johansen, Adam M., 2021. "Limit theorems for cloning algorithms," Stochastic Processes and their Applications, Elsevier, vol. 138(C), pages 117-152.
  3. Måns Unosson & Marco Brancaccio & Michael Hastings & Adam M Johansen & Bärbel Finkenstädt, 2021. "A spatio-temporal model to reveal oscillator phenotypes in molecular clocks: Parameter estimation elucidates circadian gene transcription dynamics in single-cells," PLOS Computational Biology, Public Library of Science, vol. 17(12), pages 1-19, December.

2020

  1. 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.
  2. Murray Pollock & Paul Fearnhead & Adam M. Johansen & Gareth O. Roberts, 2020. "Quasi‐stationary Monte Carlo and the ScaLE algorithm," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(5), pages 1167-1221, December.

2019

  1. 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.

2018

  1. 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.
  2. 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.
  3. Matthew Thorpe & Adam M. Johansen, 2018. "Pointwise convergence in probability of general smoothing splines," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(4), pages 717-744, August.

2017

  1. 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.
  2. 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.
  3. Pieralberto Guarniero & Adam M. Johansen & Anthony Lee, 2017. "The Iterated Auxiliary Particle Filter," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(520), pages 1636-1647, October.

2015

  1. Mark F. J. Steel & Francisco J. Rubio, 2015. "Discussion," International Statistical Review, International Statistical Institute, vol. 83(2), pages 218-222, August.
  2. 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.
  3. Lakshmana Ayaru & Petros-Pavlos Ypsilantis & Abigail Nanapragasam & Ryan Chang-Ho Choi & Anish Thillanathan & Lee Min-Ho & Giovanni Montana, 2015. "Prediction of Outcome in Acute Lower Gastrointestinal Bleeding Using Gradient Boosting," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-14, July.
  4. Petros-Pavlos Ypsilantis & Musib Siddique & Hyon-Mok Sohn & Andrew Davies & Gary Cook & Vicky Goh & Giovanni Montana, 2015. "Predicting Response to Neoadjuvant Chemotherapy with PET Imaging Using Convolutional Neural Networks," PLOS ONE, Public Library of Science, vol. 10(9), pages 1-18, September.
  5. René Gaudoin & Giovanni Montana & Simon Jones & Paul Aylin & Alex Bottle, 2015. "Classifier calibration using splined empirical probabilities in clinical risk prediction," Health Care Management Science, Springer, vol. 18(2), pages 156-165, June.

2014

  1. Christopher Nam & John Aston & Adam Johansen, 2014. "Parallel sequential Monte Carlo samplers and estimation of the number of states in a Hidden Markov Model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(3), pages 553-575, June.
  2. Axel Finke & Adam Johansen & Dario Spanò, 2014. "Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(3), pages 577-609, June.
  3. Cozzini, Alberto & Jasra, Ajay & Montana, Giovanni & Persing, Adam, 2014. "A Bayesian mixture of lasso regressions with t-errors," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 84-97.

2013

  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, June.
  2. Yan Zhou & John Aston & Adam Johansen, 2013. "Bayesian model comparison for compartmental models with applications in positron emission tomography," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(5), pages 993-1016.
  3. Sim Aaron & Tsagkrasoulis Dimosthenis & Montana Giovanni, 2013. "Random forests on distance matrices for imaging genetics studies," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 12(6), pages 757-786, December.
  4. Matt Silver & Peng Chen & Ruoying Li & Ching-Yu Cheng & Tien-Yin Wong & E-Shyong Tai & Yik-Ying Teo & Giovanni Montana, 2013. "Pathways-Driven Sparse Regression Identifies Pathways and Genes Associated with High-Density Lipoprotein Cholesterol in Two Asian Cohorts," PLOS Genetics, Public Library of Science, vol. 9(11), pages 1-28, November.

2012

  1. 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.
  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. Christopher F. H. Nam & John A. D. Aston & Adam M. Johansen, 2012. "Quantifying the uncertainty in change points," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(5), pages 807-823, September.
  5. Silver Matt & Montana Giovanni & Alzheimer's Disease Neuroimaging Initiative, 2012. "Fast Identification of Biological Pathways Associated with a Quantitative Trait Using Group Lasso with Overlaps," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(1), pages 1-43, January.

2011

  1. 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.
  2. 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.
  3. Griffin, J.E. & Steel, M.F.J., 2011. "Stick-breaking autoregressive processes," Journal of Econometrics, Elsevier, vol. 162(2), pages 383-396, June.
  4. 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.
  5. K. Triantafyllopoulos & G. Montana, 2011. "Dynamic modeling of mean-reverting spreads for statistical arbitrage," Computational Management Science, Springer, vol. 8(1), pages 23-49, April.

2010

  1. 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.
  2. 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.
  3. 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/.

2009

  1. 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.
  2. 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.
  3. Johansen, Adam M., 2009. "SMCTC: Sequential Monte Carlo in C++," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 30(i06).
  4. Maurice Berk & Giovanni Montana, 2009. "Functional modelling of microarray time series with covariate curves," Statistica, Department of Statistics, University of Bologna, vol. 69(2), pages 159-186.

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.
  2. Johansen, Adam M. & Doucet, Arnaud, 2008. "A note on auxiliary particle filters," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1498-1504, September.

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.
  2. 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.
  3. Jim Griffin & Mark Steel, 2007. "Bayesian stochastic frontier analysis using WinBUGS," Journal of Productivity Analysis, Springer, vol. 27(3), pages 163-176, June.

2006

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Adam M. Johansen & Sumeetpal S. Singh & Arnaud Doucet & Ba-Ngu Vo, 2006. "Convergence of the SMC Implementation of the PHD Filte," Methodology and Computing in Applied Probability, Springer, vol. 8(2), pages 265-291, June.

2005

  1. 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.
  2. 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.

2004

  1. 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.
  2. 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.

2003

  1. 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.

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.
  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, July.
  3. Kendall, Wilfrid S. & Montana, Giovanni, 2002. "Small sets and Markov transition densities," Stochastic Processes and their Applications, Elsevier, vol. 99(2), pages 177-194, June.

2001

  1. 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.
  2. 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.
  3. 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.

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 284-299, July.
  2. 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.
  3. 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.
  4. 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.

1999

  1. 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.
  2. 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.
  3. 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.

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 178-186, April.
  2. 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.
  3. 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.
  4. Mark Steel, 1998. "Bayesian analysis of stochastic volatility models with flexible tails," Econometric Reviews, Taylor & Francis Journals, vol. 17(2), pages 109-143.
  5. 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.

1997

  1. 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.
  2. 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.
  3. 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.

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 257-257, 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 539-543, August.

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.

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 221-231, 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 339-346, 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 489-492, October.
  5. 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.
  6. 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.

1993

  1. 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.
  2. 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.
  3. 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.

1992

  1. Mark F. J. Steel, 1992. "Weak Exogeneity in Overreduced Sequential Models," Annals of Economics and Statistics, GENES, issue 27, pages 51-72.
  2. 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.

1991

  1. 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.
  2. 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.
  3. 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.
  4. 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..

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.

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