Mark Florimond Steel

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Affiliations

• University of Warwick / Department of Statistics
  • EDIRC entry
  • location:

Research profile

author of:

• Weak Exogeneity in Overreduced Sequential Models (RePEc:adr:anecst:y:1992:i:27:p:51-72)
  by Mark F. J. Steel
• Regression Models under Competing Covariance Structures: A Bayesian Perspective (RePEc:adr:anecst:y:1993:i:32:p:65-79)
  by Jacek Osiewalski & Mark F. J. Steel
• Model Averaging and Its Use in Economics (RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719)
  by Mark F. J. Steel
• Order-Based Dependent Dirichlet Processes (RePEc:bes:jnlasa:v:101:y:2006:p:179-194)
  by Griffin, J.E. & Steel, M.F.J.
• Non-Gaussian Bayesian Geostatistical Modeling (RePEc:bes:jnlasa:v:101:y:2006:p:604-618)
  by Palacios, M. Blanca & Steel, Mark F.J.
• A Constructive Representation of Univariate Skewed Distributions (RePEc:bes:jnlasa:v:101:y:2006:p:823-829)
  by Ferreira, Jose T.A.S. & Steel, Mark F.J.
• Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture (RePEc:bes:jnlasa:v:97:y:2002:m:june:p:432-442)
  by Fernandez C. & Koop G. & Steel M.F.J.
• A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models (RePEc:bes:jnlbes:v:12:y:1994:i:1:p:95-107)
  by Koop, Gary & Steel, Mark F J
• Estimating End-Use Demand: A Bayesian Approach (RePEc:bes:jnlbes:v:12:y:1994:i:2:p:221-31)
  by Bauwens, Luc & Fiebig, Denzil G & Steel, Mark F J
• Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function (RePEc:bes:jnlbes:v:12:y:1994:i:3:p:339-46)
  by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
• Posterior Properties of Long-Run Impulse Responses (RePEc:bes:jnlbes:v:12:y:1994:i:4:p:489-92)
  by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
• Correction [Posterior Properties of Long-Run Impulse Responses] (RePEc:bes:jnlbes:v:14:y:1996:i:2:p:257)
  by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
• Bayesian Analysis of the Prototypal Search Model (RePEc:bes:jnlbes:v:16:y:1998:i:2:p:178-86)
  by Kiefer, Nicholas M & Steel, Mark F J
• Modeling the Sources of Output Growth in a Panel of Countries (RePEc:bes:jnlbes:v:18:y:2000:i:3:p:284-99)
  by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
• Bayesian Analysis of Interval Data Contingent Valuation Models and Pricing Policies (RePEc:bes:jnlbes:v:22:y:2004:p:431-442)
  by Carmen Fernandez & Carmelo J. Leon & Mark F.J. Steel & Francisco Jose Vazquez-Polo
• Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-t Distributions (RePEc:bes:jnlbes:v:28:i:1:y:2010:p:52-66)
  by Juárez, Miguel A. & Steel, Mark F. J.
• 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 (RePEc:bla:biomet:v:59:y:2003:i:1:p:202-202)
  by M. F. J. Steel
• Discussion (RePEc:bla:istatr:v:83:y:2015:i:2:p:218-222)
  by Mark F. J. Steel & Francisco J. Rubio
• Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression (RePEc:bla:istatr:v:86:y:2018:i:2:p:237-258)
  by Anabel Forte & Gonzalo Garcia‐Donato & Mark Steel
• Bayesian survival modelling of university outcomes (RePEc:bla:jorssa:v:180:y:2017:i:2:p:613-631)
  by Catalina A. Vallejos & Mark F. J. Steel
• Modelling directional dispersion through hyperspherical log‐splines (RePEc:bla:jorssb:v:67:y:2005:i:4:p:599-616)
  by José T. A. S. Ferreira & Mark F. J. Steel
• Comparing distributions by using dependent normalized random-measure mixtures (RePEc:bla:jorssb:v:75:y:2013:i:3:p:499-529)
  by J. E. Griffin & M. Kolossiatis & M. F. J. Steel
• On choosing mixture components via non‐local priors (RePEc:bla:jorssb:v:81:y:2019:i:5:p:809-837)
  by Jairo Fúquene & Mark Steel & David Rossell
• Bayesian modelling of catch in a north‐west Atlantic fishery (RePEc:bla:jorssc:v:51:y:2002:i:3:p:257-280)
  by Carmen Fernández & Eduardo Ley & Mark F. J. Steel
• The Components of Output Growth: A Stochastic Frontier Analysis (RePEc:bla:obuest:v:61:y:1999:i:4:p:455-487)
  by Gary Koop & Jacek Osiewalski & Mark F. J. Steel
• A Bayesian analysis of exogeneity: an application to consumption behaviour (RePEc:cor:louvco:1985023)
  by Steel, M.
• Semi-conjugate prior densities in multivariate t regression models (RePEc:cor:louvco:1990018)
  by OSIEWALSKI, Jacek & STEEL, Mark
• Estimating End-Use Demand : A Bayesian Approach (RePEc:cor:louvco:1992052)
  by BAUWENS, Luc & FIEBIG, Denzil & STEEL, Mark
• Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling (RePEc:cor:louvco:1994061)
  by KOOP, Gary & STEEL, Mark F. & OSIEWALSKI, Jacek
• The Components of Output Growth : A Cross-Country Analysis (RePEc:cor:louvco:1995003)
  by KOOP, Gary & OSIEWALSKI, Jacek & STEEL, Mark
• Inference Robustness in Multivariate Models with a Scale Parameter (RePEc:cor:louvco:1995030)
  by FERNANDEZ, Carmen & OSIEWALSKI, Jacek & STEEL, Mark FJ.
• Bayesian Analysis of Long Memory and Persistence using ARFIMA Models (RePEc:cor:louvco:1995035)
  by KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark
• Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers (RePEc:cor:louvco:1995036)
  by KOOP , Gary & OSIEWALSKI , Jacek & STEEL , Mark
• Measuring the Sources of Output Growth in a Panel of Countries (RePEc:cor:louvco:1995042)
  by KOOP , Gary & OSIEWALSKI, Jacek & STEEL , Mark
• Estimating End-use Demand: a Bayesian Approach (RePEc:cor:louvrp:1090)
  by Bauwens, L. & Fiebig, D. G. & Steel, M. F. J.
• Bayesian efficiency analysis through individual effects: Hospital cost frontiers (RePEc:cor:louvrp:1245)
  by Koop, G. & Osiewalski, J. & Steel, M. F. J.
• Bayesian analysis of long memory and persistence using ARFIMA models (RePEc:cor:louvrp:1246)
  by Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J.
• Testing for exogeneity. An application to consumption behaviour (RePEc:cor:louvrp:757)
  by STEEL, Mark F.J.
• Posterior moments of scale parameters in elliptical regression models (RePEc:cte:werepe:10879)
  by Osiewalski, Jacek & Steel, Mark F.J.
• Bayesian marginal equivalence of elliptical regression models (RePEc:cte:werepe:10950)
  by Osiewalski, Jacek & Steel, Mark F.J.
• Robust bayesian inference in empirical regression models (RePEc:cte:werepe:2814)
  by Osiewalski, Jacek & Steel, Mark F.J.
• Bayesian long-run prediction in time series models (RePEc:cte:werepe:2822)
  by Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J.
• Stochastic frontier models: a bayesian perspective (RePEc:cte:werepe:2823)
  by Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J. & Broeck, Julien Van den
• Revised stochastic analysis of an input-output model (RePEc:cte:werepe:2836)
  by Raa, Thijs ten & Steel, Mark F.J.
• Posterior inference on long-run impulse responses (RePEc:cte:werepe:2838)
  by Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J.
• Estimating end-use demand: A Bayesian approach (RePEc:cte:werepe:2839)
  by Bauwens, Luc & Fiebig, Denzil G. & Steel, Mark F.J.
• Robust Bayesian inference in Iq-Spherical models (RePEc:cte:werepe:2843)
  by Osiewalski, Jacek & Steel, Mark F.J.
• Bayesian econometrics:conjugate analysis and rejection sampling using mathematica (RePEc:cte:werepe:2887)
  by Ley, Eduardo & Steel, Mark F.J.
• Rejection sampling in demand systems (RePEc:cte:wsrepe:3674)
  by Ley, Eduardo & Steel, Mark F.J.
• Posterior analysis of stochastic frontier models using Gibbs sampling (RePEc:cte:wsrepe:3677)
  by Koop, Gary & Steel, Mark F.J. & Osiewalski, Jacek
• Bayesian efficiency analysis with a flexible cost function (RePEc:cte:wsrepe:3703)
  by Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J.
• A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models (RePEc:cte:wsrepe:3706)
  by Koop, Gary & Steel, Mark F.J.
• Mixtures of g-priors for bayesian model averaging with economic applications (RePEc:cte:wsrepe:ws112116)
  by Ley, Eduardo & Steel, Mark F.J.
• Bayesian Regression Analysis With Scale Mixtures Of Normals (RePEc:cup:etheor:v:16:y:2000:i:01:p:80-101_16)
  by Fernández, Carmen & Steel, Mark F.J.
• Bayesian Analysis of Stochastic Frontier Models (RePEc:edn:esedps:19)
  by Gary Koop & Mark F J Steel
• Bayesian modelling of catch in a Northwest Atlantic Fishery (first version) (RePEc:edn:esedps:20)
  by Carmen Fernandez & Eduardo Ley & Mark F J Steel
• A Bayesian analysis of multiple-output production frontier (RePEc:edn:esedps:21)
  by Carmen Fernandez & Gary Koop & Mark F J Steel
• On the dangers of modelling through continuous distributions: A Bayesian perspective (RePEc:edn:esedps:22)
  by Carmen Fernandez & Mark F J Steel
• Reference priors for the general location-scale model (RePEc:edn:esedps:23)
  by Carmen Fernandez & Mark F J Steel
• A Model of Management Teams (RePEc:edn:esedps:24)
  by Eduardo Ley & Mark F J Steel
• Robust Bayesian inference on scale parameters (RePEc:edn:esedps:25)
  by Carmen Fernandez & Jacek Osiewalski & Mark F J Steel
• Benchmark priors for Bayesian model averaging (RePEc:edn:esedps:26)
  by Carmen Fernandez & Eduardo Ley & Mark F J Steel
• Bayesian Regression Analysis with scale mixtures of normals (RePEc:edn:esedps:27)
  by Carmen Fernandez & Mark F J Steel
• Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture (RePEc:edn:esedps:34)
  by Carmen Fernandez & Mark F J Steel & Gary Koop
• We have just averaged over two trillion cross-country growth regressions (RePEc:edn:esedps:43)
  by Eduardo Ley & Mark F J Steel
• Alternative efficiency measures for multiple-output production (RePEc:edn:esedps:65)
  by Carmen Fernandez & Gary Koop & Mark F J Steel
• Benchmark priors for Bayesian model averaging (RePEc:edn:esedps:66)
  by Carmen Fernandez & Eduardo Ley & Mark F J Steel
• Bayesian modelling of catch in a Northwest Atlantic Fishery (RePEc:edn:esedps:67)
  by Carmen Fernandez & Eduardo Ley & Mark F J Steel
• Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes (RePEc:eee:csdana:v:54:y:2010:i:11:p:2594-2608)
  by Griffin, J.E. & Steel, M.F.J.
• Inference for grouped data with a truncated skew-Laplace distribution (RePEc:eee:csdana:v:55:y:2011:i:12:p:3218-3231)
  by Rubio, F.J. & Steel, M.F.J.
• Modeling overdispersion with the normalized tempered stable distribution (RePEc:eee:csdana:v:55:y:2011:i:7:p:2288-2301)
  by Kolossiatis, M. & Griffin, J.E. & Steel, M.F.J.
• Modelling multi-output stochastic frontiers using copulas (RePEc:eee:csdana:v:56:y:2012:i:11:p:3757-3773)
  by Carta, Alessandro & Steel, Mark F.J.
• On the Marshall–Olkin transformation as a skewing mechanism (RePEc:eee:csdana:v:56:y:2012:i:7:p:2251-2257)
  by Rubio, F.J. & Steel, M.F.J.
• Posterior inference on the degrees of freedom parameter in multivariate-t regression models (RePEc:eee:ecolet:v:37:y:1991:i:4:p:391-397)
  by Chib, Siddharta & Osiewalski, Jacek & Steel, Mark F. J.
• A Bayesian note on competing correlation structures in the dynamic linear regression model (RePEc:eee:ecolet:v:40:y:1992:i:4:p:383-388)
  by Osiewalski, Jacek & Steel, Mark F. J.
• Benchmark priors for Bayesian model averaging (RePEc:eee:econom:v:100:y:2001:i:2:p:381-427)
  by Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J.
• Semiparametric Bayesian inference for stochastic frontier models (RePEc:eee:econom:v:123:y:2004:i:1:p:121-152)
  by Griffin, J. E. & Steel, M. F. J.
• Alternative efficiency measures for multiple-output production (RePEc:eee:econom:v:126:y:2005:i:2:p:411-444)
  by Fernandez, Carmen & Koop, Gary & Steel, Mark F.J.
• Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (RePEc:eee:econom:v:134:y:2006:i:2:p:605-644)
  by Griffin, J.E. & Steel, M.F.J.
• Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers (RePEc:eee:econom:v:137:y:2007:i:2:p:641-673)
  by Ferreira, Jose T.A.S. & Steel, Mark F.J.
• Stick-breaking autoregressive processes (RePEc:eee:econom:v:162:y:2011:i:2:p:383-396)
  by Griffin, J.E. & Steel, M.F.J.
• Mixtures of g-priors for Bayesian model averaging with economic applications (RePEc:eee:econom:v:171:y:2012:i:2:p:251-266)
  by Ley, Eduardo & Steel, Mark F.J.
• Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density (RePEc:eee:econom:v:38:y:1988:i:1-2:p:7-37)
  by Richard, J. F. & Steel, M. F. J.
• A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches (RePEc:eee:econom:v:48:y:1991:i:1-2:p:83-117)
  by Steel, Mark F. J.
• Bayesian multivariate exogeneity analysis : An application to a UK money demand equation (RePEc:eee:econom:v:49:y:1991:i:1-2:p:239-274)
  by Steel, Mark F. J. & Richard, Jean-Francois
• Robust bayesian inference in elliptical regression models (RePEc:eee:econom:v:57:y:1993:i:1-3:p:345-363)
  by Osiewalski, Jacek & Steel, Mark F. J.
• Bayesian marginal equivalence of elliptical regression models (RePEc:eee:econom:v:59:y:1993:i:3:p:391-403)
  by Osiewalski, Jacek & Steel, Mark F. J.
• Stochastic frontier models : A Bayesian perspective (RePEc:eee:econom:v:61:y:1994:i:2:p:273-303)
  by van den Broeck, Julien & Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J.
• Bayesian long-run prediction in time series models (RePEc:eee:econom:v:69:y:1995:i:1:p:61-80)
  by Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J.
• Bayesian analysis of long memory and persistence using ARFIMA models (RePEc:eee:econom:v:76:y:1997:i:1-2:p:149-169)
  by Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J.
• Bayesian efficiency analysis through individual effects: Hospital cost frontiers (RePEc:eee:econom:v:76:y:1997:i:1-2:p:77-105)
  by Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J.
• On the use of panel data in stochastic frontier models with improper priors (RePEc:eee:econom:v:79:y:1997:i:1:p:169-193)
  by Fernandez, Carmen & Osiewalski, Jacek & Steel, Mark F. J.
• A Bayesian analysis of multiple-output production frontiers (RePEc:eee:econom:v:98:y:2000:i:1:p:47-79)
  by Fernandez, Carmen & Koop, Gary & Steel, Mark
• Incorporating unobserved heterogeneity in Weibull survival models: A Bayesian approach (RePEc:eee:ecosta:v:3:y:2017:i:c:p:73-88)
  by Vallejos, Catalina A. & Steel, Mark F.J.
• Jointness in Bayesian variable selection with applications to growth regression (RePEc:eee:jmacro:v:29:y:2007:i:3:p:476-493)
  by Ley, Eduardo & Steel, Mark F.J.
• Robust Bayesian Inference on Scale Parameters (RePEc:eee:jmvana:v:77:y:2001:i:1:p:54-72)
  by Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J.
• Revised stochastic analysis of an input-output model (RePEc:eee:regeco:v:24:y:1994:i:3:p:361-371)
  by ten Raa, Thijs & Steel, Mark F. J.
• Reference priors for the general location-scale modelm (RePEc:eee:stapro:v:43:y:1999:i:4:p:377-384)
  by Fernández, Carmen & Steel, Mark F. J.
• Statistical modeling of fishing activities in the North Atlantic (RePEc:fda:fdaddt:9725)
  by Carmen Fernández & Eduardo Ley & Mack F. J. Steel
• Benchmark priors for Bayesian Model averaging (RePEc:fda:fdaddt:9806)
  by Carmen Fernández & Eduardo Ley & Mark F. J. Steel
• Classical and Bayesian Inference Robustness in Multivariate Regression models (RePEc:fth:louvis:9602)
  by Fernandez, C & Osiewalski, J & Steel, M-F-J
• A Bayesian Analysis Of Simultaneous Equation Models By Combining Recursive Analytical And Numerical Approaches (RePEc:fth:tilbur:8908)
  by Steel, M.F.J.
• A Bayesian Analysis Of Exogeneity In Models Pooling Time- Series And Cross -Section Data (RePEc:fth:tilbur:8914)
  by Osiewalski, J. & Steel, M.F.J.
• Bayesian Multivariate Exogeneity Analysis: An Application To A Uk Money Demand Equation (RePEc:fth:tilbur:8929)
  by Steel, M.F.J. & Richard, J.F.
• Weak Exogeneity In Misspecified Sequential Models (RePEc:fth:tilbur:8942)
  by Steel, M.F.J.
• A Stochastic Analysis Of An Input-Output Model: Comment (RePEc:fth:tilbur:9005)
  by Ten Raa, T. & Steel, M.F.J.
• Robust Bayesian Inference In Elliptical Regression Models (RePEc:fth:tilbur:9032)
  by Osiewalski, J. & Steel, M.
• Posterior Inference On The Degrees Of Freedom Parameter In Multivariate-T Regression Models (RePEc:fth:tilbur:9043)
  by Chib, S. & Osiewalski, J. & Steel, M.
• Regression Models Under Competing Covariance Matrices: A Baysian Perspective (RePEc:fth:tilbur:9063)
  by Chib, B. & Osiewalski, J. & Steel, M.
• Bayesian Marginal Equivalence of Elliptical Regression Models (RePEc:fth:tilbur:9119)
  by Osiewalski, J. & Steel, M.
• A Baysian Note on Competing Correlation Structures in the Dynamic Linear Regression Model (RePEc:fth:tilbur:9122)
  by Chib, S. & Osiewalski, J. & Steel, M.F.J.
• A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models (RePEc:fth:tilbur:9150)
  by Koop, G. & Steel, M.F.J.
• Bayesian Inference in Time Series (RePEc:fth:tilbur:9153)
  by Steel, M.F.J.
• Marginal Equivalence in V-Spherical Models (RePEc:fth:tilbur:9374)
  by Fernandez, C. & Osiewalski, J. & Steel, M.F.J.
• The Continuous Multivariate Location-Scale Model Revisited: A Tale of Robustness (RePEc:fth:tilbur:9380)
  by Fernandez, C. & Osiewalski, J. & Steel, M.F.J.
• The Components of Output Growth: A Croos-Country Analysis (RePEc:fth:tilbur:9517)
  by Koop, G. & Osiewalski, J. & Steel, M.F.J.
• Posterior Analysis of Stochastic Volatility Models with Flexible Tails (RePEc:fth:tilbur:9568)
  by Steel, M.F.J.
• A Model of Management Teams (RePEc:fth:tilbur:9586)
  by Ley, E. & Steel, M.FJ.
• reference Priors in Non-Normal Location Problems (RePEc:fth:tilbur:9591)
  by Fernandez, C. & Steel, M.F.J.
• We Just Averaged over Two Trillion Cross-Country Growth Regressions (RePEc:imf:imfwpa:1999/101)
  by Mr. Mark F. J. Steel & Mr. Eduardo Ley
• Model uncertainty in cross-country growth regressions (RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576)
  by Carmen Fernandez & Eduardo Ley & Mark F. J. Steel
• Comments on ‘Jointness of growth determinants’ (RePEc:jae:japmet:v:24:y:2009:i:2:p:248-251)
  by Eduardo Ley & Mark F. J. Steel
• On the effect of prior assumptions in Bayesian model averaging with applications to growth regression This article was published online on 30 March 2009. An error was subsequently identified. This not (RePEc:jae:japmet:v:24:y:2009:i:4:p:651-674)
  by Eduardo Ley & Mark F.J. Steel
• Non‐gaussian dynamic bayesian modelling for panel data (RePEc:jae:japmet:v:25:y:2010:i:7:p:1128-1154)
  by Miguel A. Juárez & Mark F. J. Steel
• To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment (RePEc:jae:japmet:v:6:y:1991:i:4:p:365-70)
  by Koop, Gary & Steel, Mark F J
• A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies (RePEc:kap:ecopln:v:33:y:2000:i:3:p:185-202)
  by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
• Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models (RePEc:kap:jproda:v:10:y:1998:i:1:p:103-117)
  by Jacek Osiewalski & Mark Steel
• Bayesian stochastic frontier analysis using WinBUGS (RePEc:kap:jproda:v:27:y:2007:i:3:p:163-176)
  by Jim Griffin & Mark Steel
• Flexible mixture modelling of stochastic frontiers (RePEc:kap:jproda:v:29:y:2008:i:1:p:33-50)
  by J. Griffin & M. Steel
• In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p (RePEc:oup:biomet:v:108:y:2021:i:1:p:53-69.)
  by J E Griffin & K G Łatuszyński & M F J Steel
• Non-Gaussian spatiotemporal modelling through scale mixing (RePEc:oup:biomet:v:98:y:2011:i:4:p:761-774)
  by Thaís C. O. Fonseca & Mark F. J. Steel
• Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes (RePEc:pra:mprapa:11071)
  by Griffin, Jim & Steel, Mark F.J.
• Mixtures of g-priors for Bayesian model averaging with economic applications (RePEc:pra:mprapa:26941)
  by Ley, Eduardo & Steel, Mark F. J.
• Mixtures of g-priors for Bayesian model averaging with economic applications (RePEc:pra:mprapa:36817)
  by Ley, Eduardo & Steel, Mark F. J.
• Non-Gaussian dynamic Bayesian modelling for panel data (RePEc:pra:mprapa:450)
  by Juarez, Miguel A. & Steel, Mark F. J.
• Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations (RePEc:pra:mprapa:57102)
  by Rubio, Francisco Javier & Steel, Mark F. J.
• Bayesian Survival Modelling of University Outcomes (RePEc:pra:mprapa:57185)
  by Vallejos, Catalina & Steel, Mark F. J.
• On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression (RePEc:pra:mprapa:6773)
  by Ley, Eduardo & Steel, Mark F.J.
• Model Averaging and its Use in Economics (RePEc:pra:mprapa:81568)
  by Steel, Mark F. J.
• Model-based Clustering of non-Gaussian Panel Data (RePEc:pra:mprapa:880)
  by Juarez, Miguel A. & Steel, Mark F. J.
• Model Averaging and its Use in Economics (RePEc:pra:mprapa:90110)
  by Steel, Mark F. J.
• Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics (RePEc:spr:stmapp:v:27:y:2018:i:2:d:10.1007_s10260-017-0384-0)
  by Jim Griffin & Maria Kalli & Mark Steel
• Reference priors for non-Normal two-sample problems (RePEc:spr:testjl:v:7:y:1998:i:1:p:179-205)
  by Carmen Fernández & Mark Steel
• Bayesian analysis of stochastic volatility models with flexible tails (RePEc:taf:emetrv:v:17:y:1998:i:2:p:109-143)
  by Mark Steel
• Some comments on model development and posterior existence (RePEc:taf:emetrv:v:18:y:1999:i:1:p:89-96)
  by C. Fernandez & M. F. J. Steel
• Objective Bayesian Survival Analysis Using Shape Mixtures of Log-Normal Distributions (RePEc:taf:jnlasa:v:110:y:2015:i:510:p:697-710)
  by Catalina A. Vallejos & Mark F. J. Steel
• Measurement error in linear regression models with fat tails and skewed errors (RePEc:taf:lstaxx:v:52:y:2023:i:15:p:5407-5426)
  by Mahmoud Torabi & Malay Ghosh & Jiyoun Myung & Mark Steel
• On Bayesian Modelling of Fat Tails and Skewness (RePEc:tiu:tiucen:0991c197-c9e8-4904-8119-3ced8ff5a04b)
  by Fernández, C. & Steel, M.F.J.
• Bayesian efficiency analysis with a flexible form : The aim cost function (RePEc:tiu:tiucen:0dcc8566-0055-4dc1-9c6b-7ec548e64c95)
  by Koop, G. & Osiewalski, J. & Steel, M.F.J.
• On Bayesian Inference under Sampling from Scale Mixtures of Normals (RePEc:tiu:tiucen:10be2f67-1679-4828-bba6-7e627c70f681)
  by Fernández, C. & Steel, M.F.J.
• A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models (RePEc:tiu:tiucen:159b4dfe-e9af-420c-ad47-d61c9b93c5cb)
  by Koop, G. & Steel, M.F.J.
• A stochastic analysis of an input-output model : Comment (RePEc:tiu:tiucen:17989392-7244-490a-b80a-50b12fd2914f)
  by Ten Raa, M.H. & Steel, M.F.J.
• Statistical Modelling of Fishing Activities in the North Atlantic (RePEc:tiu:tiucen:20eee0e0-9a7e-40e2-8b1a-b0a3c54ceda9)
  by Fernández, C. & Ley, E. & Steel, M.F.J.
• Posterior analysis of stochastic volatility models with flexible tails (RePEc:tiu:tiucen:22e9c360-c876-41b3-86ca-0520291c691f)
  by Steel, M.F.J.
• A Bayesian note on competing correlation structures in the dynamic linear regression model (RePEc:tiu:tiucen:270d5ce1-a0c2-4700-a67c-fd7dca9f5fb6)
  by Chib, S. & Osiewalski, J. & Steel, M.F.J.
• Bayesian multivariate exogeneity analysis : An application to a UK money demand equation (RePEc:tiu:tiucen:2978b800-0592-4480-a5db-3f3c7e5276d0)
  by Steel, M.F.J. & Richard, J.
• Reference Priors for the General Location-Scale Model (RePEc:tiu:tiucen:3a91a072-b14c-4c07-b2e7-0780503efe41)
  by Fernández, C. & Steel, M.F.J.
• Multivariate Student -t Regression Models : Pitfalls and Inference (RePEc:tiu:tiucen:3fff240d-a587-4537-ba5f-22dcadd3f3b1)
  by Fernández, C. & Steel, M.F.J.
• Reference Priors For Non-Normal Two-Sample Problems (RePEc:tiu:tiucen:4592f1f6-f6e7-4af0-933f-07e7e51e2e04)
  by Fernández, C. & Steel, M.F.J.
• Inference robustness in multivariate models with a scale parameter (RePEc:tiu:tiucen:45a43a49-b348-4b00-97e9-04f660b6f0c4)
  by Fernández, C. & Osiewalski, J. & Steel, M.F.J.
• A model of management teams (RePEc:tiu:tiucen:516c90df-00d7-4ea2-b88b-61a0c8ce34db)
  by Ley, E. & Steel, M.F.J.
• On the Dangers of Modelling through Continuous Distributions : A Bayesian Perspective (RePEc:tiu:tiucen:53bef46d-6511-4d09-9018-d6192f9d29af)
  by Fernández, C. & Steel, M.F.J.
• Robust Bayesian inference in elliptical regression models (RePEc:tiu:tiucen:5abdddde-0103-43f0-b47d-24100ab69db5)
  by Osiewalski, J. & Steel, M.F.J.
• Marginal equivalence in v-spherical models (RePEc:tiu:tiucen:61c3b312-dfbe-4cc0-bb8b-a6e396ad7678)
  by Fernández, C. & Osiewalski, J. & Steel, M.F.J.
• Bayesian inference in time series (RePEc:tiu:tiucen:652ec120-1443-4035-9eea-9894dfdc3e02)
  by Steel, M.F.J.
• Seemingly unrelated regression equation systems under diffuse stochastic prior information : A recursive analytical approach (RePEc:tiu:tiucen:6d8c95f6-dc7f-4fb9-ae6b-3851fb3e70ce)
  by Steel, M.F.J.
• A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies (RePEc:tiu:tiucen:70bc4936-7304-4e87-910c-be186b88a885)
  by Osiewalski, J. & Koop, G. & Steel, M.F.J.
• Robust Bayesian Inference on Scale Parameters (RePEc:tiu:tiucen:7ac8a9cf-881f-4009-8308-7b6acc745e15)
  by Fernández, C. & Osiewalski, J. & Steel, M.F.J.
• The continuous multivariate location-scale model revisited : A tale of robustness (RePEc:tiu:tiucen:992749f6-e5a0-4fab-b4ed-f172daadbd2d)
  by Fernández, C. & Osiewalski, J. & Steel, M.F.J.
• Reference priors in non-normal location problems (RePEc:tiu:tiucen:99b646c6-07d6-45d0-bff8-ba3cc1c08392)
  by Fernández, C. & Steel, M.F.J.
• Posterior inference on the degrees of freedom parameter in multivariate-t regression models (RePEc:tiu:tiucen:9d607045-c51b-40b4-9aa3-dba8a47b49e6)
  by Chib, S. & Osiewalski, J. & Steel, M.F.J.
• Bayesian marginal equivalence of elliptical regression models (RePEc:tiu:tiucen:9ecaf734-de5e-42e4-9017-8a941b9e8d1c)
  by Osiewalski, J. & Steel, M.F.J.
• The components of output growth : A cross-country analysis (RePEc:tiu:tiucen:a1160aed-e498-414a-ae52-8d652440093e)
  by Koop, G. & Osiewalski, J. & Steel, M.F.J.
• A Bayesian analysis of exogeneity in models pooling time-series and cross-section data (RePEc:tiu:tiucen:a7399259-5e30-4b51-99ad-53880d2e6725)
  by Osiewalski, J. & Steel, M.F.J.
• A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches (RePEc:tiu:tiucen:b3f4c27f-4dab-46b3-9587-615a94f1b0cd)
  by Steel, M.F.J.
• On the Use of Panel Data in Bayesian Stochastic Frontier Models (RePEc:tiu:tiucen:d27e7bcf-bb16-457a-934a-ab6fa8b4c0ec)
  by Fernández, C. & Osiewalski, J. & Steel, M.F.J.
• Semi-conjugate prior densities in multivariate t regression models (RePEc:tiu:tiucen:d29af95a-ec6e-4a83-9c7f-5247593326d5)
  by Osiewalski, J. & Steel, M.F.J.
• Hospital efficiency analysis through individual effects : A Bayesian approach (RePEc:tiu:tiucen:dd6fed13-3fda-461f-9393-e42cde2fd322)
  by Koop, G. & Osiewalski, J. & Steel, M.F.J.
• Weak exogeneity in misspecified sequential models (RePEc:tiu:tiucen:e64b0605-a027-4d59-a784-c0e46ee54821)
  by Steel, M.F.J.
• Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models (RePEc:tiu:tiucen:ea25885a-8c13-4689-86b1-814b9fbff81a)
  by Osiewalski, J. & Steel, M.F.J.
• Regression models under competing covariance matrices : A Bayesian perspective (RePEc:tiu:tiucen:f5b88ec8-2520-432e-8295-c2c9ce7c2f51)
  by Chib, S. & Osiewalski, J. & Steel, M.F.J.
• Exclusion restrictions in instrumental variables equations (RePEc:tiu:tiurem:16c4ea87-a70c-46c6-aa6b-4a88a5c645a4)
  by Nijman, T.E. & Steel, M.F.J.
• A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches (RePEc:tiu:tiutis:029ee64f-b5a0-4787-9f5e-0e18c72360fb)
  by Steel, M.F.J.
• On Bayesian Modelling of Fat Tails and Skewness (RePEc:tiu:tiutis:0991c197-c9e8-4904-8119-3ced8ff5a04b)
  by Fernández, C. & Steel, M.F.J.
• Revised stochastic analysis of an input-output model (RePEc:tiu:tiutis:0d875345-636c-45be-adca-6c267292499b)
  by Ten Raa, M.H. & Steel, M.F.J.
• Bayesian efficiency analysis with a flexible form : The aim cost function (RePEc:tiu:tiutis:0dcc8566-0055-4dc1-9c6b-7ec548e64c95)
  by Koop, G. & Osiewalski, J. & Steel, M.F.J.
• On Bayesian Inference under Sampling from Scale Mixtures of Normals (RePEc:tiu:tiutis:10be2f67-1679-4828-bba6-7e627c70f681)
  by Fernández, C. & Steel, M.F.J.
• A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models (RePEc:tiu:tiutis:159b4dfe-e9af-420c-ad47-d61c9b93c5cb)
  by Koop, G. & Steel, M.F.J.
• Exclusion restrictions in instrumental variables equations (RePEc:tiu:tiutis:16c4ea87-a70c-46c6-aa6b-4a88a5c645a4)
  by Nijman, T.E. & Steel, M.F.J.
• A stochastic analysis of an input-output model : Comment (RePEc:tiu:tiutis:17989392-7244-490a-b80a-50b12fd2914f)
  by Ten Raa, M.H. & Steel, M.F.J.
• Statistical Modelling of Fishing Activities in the North Atlantic (RePEc:tiu:tiutis:20eee0e0-9a7e-40e2-8b1a-b0a3c54ceda9)
  by Fernández, C. & Ley, E. & Steel, M.F.J.
• Posterior analysis of stochastic volatility models with flexible tails (RePEc:tiu:tiutis:22e9c360-c876-41b3-86ca-0520291c691f)
  by Steel, M.F.J.
• A Bayesian note on competing correlation structures in the dynamic linear regression model (RePEc:tiu:tiutis:270d5ce1-a0c2-4700-a67c-fd7dca9f5fb6)
  by Chib, S. & Osiewalski, J. & Steel, M.F.J.
• Bayesian multivariate exogeneity analysis : An application to a UK money demand equation (RePEc:tiu:tiutis:2978b800-0592-4480-a5db-3f3c7e5276d0)
  by Steel, M.F.J. & Richard, J.
• Exclusion restrictions in instrumental variables equations (RePEc:tiu:tiutis:2fc5f516-97b7-404e-9571-e60c1aee48a5)
  by Nijman, T.E. & Steel, M.F.J.
• Reference Priors for the General Location-Scale Model (RePEc:tiu:tiutis:3a91a072-b14c-4c07-b2e7-0780503efe41)
  by Fernández, C. & Steel, M.F.J.
• Multivariate Student -t Regression Models : Pitfalls and Inference (RePEc:tiu:tiutis:3fff240d-a587-4537-ba5f-22dcadd3f3b1)
  by Fernández, C. & Steel, M.F.J.
• Reference Priors For Non-Normal Two-Sample Problems (RePEc:tiu:tiutis:4592f1f6-f6e7-4af0-933f-07e7e51e2e04)
  by Fernández, C. & Steel, M.F.J.
• Inference robustness in multivariate models with a scale parameter (RePEc:tiu:tiutis:45a43a49-b348-4b00-97e9-04f660b6f0c4)
  by Fernández, C. & Osiewalski, J. & Steel, M.F.J.
• A model of management teams (RePEc:tiu:tiutis:516c90df-00d7-4ea2-b88b-61a0c8ce34db)
  by Ley, E. & Steel, M.F.J.
• On the Dangers of Modelling through Continuous Distributions : A Bayesian Perspective (RePEc:tiu:tiutis:53bef46d-6511-4d09-9018-d6192f9d29af)
  by Fernández, C. & Steel, M.F.J.
• Robust Bayesian inference in elliptical regression models (RePEc:tiu:tiutis:5abdddde-0103-43f0-b47d-24100ab69db5)
  by Osiewalski, J. & Steel, M.F.J.
• Marginal equivalence in v-spherical models (RePEc:tiu:tiutis:61c3b312-dfbe-4cc0-bb8b-a6e396ad7678)
  by Fernández, C. & Osiewalski, J. & Steel, M.F.J.
• Bayesian inference in time series (RePEc:tiu:tiutis:652ec120-1443-4035-9eea-9894dfdc3e02)
  by Steel, M.F.J.
• Seemingly unrelated regression equation systems under diffuse stochastic prior information : A recursive analytical approach (RePEc:tiu:tiutis:6d8c95f6-dc7f-4fb9-ae6b-3851fb3e70ce)
  by Steel, M.F.J.
• A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies (RePEc:tiu:tiutis:70bc4936-7304-4e87-910c-be186b88a885)
  by Osiewalski, J. & Koop, G. & Steel, M.F.J.
• Robust Bayesian Inference on Scale Parameters (RePEc:tiu:tiutis:7ac8a9cf-881f-4009-8308-7b6acc745e15)
  by Fernández, C. & Osiewalski, J. & Steel, M.F.J.
• Exclusion restrictions in instrumental variables equations (RePEc:tiu:tiutis:8ed5ddd9-9da8-4725-b4fa-c5ac25624a23)
  by Nijman, T.E. & Steel, M.F.J.
• The continuous multivariate location-scale model revisited : A tale of robustness (RePEc:tiu:tiutis:992749f6-e5a0-4fab-b4ed-f172daadbd2d)
  by Fernández, C. & Osiewalski, J. & Steel, M.F.J.
• Reference priors in non-normal location problems (RePEc:tiu:tiutis:99b646c6-07d6-45d0-bff8-ba3cc1c08392)
  by Fernández, C. & Steel, M.F.J.
• Posterior inference on the degrees of freedom parameter in multivariate-t regression models (RePEc:tiu:tiutis:9d607045-c51b-40b4-9aa3-dba8a47b49e6)
  by Chib, S. & Osiewalski, J. & Steel, M.F.J.
• Bayesian marginal equivalence of elliptical regression models (RePEc:tiu:tiutis:9ecaf734-de5e-42e4-9017-8a941b9e8d1c)
  by Osiewalski, J. & Steel, M.F.J.
• The components of output growth : A cross-country analysis (RePEc:tiu:tiutis:a1160aed-e498-414a-ae52-8d652440093e)
  by Koop, G. & Osiewalski, J. & Steel, M.F.J.
• A Bayesian analysis of exogeneity in models pooling time-series and cross-section data (RePEc:tiu:tiutis:a7399259-5e30-4b51-99ad-53880d2e6725)
  by Osiewalski, J. & Steel, M.F.J.
• Bayesian multivariate exogeneity analysis : An application to a UK money demand equation (RePEc:tiu:tiutis:a9bb426c-930e-4103-af18-ef856d7f771b)
  by Steel, M.F.J. & Richard, J.
• Posterior inference on the degrees of freedom parameter in multivariate-t regression models (RePEc:tiu:tiutis:b3503d30-82f3-4ab4-906f-30ec24f603de)
  by Chib, S. & Osiewalski, J. & Steel, M.F.J.
• A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches (RePEc:tiu:tiutis:b3f4c27f-4dab-46b3-9587-615a94f1b0cd)
  by Steel, M.F.J.
• On the Use of Panel Data in Bayesian Stochastic Frontier Models (RePEc:tiu:tiutis:d27e7bcf-bb16-457a-934a-ab6fa8b4c0ec)
  by Fernández, C. & Osiewalski, J. & Steel, M.F.J.
• Semi-conjugate prior densities in multivariate t regression models (RePEc:tiu:tiutis:d29af95a-ec6e-4a83-9c7f-5247593326d5)
  by Osiewalski, J. & Steel, M.F.J.
• Hospital efficiency analysis through individual effects : A Bayesian approach (RePEc:tiu:tiutis:dd6fed13-3fda-461f-9393-e42cde2fd322)
  by Koop, G. & Osiewalski, J. & Steel, M.F.J.
• Weak exogeneity in misspecified sequential models (RePEc:tiu:tiutis:e64b0605-a027-4d59-a784-c0e46ee54821)
  by Steel, M.F.J.
• Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models (RePEc:tiu:tiutis:ea25885a-8c13-4689-86b1-814b9fbff81a)
  by Osiewalski, J. & Steel, M.F.J.
• Regression models under competing covariance matrices : A Bayesian perspective (RePEc:tiu:tiutis:f5b88ec8-2520-432e-8295-c2c9ce7c2f51)
  by Chib, S. & Osiewalski, J. & Steel, M.F.J.
• Robust Bayesian inference in LQ-spherical models (RePEc:tiu:tiutis:f73addd1-a64c-4157-b443-a2e3525b599b)
  by Osiewalski, J. & Steel, M.F.J.
• On the Estimation of Demand Systems through Consumption Efficiency (RePEc:tpr:restat:v:78:y:1996:i:3:p:539-43)
  by Ley, Eduardo & Steel, Mark F J
• Jointness in Bayesian variable selection with applications to growth regression (RePEc:wbk:wbrwps:4063)
  by Ley, Eduardo & Steel, Mark F. J.
• On the effect of prior assumptions in Bayesian model averaging with applications to growth regression (RePEc:wbk:wbrwps:4238)
  by Ley, Eduardo & Steel, Mark F. J.
• Mixtures of g-priors for Bayesian Model Averaging with economic application (RePEc:wbk:wbrwps:5732)
  by Ley, Eduardo & Steel, Mark F.J.
• A model of management teams (RePEc:wly:mgtdec:v:19:y:1998:i:6:p:355-363)
  by Eduardo Ley & Mark F.J. Steel
• Model uncertainty in cross-country growth regressions (RePEc:wpa:wuwpem:0110002)
  by Carmen Fernandez & Eduardo Ley & Mark Steel
• Bayesian Modelling of Catch in a Northwest Atlantic Fishery (RePEc:wpa:wuwpem:0110003)
  by Carmen Fernandez & Eduardo Ley & Mark Steel
• Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture (RePEc:wpa:wuwpem:0201001)
  by Carmen Fernandez & Gary Koop & Mark F.J. Steel
• Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility (RePEc:wpa:wuwpem:0201002)
  by James E. Griffin & Mark F.J. Steel
• Semiparametric Bayesian Inference for Stochastic Frontier Models (RePEc:wpa:wuwpem:0209001)
  by Jim E. Griffin & Mark F.J. Steel
• Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions (RePEc:wpa:wuwpem:0403001)
  by Jose T.A.S. Ferreira & Mark F.J. Steel
• A Constructive Representation of Univariate Skewed Distributions (RePEc:wpa:wuwpem:0403002)
  by Jose T.A.S. Ferreira & Mark F.J. Steel
• Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers (RePEc:wpa:wuwpem:0404005)
  by Jose T.A.S. Ferreira & Mark F.J. Steel
• On Describing Multivariate Skewness: A Directional Approach (RePEc:wpa:wuwpem:0409010)
  by J. T. A. S. Ferreira & M. F. J. Steel
• Modelling Directional Dispersion Through Hyperspherical Log- Splines (RePEc:wpa:wuwpem:0410006)
  by J.T.A.S. Ferreira & M.F.J. Steel
• Bayesian Stochastic Frontier Analysis Using WinBUGS (RePEc:wpa:wuwpem:0509004)
  by Jim Griffin & Mark Steel
• Directional Log-spline Distributions (RePEc:wpa:wuwpem:0511001)
  by José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel
• On the Estimation of Demand Systems Through Consumption Efficiency (RePEc:wpa:wuwpem:9503001)
  by Eduardo Ley & Mark F.J. Steel
• Bayesian Analysis of Long Memory and Persistence using ARFIMA Models (RePEc:wpa:wuwpem:9505001)
  by Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel
• Statistical Modeling of Fishing Activities in the North Atlantic (RePEc:wpa:wuwpem:9712001)
  by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel
• Benchmark Priors for Bayesian Model Averaging (RePEc:wpa:wuwpem:9804001)
  by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel
• Model uncertainty in cross-country growth regressions (RePEc:wpa:wuwpem:9903003)
  by Carmen Fernandez & Eduardo Ley & Mark Steel
• A Model of Management Teams (RePEc:wpa:wuwpot:9503001)
  by Eduardo Ley & Mark F.J. Steel