Publications
by members of
University of Warwick → Department of Statistics
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 | Chapters |
Working papers
2026
- Gregor Steiner & Mark Steel, 2026, "Inference on counterfactual distributions using martingale posteriors," Papers, arXiv.org, number 2607.24143, Jul.
2025
- Gregor Steiner & Mark Steel, 2025, "Bayesian Model Averaging in Causal Instrumental Variable Models," Papers, arXiv.org, number 2504.13520, Apr, revised Feb 2026.
- Gregor Steiner & Mark Steel, 2026, "Bayesian Model Averaging in Causal Instrumental Variable Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 41, issue 5, pages 669-683, August, DOI: 10.1002/jae.70070.
- Gregor Steiner & Jeremie Houssineau & Mark F. J. Steel, 2025, "Possibilistic Instrumental Variable Regression with Potentially Invalid Instruments," Papers, arXiv.org, number 2511.16029, Nov, revised Jul 2026.
2017
- Steel, Mark F. J., 2017, "Model Averaging and its Use in Economics," MPRA Paper, University Library of Munich, Germany, number 81568, Sep.
- Mark F. J. Steel, 2020, "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, volume 58, issue 3, pages 644-719, September, DOI: 10.1257/jel.20191385.
- Steel, Mark F. J., 2017, "Model Averaging and its Use in Economics," MPRA Paper, University Library of Munich, Germany, number 90110, Sep, revised 16 Nov 2018.
2014
- Rubio, Francisco Javier & Steel, Mark F. J., 2014, "Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations," MPRA Paper, University Library of Munich, Germany, number 57102, Jun.
- Vallejos, Catalina & Steel, Mark F. J., 2014, "Bayesian Survival Modelling of University Outcomes," MPRA Paper, University Library of Munich, Germany, number 57185, May.
- 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, volume 180, issue 2, pages 613-631, February.
2012
- 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, University Library of Munich, Germany, number 41455, Sep.
2011
- 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, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws112116, Jul.
- Ley, Eduardo & Steel, Mark F.J., 2012, "Mixtures of g-priors for Bayesian model averaging with economic applications," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 251-266, DOI: 10.1016/j.jeconom.2012.06.009.
- Ley, Eduardo & Steel, Mark F. J., 2010, "Mixtures of g-priors for Bayesian model averaging with economic applications," MPRA Paper, University Library of Munich, Germany, number 26941, Nov.
- Ley, Eduardo & Steel, Mark F. J., 2011, "Mixtures of g-priors for Bayesian model averaging with economic applications," MPRA Paper, University Library of Munich, Germany, number 36817, Dec.
- Ley, Eduardo & Steel, Mark F.J., 2011, "Mixtures of g-priors for Bayesian Model Averaging with economic application," Policy Research Working Paper Series, The World Bank, number 5732, Jul.
2008
- Kostas Triantafyllopoulos & Giovanni Montana, 2008, "Dynamic modeling of mean-reverting spreads for statistical arbitrage," Papers, arXiv.org, number 0808.1710, Aug, revised May 2009.
- K. Triantafyllopoulos & G. Montana, 2011, "Dynamic modeling of mean-reverting spreads for statistical arbitrage," Computational Management Science, Springer, volume 8, issue 1, pages 23-49, April, DOI: 10.1007/s10287-009-0105-8.
- Griffin, Jim & Steel, Mark F.J., 2008, "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper, University Library of Munich, Germany, number 11071, Oct.
- 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, volume 54, issue 11, pages 2594-2608, November.
- Ley, Eduardo & Steel, Mark F.J., 2008, "On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression," MPRA Paper, University Library of Munich, Germany, number 6773, Jan, revised 06 Jan 2008.
- Ley, Eduardo & Steel, Mark F. J., 2007, "On the effect of prior assumptions in Bayesian model averaging with applications to growth regression," Policy Research Working Paper Series, The World Bank, number 4238, Jun.
2007
- Kostas Triantafyllopoulos & Giovanni Montana, 2007, "Fast estimation of multivariate stochastic volatility," Papers, arXiv.org, number 0708.4376, Aug, revised Nov 2007.
- Giovanni Montana & Kostas Triantafyllopoulos & Theodoros Tsagaris, 2007, "Flexible least squares for temporal data mining and statistical arbitrage," Papers, arXiv.org, number 0709.3884, Sep.
2006
- Juarez, Miguel A. & Steel, Mark F. J., 2006, "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper, University Library of Munich, Germany, number 450, Jul.
- Miguel A. Juárez & Mark F. J. Steel, 2010, "Non‐gaussian dynamic bayesian modelling for panel data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 7, pages 1128-1154, November/.
- Juarez, Miguel A. & Steel, Mark F. J., 2006, "Model-based Clustering of non-Gaussian Panel Data," MPRA Paper, University Library of Munich, Germany, number 880, Nov.
- Ley, Eduardo & Steel, Mark F. J., 2006, "Jointness in Bayesian variable selection with applications to growth regression," Policy Research Working Paper Series, The World Bank, number 4063, Nov.
- Ley, Eduardo & Steel, Mark F.J., 2007, "Jointness in Bayesian variable selection with applications to growth regression," Journal of Macroeconomics, Elsevier, volume 29, issue 3, pages 476-493, September.
2005
- Jim Griffin & Mark Steel, 2005, "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics, University Library of Munich, Germany, number 0509004, Sep.
- Jim Griffin & Mark Steel, 2007, "Bayesian stochastic frontier analysis using WinBUGS," Journal of Productivity Analysis, Springer, volume 27, issue 3, pages 163-176, June, DOI: 10.1007/s11123-007-0033-y.
- José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005, "Directional Log-spline Distributions," Econometrics, University Library of Munich, Germany, number 0511001, Nov.
2004
- J. T. A. S. Ferreira & M. F. J. Steel, 2004, "On Describing Multivariate Skewness: A Directional Approach," Econometrics, University Library of Munich, Germany, number 0409010, Sep.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions," Econometrics, University Library of Munich, Germany, number 0403001, Mar.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "A Constructive Representation of Univariate Skewed Distributions," Econometrics, University Library of Munich, Germany, number 0403002, Mar.
- 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, volume 101, pages 823-829, June.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics, University Library of Munich, Germany, number 0404005, Apr.
- 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, volume 137, issue 2, pages 641-673, April.
- J.T.A.S. Ferreira & M.F.J. Steel, 2004, "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics, University Library of Munich, Germany, number 0410006, Oct.
- 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, volume 67, issue 4, pages 599-616, September, DOI: 10.1111/j.1467-9868.2005.00518.x.
2003
- Carmen Fernandez & Gary Koop & Mark F J Steel, 2003, "Alternative efficiency measures for multiple-output production," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 65, Aug.
- Fernandez, Carmen & Koop, Gary & Steel, Mark F.J., 2005, "Alternative efficiency measures for multiple-output production," Journal of Econometrics, Elsevier, volume 126, issue 2, pages 411-444, June.
2002
- 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, Edinburgh School of Economics, University of Edinburgh, number 34.
- 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, volume 97, pages 432-442, June.
- Carmen Fernandez & Gary Koop & Mark F.J. Steel, 2002, "Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture," Econometrics, University Library of Munich, Germany, number 0201001, Jan, revised 06 Jan 2002.
- James E. Griffin & Mark F.J. Steel, 2002, "Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility," Econometrics, University Library of Munich, Germany, number 0201002, Jan, revised 04 Apr 2003.
- Griffin, J.E. & Steel, M.F.J., 2006, "Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility," Journal of Econometrics, Elsevier, volume 134, issue 2, pages 605-644, October.
- Jim E. Griffin & Mark F.J. Steel, 2002, "Semiparametric Bayesian Inference for Stochastic Frontier Models," Econometrics, University Library of Munich, Germany, number 0209001, Sep, revised 18 Sep 2002.
- Griffin, J. E. & Steel, M. F. J., 2004, "Semiparametric Bayesian inference for stochastic frontier models," Journal of Econometrics, Elsevier, volume 123, issue 1, pages 121-152, November.
2001
- Carmen Fernandez & Eduardo Ley & Mark Steel, 2001, "Model uncertainty in cross-country growth regressions," Econometrics, University Library of Munich, Germany, number 0110002, Oct.
- Carmen Fernandez & Eduardo Ley & Mark F. J. Steel, 2001, "Model uncertainty in cross-country growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 5, pages 563-576.
- Carmen Fernandez & Eduardo Ley & Mark Steel, 1999, "Model uncertainty in cross-country growth regressions," Econometrics, University Library of Munich, Germany, number 9903003, Mar, revised 06 Oct 2001.
1999
- Gary Koop & Mark F J Steel, 1999, "Bayesian Analysis of Stochastic Frontier Models," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 19, May.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1999, "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 20, revised Nov 2001.
- 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, volume 51, issue 3, pages 257-280, July, DOI: 10.1111/1467-9876.00268.
- 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, Edinburgh School of Economics, University of Edinburgh, number 67, Nov, revised Nov 2001.
- Carmen Fernandez & Eduardo Ley & Mark Steel, 2001, "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics, University Library of Munich, Germany, number 0110003, Oct, revised 23 Nov 2001.
- Carmen Fernandez & Gary Koop & Mark F J Steel, 1999, "A Bayesian analysis of multiple-output production frontier," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 21.
- Fernandez, Carmen & Koop, Gary & Steel, Mark, 2000, "A Bayesian analysis of multiple-output production frontiers," Journal of Econometrics, Elsevier, volume 98, issue 1, pages 47-79, September.
- Carmen Fernandez & Mark F J Steel, 1999, "Bayesian Regression Analysis with scale mixtures of normals," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 27.
- Fernández, Carmen & Steel, Mark F.J., 2000, "Bayesian Regression Analysis With Scale Mixtures Of Normals," Econometric Theory, Cambridge University Press, volume 16, issue 1, pages 80-101, February.
- Eduardo Ley & Mark F J Steel, 1999, "We have just averaged over two trillion cross-country growth regressions," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 43, Jul.
- Mr. Mark F. J. Steel & Mr. Eduardo Ley, 1999, "We Just Averaged over Two Trillion Cross-Country Growth Regressions," IMF Working Papers, International Monetary Fund, number 1999/101, Jul.
1998
- 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, Edinburgh School of Economics, University of Edinburgh, number 22.
- Fernández, C. & Steel, M.F.J., 1997, "On the Dangers of Modelling through Continuous Distributions : A Bayesian Perspective," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-05.
- Fernández, C. & Steel, M.F.J., 1997, "On the Dangers of Modelling through Continuous Distributions : A Bayesian Perspective," Other publications TiSEM, Tilburg University, School of Economics and Management, number 53bef46d-6511-4d09-9018-d.
- Carmen Fernandez & Mark F J Steel, 1998, "Reference priors for the general location-scale model," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 23, Oct.
- Fernández, Carmen & Steel, Mark F. J., 1999, "Reference priors for the general location-scale modelm," Statistics & Probability Letters, Elsevier, volume 43, issue 4, pages 377-384, July.
- Fernández, C. & Steel, M.F.J., 1997, "Reference Priors for the General Location-Scale Model," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-105.
- Fernández, C. & Steel, M.F.J., 1997, "Reference Priors for the General Location-Scale Model," Other publications TiSEM, Tilburg University, School of Economics and Management, number 3a91a072-b14c-4c07-b2e7-0.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998, "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 26, Apr.
- Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001, "Benchmark priors for Bayesian model averaging," Journal of Econometrics, Elsevier, volume 100, issue 2, pages 381-427, February.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998, "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 66, Apr.
- Carmen Fernández & Eduardo Ley & Mark F. J. Steel, undated, "Benchmark priors for Bayesian Model averaging," Working Papers, FEDEA, number 98-06.
- Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998, "Benchmark Priors for Bayesian Model Averaging," Econometrics, University Library of Munich, Germany, number 9804001, Apr, revised 08 Oct 2001.
1997
- Fernández, C. & Steel, M.F.J., 1997, "Multivariate Student -t Regression Models : Pitfalls and Inference," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-08.
- Fernández, C. & Steel, M.F.J., 1997, "Multivariate Student -t Regression Models : Pitfalls and Inference," Other publications TiSEM, Tilburg University, School of Economics and Management, number 3fff240d-a587-4537-ba5f-2.
- Fernández, C. & Steel, M.F.J., 1997, "Reference Priors For Non-Normal Two-Sample Problems," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-104.
- 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, volume 7, issue 1, pages 179-205, June, DOI: 10.1007/BF02565109.
- Fernández, C. & Steel, M.F.J., 1997, "Reference Priors For Non-Normal Two-Sample Problems," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4592f1f6-f6e7-4af0-933f-0.
- 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, Tilburg University, Center for Economic Research, number 1997-85.
- 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, volume 33, issue 3, pages 185-202.
- Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997, "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Other publications TiSEM, Tilburg University, School of Economics and Management, number 70bc4936-7304-4e87-910c-b.
1996
- Carmen Fernandez & Jacek Osiewalski & Mark F J Steel, 1996, "Robust Bayesian inference on scale parameters," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 25.
- Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 2001, "Robust Bayesian Inference on Scale Parameters," Journal of Multivariate Analysis, Elsevier, volume 77, issue 1, pages 54-72, April.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996, "Robust Bayesian Inference on Scale Parameters," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-65.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996, "Robust Bayesian Inference on Scale Parameters," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7ac8a9cf-881f-4009-8308-7.
- Fernandez, C & Osiewalski, J & Steel, M-F-J, 1996, "Classical and Bayesian Inference Robustness in Multivariate Regression models," Papers, Catholique de Louvain - Institut de statistique, number 9602.
- Fernández, C. & Steel, M.F.J., 1996, "On Bayesian Modelling of Fat Tails and Skewness," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-58.
- Fernández, C. & Steel, M.F.J., 1996, "On Bayesian Modelling of Fat Tails and Skewness," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0991c197-c9e8-4904-8119-3.
- Fernández, C. & Steel, M.F.J., 1996, "On Bayesian Inference under Sampling from Scale Mixtures of Normals," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-02.
- Fernández, C. & Steel, M.F.J., 1996, "On Bayesian Inference under Sampling from Scale Mixtures of Normals," Other publications TiSEM, Tilburg University, School of Economics and Management, number 10be2f67-1679-4828-bba6-7.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996, "On the Use of Panel Data in Bayesian Stochastic Frontier Models," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-17.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996, "On the Use of Panel Data in Bayesian Stochastic Frontier Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number d27e7bcf-bb16-457a-934a-a.
- Osiewalski, J. & Steel, M.F.J., 1996, "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-03.
- Jacek Osiewalski & Mark Steel, 1998, "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Journal of Productivity Analysis, Springer, volume 10, issue 1, pages 103-117, July, DOI: 10.1023/A:1018302600587.
- Osiewalski, J. & Steel, M.F.J., 1996, "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number ea25885a-8c13-4689-86b1-8.
1995
- KOOP, Gary & OSIEWALSKI, Jacek & STEEL, Mark, 1995, "The Components of Output Growth : A Cross-Country Analysis," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995003, Jan.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1995, "The Components of Output Growth: A Croos-Country Analysis," Papers, Tilburg - Center for Economic Research, number 9517.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1995, "The components of output growth : A cross-country analysis," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-17.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1995, "The components of output growth : A cross-country analysis," Other publications TiSEM, Tilburg University, School of Economics and Management, number a1160aed-e498-414a-ae52-8.
- FERNANDEZ, Carmen & OSIEWALSKI, Jacek & STEEL, Mark FJ., 1995, "Inference Robustness in Multivariate Models with a Scale Parameter," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995030, May.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1995, "Inference robustness in multivariate models with a scale parameter," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-25.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1995, "Inference robustness in multivariate models with a scale parameter," Other publications TiSEM, Tilburg University, School of Economics and Management, number 45a43a49-b348-4b00-97e9-0.
- KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark, 1995, "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995035, 00.
- 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, volume 76, issue 1-2, pages 149-169.
- Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., 1997, "Bayesian analysis of long memory and persistence using ARFIMA models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1246, Jan, DOI: 10.1016/0304-4076(95)01787-9.
- Gary Koop, 1995, "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers, University of Toronto, Department of Economics, number gkoop-95-01, May.
- Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995, "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics, University Library of Munich, Germany, number 9505001, May, revised 22 Jun 2004.
- KOOP , Gary & OSIEWALSKI , Jacek & STEEL , Mark, 1995, "Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995036, 00.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1997, "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," Journal of Econometrics, Elsevier, volume 76, issue 1-2, pages 77-105.
- Koop, G. & Osiewalski, J. & Steel, M. F. J., 1997, "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1245, Jan, DOI: 10.1016/0304-4076(95)01783-6.
- KOOP , Gary & OSIEWALSKI, Jacek & STEEL , Mark, 1995, "Measuring the Sources of Output Growth in a Panel of Countries," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995042, 00.
- Eduardo Ley & Mark F J Steel, 1995, "A Model of Management Teams," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 24, Jul.
- Eduardo Ley & Mark F.J. Steel, 1998, "A model of management teams," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 19, issue 6, pages 355-363, DOI: 10.1002/(SICI)1099-1468(199809)19:6.
- Ley, E. & Steel, M.FJ., 1995, "A Model of Management Teams," Papers, Tilburg - Center for Economic Research, number 9586.
- Ley, E. & Steel, M.F.J., 1995, "A model of management teams," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-86.
- Ley, E. & Steel, M.F.J., 1995, "A model of management teams," Other publications TiSEM, Tilburg University, School of Economics and Management, number 516c90df-00d7-4ea2-b88b-6.
- Eduardo Ley & Mark F.J. Steel, 1995, "A Model of Management Teams," Others, University Library of Munich, Germany, number 9503001, Mar, revised 19 Jul 1995.
- Steel, M.F.J., 1995, "Posterior Analysis of Stochastic Volatility Models with Flexible Tails," Papers, Tilburg - Center for Economic Research, number 9568.
- Steel, M.F.J., 1995, "Posterior analysis of stochastic volatility models with flexible tails," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-68.
- Steel, M.F.J., 1995, "Posterior analysis of stochastic volatility models with flexible tails," Other publications TiSEM, Tilburg University, School of Economics and Management, number 22e9c360-c876-41b3-86ca-0.
- Fernandez, C. & Steel, M.F.J., 1995, "reference Priors in Non-Normal Location Problems," Papers, Tilburg - Center for Economic Research, number 9591.
- Fernández, C. & Steel, M.F.J., 1995, "Reference priors in non-normal location problems," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-91.
- Fernández, C. & Steel, M.F.J., 1995, "Reference priors in non-normal location problems," Other publications TiSEM, Tilburg University, School of Economics and Management, number 99b646c6-07d6-45d0-bff8-b.
- Eduardo Ley & Mark F.J. Steel, 1995, "On the Estimation of Demand Systems Through Consumption Efficiency," Econometrics, University Library of Munich, Germany, number 9503001, Mar, revised 22 Feb 1996.
- Ley, Eduardo & Steel, Mark F J, 1996, "On the Estimation of Demand Systems through Consumption Efficiency," The Review of Economics and Statistics, MIT Press, volume 78, issue 3, pages 539-543, August.
1994
- KOOP, Gary & STEEL, Mark F. & OSIEWALSKI, Jacek, 1994, "Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1994061, Dec.
- Koop, Gary & Steel, Mark F.J. & Osiewalski, Jacek, 1992, "Posterior analysis of stochastic frontier models using Gibbs sampling," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 3677, Dec.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994, "Bayesian efficiency analysis with a flexible form : The aim cost function," Discussion Paper, Tilburg University, Center for Economic Research, number 1994-13.
- 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, volume 12, issue 3, pages 339-346, July.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994, "Bayesian efficiency analysis with a flexible form : The aim cost function," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0dcc8566-0055-4dc1-9c6b-7.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994, "Hospital efficiency analysis through individual effects : A Bayesian approach," Discussion Paper, Tilburg University, Center for Economic Research, number 1994-47.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994, "Hospital efficiency analysis through individual effects : A Bayesian approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number dd6fed13-3fda-461f-9393-e.
1993
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1993, "Bayesian efficiency analysis with a flexible cost function," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 3703, Mar.
- 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, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 3706, May.
- 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, volume 12, issue 1, pages 95-107, January.
- Koop, G. & Steel, M.F.J., 1991, "A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models," Papers, Tilburg - Center for Economic Research, number 9150.
- Koop, G. & Steel, M.F.J., 1991, "A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models," Discussion Paper, Tilburg University, Center for Economic Research, number 1991-50.
- Koop, G. & Steel, M.F.J., 1991, "A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 159b4dfe-e9af-420c-ad47-d.
- Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1993, "Marginal Equivalence in V-Spherical Models," Papers, Tilburg - Center for Economic Research, number 9374.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1993, "Marginal equivalence in v-spherical models," Discussion Paper, Tilburg University, Center for Economic Research, number 1993-74.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1993, "Marginal equivalence in v-spherical models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 61c3b312-dfbe-4cc0-bb8b-a.
- Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1993, "The Continuous Multivariate Location-Scale Model Revisited: A Tale of Robustness," Papers, Tilburg - Center for Economic Research, number 9380.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1993, "The continuous multivariate location-scale model revisited : A tale of robustness," Discussion Paper, Tilburg University, Center for Economic Research, number 1993-80.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1993, "The continuous multivariate location-scale model revisited : A tale of robustness," Other publications TiSEM, Tilburg University, School of Economics and Management, number 992749f6-e5a0-4fab-b4ed-f.
1992
- BAUWENS, Luc & FIEBIG, Denzil & STEEL, Mark, 1992, "Estimating End-Use Demand : A Bayesian Approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1992052, Jul.
- 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, volume 12, issue 2, pages 221-231, April.
- Bauwens, L. & Fiebig, D. G. & Steel, M. F. J., 1994, "Estimating End-use Demand: a Bayesian Approach," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1090, Jan.
- Bauwens, Luc & Fiebig, Denzil G. & Steel, Mark F.J., 1992, "Estimating end-use demand: A Bayesian approach," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 2839, Jul.
- Osiewalski, Jacek & Steel, Mark F.J., 1992, "Posterior moments of scale parameters in elliptical regression models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 10879, Feb.
- Osiewalski, Jacek & Steel, Mark F.J., 1992, "Bayesian marginal equivalence of elliptical regression models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 10950, Feb.
- Osiewalski, Jacek & Steel, Mark F. J., 1993, "Bayesian marginal equivalence of elliptical regression models," Journal of Econometrics, Elsevier, volume 59, issue 3, pages 391-403, October.
- Osiewalski, J. & Steel, M., 1991, "Bayesian Marginal Equivalence of Elliptical Regression Models," Papers, Tilburg - Center for Economic Research, number 9119.
- Osiewalski, J. & Steel, M.F.J., 1991, "Bayesian marginal equivalence of elliptical regression models," Discussion Paper, Tilburg University, Center for Economic Research, number 1991-19.
- Osiewalski, J. & Steel, M.F.J., 1991, "Bayesian marginal equivalence of elliptical regression models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9ecaf734-de5e-42e4-9017-8.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1992, "Bayesian long-run prediction in time series models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 2822, Mar.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1995, "Bayesian long-run prediction in time series models," Journal of Econometrics, Elsevier, volume 69, issue 1, pages 61-80, September.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J. & Broeck, Julien Van den, 1992, "Stochastic frontier models: a bayesian perspective," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 2823, Apr.
- van den Broeck, Julien & Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1994, "Stochastic frontier models : A Bayesian perspective," Journal of Econometrics, Elsevier, volume 61, issue 2, pages 273-303, April.
- Raa, Thijs ten & Steel, Mark F.J., 1992, "Revised stochastic analysis of an input-output model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 2836, Jun.
- ten Raa, Thijs & Steel, Mark F. J., 1994, "Revised stochastic analysis of an input-output model," Regional Science and Urban Economics, Elsevier, volume 24, issue 3, pages 361-371, June.
- Ten Raa, M.H. & Steel, M.F.J., 1991, "Revised stochastic analysis of an input-output model," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0d875345-636c-45be-adca-6.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1992, "Posterior inference on long-run impulse responses," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 2838, Jul.
- Osiewalski, Jacek & Steel, Mark F.J., 1992, "Robust Bayesian inference in Iq-Spherical models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 2843, Jul.
- Osiewalski, J. & Steel, M.F.J., 1994, "Robust Bayesian inference in LQ-spherical models," Other publications TiSEM, Tilburg University, School of Economics and Management, number f73addd1-a64c-4157-b443-a.
- Ley, Eduardo & Steel, Mark F.J., 1992, "Bayesian econometrics:conjugate analysis and rejection sampling using mathematica," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 2887, Oct.
- Ley, Eduardo & Steel, Mark F.J., 1992, "Rejection sampling in demand systems," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 3674, Dec.
1991
- Osiewalski, Jacek & Steel, Mark F.J., 1991, "Robust bayesian inference in empirical regression models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 2814, Nov.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991, "A Baysian Note on Competing Correlation Structures in the Dynamic Linear Regression Model," Papers, Tilburg - Center for Economic Research, number 9122.
- Osiewalski, Jacek & Steel, Mark F. J., 1992, "A Bayesian note on competing correlation structures in the dynamic linear regression model," Economics Letters, Elsevier, volume 40, issue 4, pages 383-388, December.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991, "A Bayesian note on competing correlation structures in the dynamic linear regression model," Discussion Paper, Tilburg University, Center for Economic Research, number 1991-22.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991, "A Bayesian note on competing correlation structures in the dynamic linear regression model," Other publications TiSEM, Tilburg University, School of Economics and Management, number 270d5ce1-a0c2-4700-a67c-f.
- Steel, M.F.J., 1991, "Bayesian Inference in Time Series," Papers, Tilburg - Center for Economic Research, number 9153.
- Steel, M.F.J., 1991, "Bayesian inference in time series," Discussion Paper, Tilburg University, Center for Economic Research, number 1991-53.
- Steel, M.F.J., 1991, "Bayesian inference in time series," Other publications TiSEM, Tilburg University, School of Economics and Management, number 652ec120-1443-4035-9eea-9.
1990
- OSIEWALSKI, Jacek & STEEL, Mark, 1990, "Semi-conjugate prior densities in multivariate t regression models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1990018, Jan.
- Osiewalski, J. & Stee & , M.F.J., 1990, "Semi-Conjugate Prior Densities In Multivariate T Regression Models," Papers, Tilburg - Center for Economic Research, number 9007.
- Osiewalski, J. & Steel, M.F.J., 1990, "Semi-conjugate prior densities in multivariate t regression models," Discussion Paper, Tilburg University, Center for Economic Research, number 1990-7.
- Osiewalski, J. & Steel, M.F.J., 1990, "Semi-conjugate prior densities in multivariate t regression models," Other publications TiSEM, Tilburg University, School of Economics and Management, number d29af95a-ec6e-4a83-9c7f-5.
- Ten Raa, T. & Steel, M.F.J., 1990, "A Stochastic Analysis Of An Input-Output Model: Comment," Papers, Tilburg - Center for Economic Research, number 9005.
- Ten Raa, M.H. & Steel, M.F.J., 1990, "A stochastic analysis of an input-output model : Comment," Discussion Paper, Tilburg University, Center for Economic Research, number 1990-5.
- Ten Raa, M.H. & Steel, M.F.J., 1990, "A stochastic analysis of an input-output model : Comment," Other publications TiSEM, Tilburg University, School of Economics and Management, number 17989392-7244-490a-b80a-5.
- Osiewalski, J. & Steel, M., 1990, "Robust Bayesian Inference In Elliptical Regression Models," Papers, Tilburg - Center for Economic Research, number 9032.
- Osiewalski, Jacek & Steel, Mark F. J., 1993, "Robust bayesian inference in elliptical regression models," Journal of Econometrics, Elsevier, volume 57, issue 1-3, pages 345-363.
- OSIEWALSKI, Jacek, 1993, "Robust Bayesian inference in elliptical regression models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1047, Jan, DOI: 10.1016/0304-4076(93)90070-L.
- Osiewalski, J. & Steel, M.F.J., 1990, "Robust Bayesian inference in elliptical regression models," Discussion Paper, Tilburg University, Center for Economic Research, number 1990-32.
- Osiewalski, J. & Steel, M.F.J., 1990, "Robust Bayesian inference in elliptical regression models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5abdddde-0103-43f0-b47d-2.
- Chib, S. & Osiewalski, J. & Steel, M., 1990, "Posterior Inference On The Degrees Of Freedom Parameter In Multivariate-T Regression Models," Papers, Tilburg - Center for Economic Research, number 9043.
- 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, volume 37, issue 4, pages 391-397, December.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990, "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Discussion Paper, Tilburg University, Center for Economic Research, number 1990-43.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990, "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9d607045-c51b-40b4-9aa3-d.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1992, "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Other publications TiSEM, Tilburg University, School of Economics and Management, number b3503d30-82f3-4ab4-906f-3.
- Chib, B. & Osiewalski, J. & Steel, M., 1990, "Regression Models Under Competing Covariance Matrices: A Baysian Perspective," Papers, Tilburg - Center for Economic Research, number 9063.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990, "Regression models under competing covariance matrices : A Bayesian perspective," Discussion Paper, Tilburg University, Center for Economic Research, number 1990-63.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990, "Regression models under competing covariance matrices : A Bayesian perspective," Other publications TiSEM, Tilburg University, School of Economics and Management, number f5b88ec8-2520-432e-8295-c.
1989
- Steel, M.F.J., 1989, "A Bayesian Analysis Of Simultaneous Equation Models By Combining Recursive Analytical And Numerical Approaches," Papers, Tilburg - Center for Economic Research, number 8908.
- Steel, Mark F. J., 1991, "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Journal of Econometrics, Elsevier, volume 48, issue 1-2, pages 83-117.
- Steel, M.F.J., 1989, "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Discussion Paper, Tilburg University, Center for Economic Research, number 1989-8.
- Steel, M.F.J., 1991, "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Other publications TiSEM, Tilburg University, School of Economics and Management, number 029ee64f-b5a0-4787-9f5e-0.
- Steel, M.F.J., 1989, "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Other publications TiSEM, Tilburg University, School of Economics and Management, number b3f4c27f-4dab-46b3-9587-6.
- Osiewalski, J. & Steel, M.F.J., 1989, "A Bayesian Analysis Of Exogeneity In Models Pooling Time- Series And Cross -Section Data," Papers, Tilburg - Center for Economic Research, number 8914.
- Osiewalski, J. & Steel, M.F.J., 1989, "A Bayesian analysis of exogeneity in models pooling time-series and cross-section data," Discussion Paper, Tilburg University, Center for Economic Research, number 1989-14.
- Osiewalski, J. & Steel, M.F.J., 1989, "A Bayesian analysis of exogeneity in models pooling time-series and cross-section data," Other publications TiSEM, Tilburg University, School of Economics and Management, number a7399259-5e30-4b51-99ad-5.
- Steel, M.F.J. & Richard, J.F., 1989, "Bayesian Multivariate Exogeneity Analysis: An Application To A Uk Money Demand Equation," Papers, Tilburg - Center for Economic Research, number 8929.
- Steel, Mark F. J. & Richard, Jean-Francois, 1991, "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Journal of Econometrics, Elsevier, volume 49, issue 1-2, pages 239-274.
- Steel, M.F.J. & Richard, J., 1989, "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Discussion Paper, Tilburg University, Center for Economic Research, number 1989-29.
- Steel, M.F.J. & Richard, J., 1989, "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2978b800-0592-4480-a5db-3.
- Steel, M.F.J. & Richard, J., 1991, "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Other publications TiSEM, Tilburg University, School of Economics and Management, number a9bb426c-930e-4103-af18-e.
- Steel, M.F.J., 1989, "Weak Exogeneity In Misspecified Sequential Models," Papers, Tilburg - Center for Economic Research, number 8942.
- Steel, M.F.J., 1989, "Weak exogeneity in misspecified sequential models," Discussion Paper, Tilburg University, Center for Economic Research, number 1989-42.
- Steel, M.F.J., 1989, "Weak exogeneity in misspecified sequential models," Other publications TiSEM, Tilburg University, School of Economics and Management, number e64b0605-a027-4d59-a784-c.
1988
- Steel, M.F.J., 1988, "Seemingly unrelated regression equation systems under diffuse stochastic prior information : A recursive analytical approach," Discussion Paper, Tilburg University, Center for Economic Research, number 1988-5.
- Steel, M.F.J., 1988, "Seemingly unrelated regression equation systems under diffuse stochastic prior information : A recursive analytical approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6d8c95f6-dc7f-4fb9-ae6b-3.
- Nijman, T.E. & Steel, M.F.J., 1988, "Exclusion restrictions in instrumental variables equations," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 327.
- Nijman, T.E. & Steel, M.F.J., 1988, "Exclusion restrictions in instrumental variables equations," Other publications TiSEM, Tilburg University, School of Economics and Management, number 16c4ea87-a70c-46c6-aa6b-4.
- Nijman, T.E. & Steel, M.F.J., 1990, "Exclusion restrictions in instrumental variables equations," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2fc5f516-97b7-404e-9571-e.
- Nijman, T.E. & Steel, M.F.J., 1990, "Exclusion restrictions in instrumental variables equations," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8ed5ddd9-9da8-4725-b4fa-c.
1987
- STEEL, Mark F.J., 1987, "Testing for exogeneity. An application to consumption behaviour," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 757, Jan, DOI: 10.1016/S0014-2921(87)80038-7.
1985
- Steel, M., 1985, "A Bayesian analysis of exogeneity: an application to consumption behaviour," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1985023, Jan.
Undated
- Carmen Fernández & Eduardo Ley & Mack F. J. Steel, undated, "Statistical modeling of fishing activities in the North Atlantic," Working Papers, FEDEA, number 97-25.
- Fernández, C. & Ley, E. & Steel, M.F.J., 1997, "Statistical Modelling of Fishing Activities in the North Atlantic," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-111.
- Fernández, C. & Ley, E. & Steel, M.F.J., 1997, "Statistical Modelling of Fishing Activities in the North Atlantic," Other publications TiSEM, Tilburg University, School of Economics and Management, number 20eee0e0-9a7e-40e2-8b1a-b.
- Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1997, "Statistical Modeling of Fishing Activities in the North Atlantic," Econometrics, University Library of Munich, Germany, number 9712001, Dec.
Journal articles
2026
- Gregor Steiner & Mark Steel, 2026, "Bayesian Model Averaging in Causal Instrumental Variable Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 41, issue 5, pages 669-683, August, DOI: 10.1002/jae.70070.
- Gregor Steiner & Mark Steel, 2025, "Bayesian Model Averaging in Causal Instrumental Variable Models," Papers, arXiv.org, number 2504.13520, Apr, revised Feb 2026.
2025
- R Caprio & A M Johansen, 2025, "Fast convergence of the expectation-maximization algorithm under a logarithmic Sobolev inequality," Biometrika, Biometrika Trust, volume 112, issue 4, pages 1-061..
2024
- Crucinio, Francesca R. & De Bortoli, Valentin & Doucet, Arnaud & Johansen, Adam M., 2024, "Solving a class of Fredholm integral equations of the first kind via Wasserstein gradient flows," Stochastic Processes and their Applications, Elsevier, volume 173, issue C, DOI: 10.1016/j.spa.2024.104374.
2023
- 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, volume 162, issue C, pages 76-105, DOI: 10.1016/j.spa.2023.04.016.
- Crucinio, Francesca R. & Johansen, Adam M., 2023, "Properties of marginal sequential Monte Carlo methods," Statistics & Probability Letters, Elsevier, volume 203, issue C, DOI: 10.1016/j.spl.2023.109914.
- 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, volume 118, issue 542, pages 937-947, April, DOI: 10.1080/01621459.2021.1962328.
- 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, volume 52, issue 15, pages 5407-5426, August, DOI: 10.1080/03610926.2021.2008442.
2022
- James Hodgson & Adam M. Johansen & Murray Pollock, 2022, "Unbiased Simulation of Rare Events in Continuous Time," Methodology and Computing in Applied Probability, Springer, volume 24, issue 3, pages 2123-2148, September, DOI: 10.1007/s11009-021-09886-2.
2021
- Angeli, Letizia & Grosskinsky, Stefan & Johansen, Adam M., 2021, "Limit theorems for cloning algorithms," Stochastic Processes and their Applications, Elsevier, volume 138, issue C, pages 117-152, DOI: 10.1016/j.spa.2021.04.007.
- 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, volume 17, issue 12, pages 1-19, December, DOI: 10.1371/journal.pcbi.1009698.
- 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, volume 108, issue 1, pages 53-69.
2020
- 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, volume 82, issue 5, pages 1167-1221, December, DOI: 10.1111/rssb.12365.
- Mark F. J. Steel, 2020, "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, volume 58, issue 3, pages 644-719, September, DOI: 10.1257/jel.20191385.
- Steel, Mark F. J., 2017, "Model Averaging and its Use in Economics," MPRA Paper, University Library of Munich, Germany, number 81568, Sep.
- Steel, Mark F. J., 2017, "Model Averaging and its Use in Economics," MPRA Paper, University Library of Munich, Germany, number 90110, Sep, revised 16 Nov 2018.
2019
- 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, volume 81, issue 5, pages 809-837, November, DOI: 10.1111/rssb.12333.
2018
- 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, volume 70, issue 4, pages 717-744, August, DOI: 10.1007/s10463-017-0609-x.
- 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, volume 86, issue 2, pages 237-258, August, DOI: 10.1111/insr.12249.
- 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, volume 27, issue 2, pages 207-218, June, DOI: 10.1007/s10260-017-0384-0.
2017
- Pieralberto Guarniero & Adam M. Johansen & Anthony Lee, 2017, "The Iterated Auxiliary Particle Filter," Journal of the American Statistical Association, Taylor & Francis Journals, volume 112, issue 520, pages 1636-1647, October, DOI: 10.1080/01621459.2016.1222291.
- 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, volume 180, issue 2, pages 613-631, February.
- Vallejos, Catalina & Steel, Mark F. J., 2014, "Bayesian Survival Modelling of University Outcomes," MPRA Paper, University Library of Munich, Germany, number 57185, May.
- Vallejos, Catalina A. & Steel, Mark F.J., 2017, "Incorporating unobserved heterogeneity in Weibull survival models: A Bayesian approach," Econometrics and Statistics, Elsevier, volume 3, issue C, pages 73-88, DOI: 10.1016/j.ecosta.2017.01.005.
2015
- 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, volume 10, issue 7, pages 1-14, July, DOI: 10.1371/journal.pone.0132485.
- 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, volume 10, issue 9, pages 1-18, September, DOI: 10.1371/journal.pone.0137036.
- 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, volume 18, issue 2, pages 156-165, June, DOI: 10.1007/s10729-014-9267-1.
- Mark F. J. Steel & Francisco J. Rubio, 2015, "Discussion," International Statistical Review, International Statistical Institute, volume 83, issue 2, pages 218-222, August.
- Catalina A. Vallejos & Mark F. J. Steel, 2015, "Objective Bayesian Survival Analysis Using Shape Mixtures of Log-Normal Distributions," Journal of the American Statistical Association, Taylor & Francis Journals, volume 110, issue 510, pages 697-710, June, DOI: 10.1080/01621459.2014.923316.
2014
- 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, volume 66, issue 3, pages 553-575, June, DOI: 10.1007/s10463-014-0450-4.
- 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, volume 66, issue 3, pages 577-609, June, DOI: 10.1007/s10463-014-0455-z.
- Cozzini, Alberto & Jasra, Ajay & Montana, Giovanni & Persing, Adam, 2014, "A Bayesian mixture of lasso regressions with t-errors," Computational Statistics & Data Analysis, Elsevier, volume 77, issue C, pages 84-97, DOI: 10.1016/j.csda.2014.03.018.
2013
- 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, volume 40, issue 5, pages 993-1016, DOI: 10.1080/02664763.2013.772569.
- 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, volume 12, issue 6, pages 757-786, December, DOI: 10.1515/sagmb-2013-0040.
- 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, volume 9, issue 11, pages 1-28, November, DOI: 10.1371/journal.pgen.1003939.
- 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, volume 75, issue 3, pages 499-529, June.
2012
- 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, volume 33, issue 5, pages 807-823, September, DOI: j.1467-9892.2011.00777.x.
- 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, volume 11, issue 1, pages 1-43, January, DOI: 10.2202/1544-6115.1755.
- Carta, Alessandro & Steel, Mark F.J., 2012, "Modelling multi-output stochastic frontiers using copulas," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3757-3773, DOI: 10.1016/j.csda.2010.07.007.
- Rubio, F.J. & Steel, M.F.J., 2012, "On the Marshall–Olkin transformation as a skewing mechanism," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 7, pages 2251-2257, DOI: 10.1016/j.csda.2012.01.003.
- Ley, Eduardo & Steel, Mark F.J., 2012, "Mixtures of g-priors for Bayesian model averaging with economic applications," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 251-266, DOI: 10.1016/j.jeconom.2012.06.009.
- 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, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws112116, Jul.
- Ley, Eduardo & Steel, Mark F. J., 2010, "Mixtures of g-priors for Bayesian model averaging with economic applications," MPRA Paper, University Library of Munich, Germany, number 26941, Nov.
- Ley, Eduardo & Steel, Mark F. J., 2011, "Mixtures of g-priors for Bayesian model averaging with economic applications," MPRA Paper, University Library of Munich, Germany, number 36817, Dec.
- Ley, Eduardo & Steel, Mark F.J., 2011, "Mixtures of g-priors for Bayesian Model Averaging with economic application," Policy Research Working Paper Series, The World Bank, number 5732, Jul.
2011
- K. Triantafyllopoulos & G. Montana, 2011, "Dynamic modeling of mean-reverting spreads for statistical arbitrage," Computational Management Science, Springer, volume 8, issue 1, pages 23-49, April, DOI: 10.1007/s10287-009-0105-8.
- Kostas Triantafyllopoulos & Giovanni Montana, 2008, "Dynamic modeling of mean-reverting spreads for statistical arbitrage," Papers, arXiv.org, number 0808.1710, Aug, revised May 2009.
- Rubio, F.J. & Steel, M.F.J., 2011, "Inference for grouped data with a truncated skew-Laplace distribution," Computational Statistics & Data Analysis, Elsevier, volume 55, issue 12, pages 3218-3231, December.
- Kolossiatis, M. & Griffin, J.E. & Steel, M.F.J., 2011, "Modeling overdispersion with the normalized tempered stable distribution," Computational Statistics & Data Analysis, Elsevier, volume 55, issue 7, pages 2288-2301, July.
- Griffin, J.E. & Steel, M.F.J., 2011, "Stick-breaking autoregressive processes," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 383-396, June.
- Thaís C. O. Fonseca & Mark F. J. Steel, 2011, "Non-Gaussian spatiotemporal modelling through scale mixing," Biometrika, Biometrika Trust, volume 98, issue 4, pages 761-774.
2010
- 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, volume 28, issue 1, pages 52-66.
- 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, volume 54, issue 11, pages 2594-2608, November.
- Griffin, Jim & Steel, Mark F.J., 2008, "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper, University Library of Munich, Germany, number 11071, Oct.
- Miguel A. Juárez & Mark F. J. Steel, 2010, "Non‐gaussian dynamic bayesian modelling for panel data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 7, pages 1128-1154, November/.
- Juarez, Miguel A. & Steel, Mark F. J., 2006, "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper, University Library of Munich, Germany, number 450, Jul.
2009
- Johansen, Adam M., 2009, "SMCTC: Sequential Monte Carlo in C++," Journal of Statistical Software, Foundation for Open Access Statistics, volume 30, issue i06, DOI: http://hdl.handle.net/10.18637/jss..
- Maurice Berk & Giovanni Montana, 2009, "Functional modelling of microarray time series with covariate curves," Statistica, Department of Statistics, University of Bologna, volume 69, issue 2, pages 159-186.
- Eduardo Ley & Mark F. J. Steel, 2009, "Comments on ‘Jointness of growth determinants’," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 2, pages 248-251, March.
- 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 notice is included in the online and print versions t," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 4, pages 651-674, DOI: 10.1002/jae.1057.
2008
- Johansen, Adam M. & Doucet, Arnaud, 2008, "A note on auxiliary particle filters," Statistics & Probability Letters, Elsevier, volume 78, issue 12, pages 1498-1504, September.
- J. Griffin & M. Steel, 2008, "Flexible mixture modelling of stochastic frontiers," Journal of Productivity Analysis, Springer, volume 29, issue 1, pages 33-50, February, DOI: 10.1007/s11123-007-0064-4.
2007
- 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, volume 137, issue 2, pages 641-673, April.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics, University Library of Munich, Germany, number 0404005, Apr.
- Ley, Eduardo & Steel, Mark F.J., 2007, "Jointness in Bayesian variable selection with applications to growth regression," Journal of Macroeconomics, Elsevier, volume 29, issue 3, pages 476-493, September.
- Ley, Eduardo & Steel, Mark F. J., 2006, "Jointness in Bayesian variable selection with applications to growth regression," Policy Research Working Paper Series, The World Bank, number 4063, Nov.
- Jim Griffin & Mark Steel, 2007, "Bayesian stochastic frontier analysis using WinBUGS," Journal of Productivity Analysis, Springer, volume 27, issue 3, pages 163-176, June, DOI: 10.1007/s11123-007-0033-y.
- Jim Griffin & Mark Steel, 2005, "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics, University Library of Munich, Germany, number 0509004, Sep.
2006
- 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, volume 8, issue 2, pages 265-291, June, DOI: 10.1007/s11009-006-8552-y.
- Griffin, J.E. & Steel, M.F.J., 2006, "Order-Based Dependent Dirichlet Processes," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 179-194, March.
- Palacios, M. Blanca & Steel, Mark F.J., 2006, "Non-Gaussian Bayesian Geostatistical Modeling," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 604-618, June.
- Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006, "A Constructive Representation of Univariate Skewed Distributions," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 823-829, June.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "A Constructive Representation of Univariate Skewed Distributions," Econometrics, University Library of Munich, Germany, number 0403002, Mar.
- Griffin, J.E. & Steel, M.F.J., 2006, "Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility," Journal of Econometrics, Elsevier, volume 134, issue 2, pages 605-644, October.
- James E. Griffin & Mark F.J. Steel, 2002, "Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility," Econometrics, University Library of Munich, Germany, number 0201002, Jan, revised 04 Apr 2003.
2005
- 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, volume 67, issue 4, pages 599-616, September, DOI: 10.1111/j.1467-9868.2005.00518.x.
- J.T.A.S. Ferreira & M.F.J. Steel, 2004, "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics, University Library of Munich, Germany, number 0410006, Oct.
- Fernandez, Carmen & Koop, Gary & Steel, Mark F.J., 2005, "Alternative efficiency measures for multiple-output production," Journal of Econometrics, Elsevier, volume 126, issue 2, pages 411-444, June.
- Carmen Fernandez & Gary Koop & Mark F J Steel, 2003, "Alternative efficiency measures for multiple-output production," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 65, Aug.
2004
- 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, volume 22, pages 431-442, October.
- Griffin, J. E. & Steel, M. F. J., 2004, "Semiparametric Bayesian inference for stochastic frontier models," Journal of Econometrics, Elsevier, volume 123, issue 1, pages 121-152, November.
- Jim E. Griffin & Mark F.J. Steel, 2002, "Semiparametric Bayesian Inference for Stochastic Frontier Models," Econometrics, University Library of Munich, Germany, number 0209001, Sep, revised 18 Sep 2002.
2003
- 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, volume 59, issue 1, pages 202-202, March.
2002
- Kendall, Wilfrid S. & Montana, Giovanni, 2002, "Small sets and Markov transition densities," Stochastic Processes and their Applications, Elsevier, volume 99, issue 2, pages 177-194, June.
- 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, volume 97, pages 432-442, June.
- Carmen Fernandez & Mark F J Steel & Gary Koop, 2002, "Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 34.
- Carmen Fernandez & Gary Koop & Mark F.J. Steel, 2002, "Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture," Econometrics, University Library of Munich, Germany, number 0201001, Jan, revised 06 Jan 2002.
- 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, volume 51, issue 3, pages 257-280, July, DOI: 10.1111/1467-9876.00268.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1999, "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 20, revised Nov 2001.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 2001, "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 67, Nov, revised Nov 2001.
- Carmen Fernandez & Eduardo Ley & Mark Steel, 2001, "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics, University Library of Munich, Germany, number 0110003, Oct, revised 23 Nov 2001.
2001
- Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001, "Benchmark priors for Bayesian model averaging," Journal of Econometrics, Elsevier, volume 100, issue 2, pages 381-427, February.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998, "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 26, Apr.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998, "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 66, Apr.
- Carmen Fernández & Eduardo Ley & Mark F. J. Steel, undated, "Benchmark priors for Bayesian Model averaging," Working Papers, FEDEA, number 98-06.
- Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998, "Benchmark Priors for Bayesian Model Averaging," Econometrics, University Library of Munich, Germany, number 9804001, Apr, revised 08 Oct 2001.
- Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 2001, "Robust Bayesian Inference on Scale Parameters," Journal of Multivariate Analysis, Elsevier, volume 77, issue 1, pages 54-72, April.
- Carmen Fernandez & Jacek Osiewalski & Mark F J Steel, 1996, "Robust Bayesian inference on scale parameters," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 25.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996, "Robust Bayesian Inference on Scale Parameters," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-65.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996, "Robust Bayesian Inference on Scale Parameters," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7ac8a9cf-881f-4009-8308-7.
- Carmen Fernandez & Eduardo Ley & Mark F. J. Steel, 2001, "Model uncertainty in cross-country growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 5, pages 563-576.
- Carmen Fernandez & Eduardo Ley & Mark Steel, 2001, "Model uncertainty in cross-country growth regressions," Econometrics, University Library of Munich, Germany, number 0110002, Oct.
- Carmen Fernandez & Eduardo Ley & Mark Steel, 1999, "Model uncertainty in cross-country growth regressions," Econometrics, University Library of Munich, Germany, number 9903003, Mar, revised 06 Oct 2001.
2000
- 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, volume 18, issue 3, pages 284-299, July.
- Fernández, Carmen & Steel, Mark F.J., 2000, "Bayesian Regression Analysis With Scale Mixtures Of Normals," Econometric Theory, Cambridge University Press, volume 16, issue 1, pages 80-101, February.
- Carmen Fernandez & Mark F J Steel, 1999, "Bayesian Regression Analysis with scale mixtures of normals," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 27.
- Fernandez, Carmen & Koop, Gary & Steel, Mark, 2000, "A Bayesian analysis of multiple-output production frontiers," Journal of Econometrics, Elsevier, volume 98, issue 1, pages 47-79, September.
- Carmen Fernandez & Gary Koop & Mark F J Steel, 1999, "A Bayesian analysis of multiple-output production frontier," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 21.
- 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, volume 33, issue 3, pages 185-202.
- Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997, "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-85.
- Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997, "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Other publications TiSEM, Tilburg University, School of Economics and Management, number 70bc4936-7304-4e87-910c-b.
1999
- 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, volume 61, issue 4, pages 455-487, November, DOI: 10.1111/1468-0084.00139.
- Fernández, Carmen & Steel, Mark F. J., 1999, "Reference priors for the general location-scale modelm," Statistics & Probability Letters, Elsevier, volume 43, issue 4, pages 377-384, July.
- Carmen Fernandez & Mark F J Steel, 1998, "Reference priors for the general location-scale model," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 23, Oct.
- Fernández, C. & Steel, M.F.J., 1997, "Reference Priors for the General Location-Scale Model," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-105.
- Fernández, C. & Steel, M.F.J., 1997, "Reference Priors for the General Location-Scale Model," Other publications TiSEM, Tilburg University, School of Economics and Management, number 3a91a072-b14c-4c07-b2e7-0.
- C. Fernandez & M. F. J. Steel, 1999, "Some comments on model development and posterior existence," Econometric Reviews, Taylor & Francis Journals, volume 18, issue 1, pages 89-96, DOI: 10.1080/07474939908800430.
1998
- Kiefer, Nicholas M & Steel, Mark F J, 1998, "Bayesian Analysis of the Prototypal Search Model," Journal of Business & Economic Statistics, American Statistical Association, volume 16, issue 2, pages 178-186, April.
- Jacek Osiewalski & Mark Steel, 1998, "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Journal of Productivity Analysis, Springer, volume 10, issue 1, pages 103-117, July, DOI: 10.1023/A:1018302600587.
- Osiewalski, J. & Steel, M.F.J., 1996, "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-03.
- Osiewalski, J. & Steel, M.F.J., 1996, "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number ea25885a-8c13-4689-86b1-8.
- 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, volume 7, issue 1, pages 179-205, June, DOI: 10.1007/BF02565109.
- Fernández, C. & Steel, M.F.J., 1997, "Reference Priors For Non-Normal Two-Sample Problems," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-104.
- Fernández, C. & Steel, M.F.J., 1997, "Reference Priors For Non-Normal Two-Sample Problems," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4592f1f6-f6e7-4af0-933f-0.
- Mark Steel, 1998, "Bayesian analysis of stochastic volatility models with flexible tails," Econometric Reviews, Taylor & Francis Journals, volume 17, issue 2, pages 109-143, DOI: 10.1080/07474939808800408.
- Eduardo Ley & Mark F.J. Steel, 1998, "A model of management teams," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 19, issue 6, pages 355-363, DOI: 10.1002/(SICI)1099-1468(199809)19:6.
- Eduardo Ley & Mark F J Steel, 1995, "A Model of Management Teams," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 24, Jul.
- Ley, E. & Steel, M.FJ., 1995, "A Model of Management Teams," Papers, Tilburg - Center for Economic Research, number 9586.
- Ley, E. & Steel, M.F.J., 1995, "A model of management teams," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-86.
- Ley, E. & Steel, M.F.J., 1995, "A model of management teams," Other publications TiSEM, Tilburg University, School of Economics and Management, number 516c90df-00d7-4ea2-b88b-6.
- Eduardo Ley & Mark F.J. Steel, 1995, "A Model of Management Teams," Others, University Library of Munich, Germany, number 9503001, Mar, revised 19 Jul 1995.
1997
- 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, volume 76, issue 1-2, pages 149-169.
- KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark, 1995, "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995035, 00.
- Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., 1997, "Bayesian analysis of long memory and persistence using ARFIMA models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1246, Jan, DOI: 10.1016/0304-4076(95)01787-9.
- Gary Koop, 1995, "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers, University of Toronto, Department of Economics, number gkoop-95-01, May.
- Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995, "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics, University Library of Munich, Germany, number 9505001, May, revised 22 Jun 2004.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1997, "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," Journal of Econometrics, Elsevier, volume 76, issue 1-2, pages 77-105.
- KOOP , Gary & OSIEWALSKI , Jacek & STEEL , Mark, 1995, "Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995036, 00.
- Koop, G. & Osiewalski, J. & Steel, M. F. J., 1997, "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1245, Jan, DOI: 10.1016/0304-4076(95)01783-6.
- 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, volume 79, issue 1, pages 169-193, July.
1996
- Ley, Eduardo & Steel, Mark F J, 1996, "On the Estimation of Demand Systems through Consumption Efficiency," The Review of Economics and Statistics, MIT Press, volume 78, issue 3, pages 539-543, August.
- Eduardo Ley & Mark F.J. Steel, 1995, "On the Estimation of Demand Systems Through Consumption Efficiency," Econometrics, University Library of Munich, Germany, number 9503001, Mar, revised 22 Feb 1996.
1995
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1995, "Bayesian long-run prediction in time series models," Journal of Econometrics, Elsevier, volume 69, issue 1, pages 61-80, September.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1992, "Bayesian long-run prediction in time series models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 2822, Mar.
1994
- 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, volume 12, issue 1, pages 95-107, January.
- 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, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 3706, May.
- Koop, G. & Steel, M.F.J., 1991, "A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models," Papers, Tilburg - Center for Economic Research, number 9150.
- Koop, G. & Steel, M.F.J., 1991, "A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models," Discussion Paper, Tilburg University, Center for Economic Research, number 1991-50.
- Koop, G. & Steel, M.F.J., 1991, "A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 159b4dfe-e9af-420c-ad47-d.
- 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, volume 12, issue 2, pages 221-231, April.
- BAUWENS, Luc & FIEBIG, Denzil & STEEL, Mark, 1992, "Estimating End-Use Demand : A Bayesian Approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1992052, Jul.
- Bauwens, L. & Fiebig, D. G. & Steel, M. F. J., 1994, "Estimating End-use Demand: a Bayesian Approach," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1090, Jan.
- Bauwens, Luc & Fiebig, Denzil G. & Steel, Mark F.J., 1992, "Estimating end-use demand: A Bayesian approach," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 2839, Jul.
- 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, volume 12, issue 3, pages 339-346, July.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994, "Bayesian efficiency analysis with a flexible form : The aim cost function," Discussion Paper, Tilburg University, Center for Economic Research, number 1994-13.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994, "Bayesian efficiency analysis with a flexible form : The aim cost function," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0dcc8566-0055-4dc1-9c6b-7.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1994, "Posterior Properties of Long-Run Impulse Responses," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 4, pages 489-492, October.
- 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, volume 14, issue 2, pages 257-257, April.
- van den Broeck, Julien & Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1994, "Stochastic frontier models : A Bayesian perspective," Journal of Econometrics, Elsevier, volume 61, issue 2, pages 273-303, April.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J. & Broeck, Julien Van den, 1992, "Stochastic frontier models: a bayesian perspective," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 2823, Apr.
- ten Raa, Thijs & Steel, Mark F. J., 1994, "Revised stochastic analysis of an input-output model," Regional Science and Urban Economics, Elsevier, volume 24, issue 3, pages 361-371, June.
- Raa, Thijs ten & Steel, Mark F.J., 1992, "Revised stochastic analysis of an input-output model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 2836, Jun.
- Ten Raa, M.H. & Steel, M.F.J., 1991, "Revised stochastic analysis of an input-output model," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0d875345-636c-45be-adca-6.
1993
- 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.
- Osiewalski, Jacek & Steel, Mark F. J., 1993, "Robust bayesian inference in elliptical regression models," Journal of Econometrics, Elsevier, volume 57, issue 1-3, pages 345-363.
- OSIEWALSKI, Jacek, 1993, "Robust Bayesian inference in elliptical regression models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1047, Jan, DOI: 10.1016/0304-4076(93)90070-L.
- Osiewalski, J. & Steel, M., 1990, "Robust Bayesian Inference In Elliptical Regression Models," Papers, Tilburg - Center for Economic Research, number 9032.
- Osiewalski, J. & Steel, M.F.J., 1990, "Robust Bayesian inference in elliptical regression models," Discussion Paper, Tilburg University, Center for Economic Research, number 1990-32.
- Osiewalski, J. & Steel, M.F.J., 1990, "Robust Bayesian inference in elliptical regression models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5abdddde-0103-43f0-b47d-2.
- Osiewalski, Jacek & Steel, Mark F. J., 1993, "Bayesian marginal equivalence of elliptical regression models," Journal of Econometrics, Elsevier, volume 59, issue 3, pages 391-403, October.
- Osiewalski, Jacek & Steel, Mark F.J., 1992, "Bayesian marginal equivalence of elliptical regression models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 10950, Feb.
- Osiewalski, J. & Steel, M., 1991, "Bayesian Marginal Equivalence of Elliptical Regression Models," Papers, Tilburg - Center for Economic Research, number 9119.
- Osiewalski, J. & Steel, M.F.J., 1991, "Bayesian marginal equivalence of elliptical regression models," Discussion Paper, Tilburg University, Center for Economic Research, number 1991-19.
- Osiewalski, J. & Steel, M.F.J., 1991, "Bayesian marginal equivalence of elliptical regression models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9ecaf734-de5e-42e4-9017-8.
1992
- Mark F. J. Steel, 1992, "Weak Exogeneity in Overreduced Sequential Models," Annals of Economics and Statistics, GENES, issue 27, pages 51-72.
- Osiewalski, Jacek & Steel, Mark F. J., 1992, "A Bayesian note on competing correlation structures in the dynamic linear regression model," Economics Letters, Elsevier, volume 40, issue 4, pages 383-388, December.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991, "A Baysian Note on Competing Correlation Structures in the Dynamic Linear Regression Model," Papers, Tilburg - Center for Economic Research, number 9122.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991, "A Bayesian note on competing correlation structures in the dynamic linear regression model," Discussion Paper, Tilburg University, Center for Economic Research, number 1991-22.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991, "A Bayesian note on competing correlation structures in the dynamic linear regression model," Other publications TiSEM, Tilburg University, School of Economics and Management, number 270d5ce1-a0c2-4700-a67c-f.
1991
- 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, volume 37, issue 4, pages 391-397, December.
- Chib, S. & Osiewalski, J. & Steel, M., 1990, "Posterior Inference On The Degrees Of Freedom Parameter In Multivariate-T Regression Models," Papers, Tilburg - Center for Economic Research, number 9043.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990, "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Discussion Paper, Tilburg University, Center for Economic Research, number 1990-43.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990, "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9d607045-c51b-40b4-9aa3-d.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1992, "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Other publications TiSEM, Tilburg University, School of Economics and Management, number b3503d30-82f3-4ab4-906f-3.
- Steel, Mark F. J., 1991, "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Journal of Econometrics, Elsevier, volume 48, issue 1-2, pages 83-117.
- Steel, M.F.J., 1989, "A Bayesian Analysis Of Simultaneous Equation Models By Combining Recursive Analytical And Numerical Approaches," Papers, Tilburg - Center for Economic Research, number 8908.
- Steel, M.F.J., 1989, "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Discussion Paper, Tilburg University, Center for Economic Research, number 1989-8.
- Steel, M.F.J., 1991, "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Other publications TiSEM, Tilburg University, School of Economics and Management, number 029ee64f-b5a0-4787-9f5e-0.
- Steel, M.F.J., 1989, "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Other publications TiSEM, Tilburg University, School of Economics and Management, number b3f4c27f-4dab-46b3-9587-6.
- Steel, Mark F. J. & Richard, Jean-Francois, 1991, "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Journal of Econometrics, Elsevier, volume 49, issue 1-2, pages 239-274.
- Steel, M.F.J. & Richard, J.F., 1989, "Bayesian Multivariate Exogeneity Analysis: An Application To A Uk Money Demand Equation," Papers, Tilburg - Center for Economic Research, number 8929.
- Steel, M.F.J. & Richard, J., 1989, "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Discussion Paper, Tilburg University, Center for Economic Research, number 1989-29.
- Steel, M.F.J. & Richard, J., 1989, "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2978b800-0592-4480-a5db-3.
- Steel, M.F.J. & Richard, J., 1991, "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Other publications TiSEM, Tilburg University, School of Economics and Management, number a9bb426c-930e-4103-af18-e.
- 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., volume 6, issue 4, pages 365-370, Oct.-Dec..
1988
- 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, volume 38, issue 1-2, pages 7-37.
Chapters
1993
- Eduardo Ley & Mark F. J. Steel, 1993, "Bayesian Econometrics: Conjugate Analysis and Rejection Sampling," Springer Books, Springer, chapter 15, in: Hal R. Varian, "Economic and Financial Modeling with Mathematica®", DOI: 10.1007/978-1-4757-2281-9_15.
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