Details about Mark Steel

E-mail:
Homepage:	http://www.warwick.ac.uk/go/msteel/
Phone:	+44(0)24 7652 3369
Postal address:	Department of Statistics University of Warwick Coventry CV4 7AL UK
Workplace:	Department of Statistics, University of Warwick, (more information at EDIRC)

Access statistics for papers by Mark Steel.

Last updated 2009-11-05. Update your information in the RePEc Author Service.

Short-id: pst2

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Working Papers

2008

1. Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
   MPRA Paper, University Library of Munich, Germany
2. On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression
   MPRA Paper, University Library of Munich, Germany View citations
   Also in Policy Research Working Paper Series, The World Bank (2007) View citations
   MPRA Paper, University Library of Munich, Germany (2008) View citations

2006

3. Jointness in Bayesian variable selection with applications to growth regression
   Policy Research Working Paper Series, The World Bank View citations
   See also Journal Article in Journal of Macroeconomics (2007)
4. Model-based Clustering of non-Gaussian Panel Data
   MPRA Paper, University Library of Munich, Germany
5. Non-Gaussian dynamic Bayesian modelling for panel data
   MPRA Paper, University Library of Munich, Germany View citations

2005

6. Bayesian Stochastic Frontier Analysis Using WinBUGS
   Econometrics, EconWPA
   See also Journal Article in Journal of Productivity Analysis (2007)
7. Directional Log-spline Distributions
   Econometrics, EconWPA View citations

2004

8. A Bayesian analysis of multiple-output production frontiers
   ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh
   See also Journal Article in Journal of Econometrics (2000)
9. A Constructive Representation of Univariate Skewed Distributions
   Econometrics, EconWPA View citations
   See also Journal Article in Journal of the American Statistical Association (2006)
10. A model of management teams
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh
    Also in Others, EconWPA (1995)
    Working Papers, Tilburg - Center for Economic Research (1995) View citations
    See also Journal Article in Managerial and Decision Economics (1998)
11. Alternative efficiency measures for multiple-output production
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh View citations
    See also Journal Article in Journal of Econometrics (2005)
12. Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
    Econometrics, EconWPA View citations
    See also Journal Article in Journal of Econometrics (1997)
13. Bayesian Analysis of Stochastic Frontier Models
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh View citations
14. Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions
    Econometrics, EconWPA View citations
15. Bayesian Regression Analysis with scale mixtures of normals
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh View citations
    See also Journal Article in Econometric Theory (2000)
16. Bayesian modeling of catch in a Northwest Atlantic Fishery (first version)
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh
17. Bayesian modelling of catch in a Northwest Atlantic Fishery
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh View citations
    Also in Econometrics, EconWPA (2001)
    See also Journal Article in Journal Of The Royal Statistical Society Series C (2002)
18. Benchmark priors for Bayesian model averaging (first version)
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh
19. Benchmark priors for Bayesian models averaging
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh View citations
    Also in Working Papers, FEDEA
    Econometrics, EconWPA (2001) View citations
    See also Journal Article in Journal of Econometrics (2001)
20. Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers
    Econometrics, EconWPA View citations
    See also Journal Article in Journal of Econometrics (2007)
21. Modelling Directional Dispersion Through Hyperspherical Log- Splines
    Econometrics, EconWPA View citations
    See also Journal Article in Journal Of The Royal Statistical Society Series B (2005)
22. Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh
    Also in Econometrics, EconWPA (2002) View citations
    See also Journal Article in Journal of the American Statistical Association (2002)
23. On Describing Multivariate Skewness: A Directional Approach
    Econometrics, EconWPA View citations
24. On the dangers of modelling through continuous distributions: A Bayesian perspective
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) View citations
25. Reference priors for the general location-scale model
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997)
    See also Journal Article in Statistics & Probability Letters (1999)
26. Robust Bayesian inference on scale parameters
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1996)
    See also Journal Article in Journal of Multivariate Analysis (2001)
27. We have just averaged over two trillion cross-country growth regressions
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh View citations

2003

28. Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility
    Econometrics, EconWPA View citations
    See also Journal Article in Journal of Econometrics (2006)

2002

29. Semiparametric Bayesian Inference for Stochastic Frontier Models
    Econometrics, EconWPA
    See also Journal Article in Journal of Econometrics (2004)

2001

30. Model uncertainty in cross-country growth regressions
    Econometrics, EconWPA View citations
    Also in Econometrics, EconWPA (2001) View citations
    See also Journal Article in Journal of Applied Econometrics (2001)

1999

31. We Just Averaged over Two Trillion Cross-Country Growth Regressions
    IMF Working Papers, International Monetary Fund View citations

1997

32. A stochastic frontier analysis of output level and growth in Poland and western economies
    Discussion Paper, Tilburg University, Center for Economic Research View citations
    See also Journal Article in Economic Change and Restructuring (2000)
33. Multivariate student-T regression models: pitfalls and inference
    Discussion Paper, Tilburg University, Center for Economic Research View citations
34. Reference priors for non-normal two-sample problems
    Discussion Paper, Tilburg University, Center for Economic Research
    See also Journal Article in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (1998)
35. Statistical Modeling of Fishing Activities in the North Atlantic
    Econometrics, EconWPA
    Also in Working Papers, FEDEA
    Discussion Paper, Tilburg University, Center for Economic Research (1997)

1996

36. Classical and Bayesian Inference Robustness in Multivariate Regression models
    Working Papers, Catholique de Louvain - Institut de statistique View citations
37. Numerical tools for the Bayesian analysis of stochastic frontier models
    Discussion Paper, Tilburg University, Center for Economic Research View citations
38. On Bayesian inference under sampling from scale mixtures of normals
    Discussion Paper, Tilburg University, Center for Economic Research View citations
39. On Bayesian modelling of fat tails and skewness
    Discussion Paper, Tilburg University, Center for Economic Research View citations
40. On the Estimation of Demand Systems Through Consumption Efficiency
    Econometrics, EconWPA View citations
    See also Journal Article in The Review of Economics and Statistics (1996)
41. On the use of panel data in bayesian stochastic frontier models
    Discussion Paper, Tilburg University, Center for Economic Research View citations

1995

42. Inference Robustness in Multivariate Models with a Scale Parameter
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1995) View citations
43. Posterior Analysis of Stochastic Volatility Models with Flexible Tails
    Working Papers, Tilburg - Center for Economic Research
44. The Components of Output Growth: A Croos-Country Analysis
    Working Papers, Tilburg - Center for Economic Research View citations
45. reference Priors in Non-Normal Location Problems
    Working Papers, Tilburg - Center for Economic Research View citations

1993

46. Marginal Equivalence in V-Spherical Models
    Working Papers, Tilburg - Center for Economic Research View citations
47. The Continuous Multivariate Location-Scale Model Revisited: A Tale of Robustness
    Working Papers, Tilburg - Center for Economic Research View citations

1992

48. Estimating End-Use Demand: A Bayesian Approach
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    See also Journal Article in Journal of Business & Economic Statistics (1994)

1991

49. A Baysian Note on Competing Correlation Structures in the Dynamic Linear Regression Model
    Working Papers, Tilburg - Center for Economic Research
    See also Journal Article in Economics Letters (1992)
50. A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models
    Working Papers, Tilburg - Center for Economic Research
    See also Journal Article in Journal of Business & Economic Statistics (1994)
51. Bayesian Inference in Time Series
    Working Papers, Tilburg - Center for Economic Research View citations
52. Bayesian Marginal Equivalence of Elliptical Regression Models
    Working Papers, Tilburg - Center for Economic Research
    See also Journal Article in Journal of Econometrics (1993)

1990

53. A STOCHASTIC ANALYSIS OF AN INPUT-OUTPUT MODEL: COMMENT
    Working Papers, Tilburg - Center for Economic Research
54. POSTERIOR INFERENCE ON THE DEGREES OF FREEDOM PARAMETER IN MULTIVARIATE-T REGRESSION MODELS
    Working Papers, Tilburg - Center for Economic Research
    See also Journal Article in Economics Letters (1991)
55. REGRESSION MODELS UNDER COMPETING COVARIANCE MATRICES: A BAYSIAN PERSPECTIVE
    Working Papers, Tilburg - Center for Economic Research View citations
56. ROBUST BAYESIAN INFERENCE IN ELLIPTICAL REGRESSION MODELS
    Working Papers, Tilburg - Center for Economic Research
    See also Journal Article in Journal of Econometrics (1993)
57. Semi-conjugate prior densities in multivariate t regression models
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1989

58. A BAYESIAN ANALYSIS OF EXOGENEITY IN MODELS POOLING TIME- SERIES AND CROSS -SECTION DATA
    Working Papers, Tilburg - Center for Economic Research
59. A BAYESIAN ANALYSIS OF SIMULTANEOUS EQUATION MODELS BY COMBINING RECURSIVE ANALYTICAL AND NUMERICAL APPROACHES
    Working Papers, Tilburg - Center for Economic Research
    See also Journal Article in Journal of Econometrics (1991)
60. BAYESIAN MULTIVARIATE EXOGENEITY ANALYSIS: AN APPLICATION TO A UK MONEY DEMAND EQUATION
    Working Papers, Tilburg - Center for Economic Research
    See also Journal Article in Journal of Econometrics (1991)
61. WEAK EXOGENEITY IN MISSPECIFIED SEQUENTIAL MODELS
    Working Papers, Tilburg - Center for Economic Research

1985

62. A Bayesian analysis of exogeneity: an application to consumption behaviour
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Journal Articles

2009

1. 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 to indicate that both have been corrected [6 April 2009].

   
   Journal of Applied Econometrics, 2009, 24, (4), 651-674

2008

2. Flexible mixture modelling of stochastic frontiers
   Journal of Productivity Analysis, 2008, 29, (1), 33-50 View citations

2007

3. Bayesian stochastic frontier analysis using WinBUGS
   Journal of Productivity Analysis, 2007, 27, (3), 163-176 View citations
   See also Working Paper (2005)
4. Jointness in Bayesian variable selection with applications to growth regression
   Journal of Macroeconomics, 2007, 29, (3), 476-493 View citations
   See also Working Paper (2006)
5. Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
   Journal of Econometrics, 2007, 137, (2), 641-673
   See also Working Paper (2004)

2006

6. A Constructive Representation of Univariate Skewed Distributions
   Journal of the American Statistical Association, 2006, 101, 823-829
   See also Working Paper (2004)
7. Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
   Journal of Econometrics, 2006, 134, (2), 605-644 View citations
   See also Working Paper (2003)
8. Non-Gaussian Bayesian Geostatistical Modeling
   Journal of the American Statistical Association, 2006, 101, 604-618 View citations
9. Order-Based Dependent Dirichlet Processes
   Journal of the American Statistical Association, 2006, 101, 179-194

2005

10. Alternative efficiency measures for multiple-output production
    Journal of Econometrics, 2005, 126, (2), 411-444 View citations
    See also Working Paper (2004)
11. Modelling directional dispersion through hyperspherical log-splines
    Journal Of The Royal Statistical Society Series B, 2005, 67, (4), 599-616 View citations
    See also Working Paper (2004)

2004

12. Bayesian Analysis of Interval Data Contingent Valuation Models and Pricing Policies
    Journal of Business & Economic Statistics, 2004, 22, 431-442 View citations
13. Semiparametric Bayesian inference for stochastic frontier models
    Journal of Econometrics, 2004, 123, (1), 121-152 View citations
    See also Working Paper (2002)

2002

14. Bayesian modelling of catch in a north-west Atlantic fishery
    Journal Of The Royal Statistical Society Series C, 2002, 51, (3), 257-280
    See also Working Paper (2004)
15. Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
    Journal of the American Statistical Association, 2002, 97, 432-442 View citations
    See also Working Paper (2004)

2001

16. Benchmark priors for Bayesian model averaging
    Journal of Econometrics, 2001, 100, (2), 381-427 View citations
    See also Working Paper (2004)
17. Model uncertainty in cross-country growth regressions
    Journal of Applied Econometrics, 2001, 16, (5), 563-576 View citations
    See also Working Paper (2001)
18. Robust Bayesian Inference on Scale Parameters
    Journal of Multivariate Analysis, 2001, 77, (1), 54-72
    See also Working Paper (2004)

2000

19. A Bayesian analysis of multiple-output production frontiers
    Journal of Econometrics, 2000, 98, (1), 47-79 View citations
    See also Working Paper (2004)
20. A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
    Economic Change and Restructuring, 2000, 33, (3), 185-202 View citations
    See also Working Paper (1997)
21. BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS
    Econometric Theory, 2000, 16, (01), 80-101 View citations
    See also Working Paper (2004)
22. Modeling the Sources of Output Growth in a Panel of Countries
    Journal of Business & Economic Statistics, 2000, 18, (3), 284-99 View citations

1999

23. Reference priors for the general location-scale modelm
    Statistics & Probability Letters, 1999, 43, (4), 377-384
    See also Working Paper (2004)
24. Some comments on model development and posterior existence
    Econometric Reviews, 1999, 18, (1), 89-96
25. The Components of Output Growth: A Stochastic Frontier Analysis
    Oxford Bulletin of Economics and Statistics, 1999, 61, (4), 455-87 View citations

1998

26. A model of management teams
    Managerial and Decision Economics, 1998, 19, (6), 355-363 View citations
    See also Working Paper (2004)
27. Bayesian Analysis of the Prototypal Search Model
    Journal of Business & Economic Statistics, 1998, 16, (2), 178-86 View citations
28. Bayesian analysis of stochastic volatility models with flexible tails
    Econometric Reviews, 1998, 17, (2), 109-143 View citations
29. Reference priors for non-Normal two-sample problems
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1998, 7, (1), 179-205
    See also Working Paper (1997)

1997

30. Bayesian analysis of long memory and persistence using ARFIMA models
    Journal of Econometrics, 1997, 76, (1-2), 149-169 View citations
    See also Working Paper (2004)
31. Bayesian efficiency analysis through individual effects: Hospital cost frontiers
    Journal of Econometrics, 1997, 76, (1-2), 77-105 View citations
32. On the use of panel data in stochastic frontier models with improper priors
    Journal of Econometrics, 1997, 79, (1), 169-193 View citations

1996

33. Correction [Posterior Properties of Long-Run Impulse Responses]
    Journal of Business & Economic Statistics, 1996, 14, (2), 257
34. On the Estimation of Demand Systems through Consumption Efficiency
    The Review of Economics and Statistics, 1996, 78, (3), 539-43 View citations
    See also Working Paper (1996)

1995

35. Bayesian long-run prediction in time series models
    Journal of Econometrics, 1995, 69, (1), 61-80

1994

36. A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models
    Journal of Business & Economic Statistics, 1994, 12, (1), 95-107
    See also Working Paper (1991)
37. Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function
    Journal of Business & Economic Statistics, 1994, 12, (3), 339-46 View citations
38. Estimating End-Use Demand: A Bayesian Approach
    Journal of Business & Economic Statistics, 1994, 12, (2), 221-31 View citations
    See also Working Paper (1992)
39. Posterior Properties of Long-Run Impulse Responses
    Journal of Business & Economic Statistics, 1994, 12, (4), 489-92 View citations
40. Revised stochastic analysis of an input-output model
    Regional Science and Urban Economics, 1994, 24, (3), 361-371 View citations
41. Stochastic frontier models: A Bayesian perspective
    Journal of Econometrics, 1994, 61, (2), 273-303 View citations

1993

42. Bayesian marginal equivalence of elliptical regression models
    Journal of Econometrics, 1993, 59, (3), 391-403
    See also Working Paper (1991)
43. Regression Models under Competing Covariance Structures: A Bayesian Perspective
    Annales d'Economie et de Statistique, 1993, (32), 04 View citations
44. Robust bayesian inference in elliptical regression models
    Journal of Econometrics, 1993, 57, (1-3), 345-363 View citations
    See also Working Paper (1990)

1992

45. A Bayesian note on competing correlation structures in the dynamic linear regression model
    Economics Letters, 1992, 40, (4), 383-388 View citations
    See also Working Paper (1991)
46. Posterior analysis of restricted seemingly unrelated regression equation models: a recursive analytical approach
    Econometric Reviews, 1992, 11, (2), 129-142 View citations
47. Weak Exogeneity in Overreduced Sequential Models
    Annales d'Economie et de Statistique, 1992, (27), 02

1991

48. A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches
    Journal of Econometrics, 1991, 48, (1-2), 83-117
    See also Working Paper (1989)
49. Bayesian multivariate exogeneity analysis: An application to a UK money demand equation
    Journal of Econometrics, 1991, 49, (1-2), 239-274 View citations
    See also Working Paper (1989)
50. Posterior inference on the degrees of freedom parameter in multivariate-t regression models
    Economics Letters, 1991, 37, (4), 391-397 View citations
    See also Working Paper (1990)
51. To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment
    Journal of Applied Econometrics, 1991, 6, (4), 365-70

1990

52. Exclusion restrictions in instrumental variables equations
    Econometric Reviews, 1990, 9, (1), 37-55

1988

53. Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density
    Journal of Econometrics, 1988, 38, (1-2), 7-37 View citations