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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 2017-04-05. Update your information in the RePEc Author Service.

Short-id: pst2


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Working Papers

2014

  1. Bayesian Survival Modelling of University Outcomes
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations
    MPRA Paper, University Library of Munich, Germany Downloads

2011

  1. Mixtures of g-priors for Bayesian Model Averaging with economic application
    Policy Research Working Paper Series, The World Bank Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (2)
    MPRA Paper, University Library of Munich, Germany (2011) Downloads
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (2011) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2012)

2008

  1. Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Computational Statistics & Data Analysis (2010)
  2. On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    Also in Policy Research Working Paper Series, The World Bank (2007) Downloads View citations (27)

2006

  1. Jointness in Bayesian variable selection with applications to growth regression
    Policy Research Working Paper Series, The World Bank Downloads View citations (2)
    See also Journal Article in Journal of Macroeconomics (2007)
  2. Model-based Clustering of non-Gaussian Panel Data
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  3. Non-Gaussian dynamic Bayesian modelling for panel data
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2010)

2005

  1. Bayesian Stochastic Frontier Analysis Using WinBUGS
    Econometrics, EconWPA Downloads View citations (1)
    See also Journal Article in Journal of Productivity Analysis (2007)
  2. Directional Log-spline Distributions
    Econometrics, EconWPA Downloads View citations (1)

2004

  1. A Constructive Representation of Univariate Skewed Distributions
    Econometrics, EconWPA Downloads View citations (11)
    See also Journal Article in Journal of the American Statistical Association (2006)
  2. Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
    Econometrics, EconWPA Downloads View citations (4)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) Downloads View citations (2)
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads

    See also Journal Article in Journal of Econometrics (1997)
  3. Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions
    Econometrics, EconWPA Downloads View citations (10)
  4. Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers
    Econometrics, EconWPA Downloads View citations (18)
    See also Journal Article in Journal of Econometrics (2007)
  5. Modelling Directional Dispersion Through Hyperspherical Log- Splines
    Econometrics, EconWPA Downloads View citations (1)
    See also Journal Article in Journal of the Royal Statistical Society Series B (2005)
  6. On Describing Multivariate Skewness: A Directional Approach
    Econometrics, EconWPA Downloads View citations (2)

2003

  1. Alternative efficiency measures for multiple-output production
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2005)
  2. Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility
    Econometrics, EconWPA Downloads View citations (3)
    See also Journal Article in Journal of Econometrics (2006)

2002

  1. Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
    Econometrics, EconWPA Downloads View citations (40)
    Also in ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh (2002) Downloads View citations (10)

    See also Journal Article in Journal of the American Statistical Association (2002)
  2. Semiparametric Bayesian Inference for Stochastic Frontier Models
    Econometrics, EconWPA Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2004)

2001

  1. Bayesian Modelling of Catch in a Northwest Atlantic Fishery
    Econometrics, EconWPA Downloads View citations (2)
    Also in ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh (2001) Downloads

    See also Journal Article in Journal of the Royal Statistical Society Series C (2002)
  2. Benchmark Priors for Bayesian Model Averaging
    Econometrics, EconWPA Downloads View citations (23)
    Also in ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh (1998) Downloads View citations (1)
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh (1998) Downloads
    Working Papers, FEDEA Downloads

    See also Journal Article in Journal of Econometrics (2001)
  3. Model uncertainty in cross-country growth regressions
    Econometrics, EconWPA Downloads View citations (242)
    Also in Econometrics, EconWPA (2001) Downloads View citations (266)

    See also Journal Article in Journal of Applied Econometrics (2001)

1999

  1. A Bayesian analysis of multiple-output production frontier
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2000)
  2. Bayesian Analysis of Stochastic Frontier Models
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads View citations (14)
  3. Bayesian Regression Analysis with scale mixtures of normals
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads View citations (2)
    See also Journal Article in Econometric Theory (2000)
  4. We have just averaged over two trillion cross-country growth regressions
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads

1998

  1. On the dangers of modelling through continuous distributions: A Bayesian perspective
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) Downloads
  2. Reference priors for the general location-scale model
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) Downloads

    See also Journal Article in Statistics & Probability Letters (1999)

1997

  1. A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    See also Journal Article in Economic Change and Restructuring (2000)
  2. Multivariate Student -t Regression Models: Pitfalls and Inference
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  3. Reference Priors For Non-Normal Two-Sample Problems
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (1998)
  4. Statistical Modeling of Fishing Activities in the North Atlantic
    Econometrics, EconWPA Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) Downloads
    Working Papers, FEDEA Downloads

1996

  1. Classical and Bayesian Inference Robustness in Multivariate Regression models
    Working Papers, Catholique de Louvain - Institut de statistique View citations (4)
  2. Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    See also Journal Article in Journal of Productivity Analysis (1998)
  3. On Bayesian Inference under Sampling from Scale Mixtures of Normals
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
  4. On Bayesian Modelling of Fat Tails and Skewness
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  5. On the Estimation of Demand Systems Through Consumption Efficiency
    Econometrics, EconWPA Downloads View citations (2)
    See also Journal Article in The Review of Economics and Statistics (1996)
  6. On the Use of Panel Data in Bayesian Stochastic Frontier Models
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  7. Robust Bayesian Inference on Scale Parameters
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh (1996) Downloads

    See also Journal Article in Journal of Multivariate Analysis (2001)

1995

  1. A Model of Management Teams
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads
    Also in Working Papers, Tilburg - Center for Economic Research (1995) View citations (2)
    Discussion Paper, Tilburg University, Center for Economic Research (1995) Downloads
    Others, EconWPA (1995) Downloads View citations (1)

    See also Journal Article in Managerial and Decision Economics (1998)
  2. Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    Also in CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads

    See also Journal Article in Journal of Econometrics (1997)
  3. Inference Robustness in Multivariate Models with a Scale Parameter
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1995) Downloads
  4. Measuring the Sources of Output Growth in a Panel of Countries
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (4)
  5. Posterior Analysis of Stochastic Volatility Models with Flexible Tails
    Working Papers, Tilburg - Center for Economic Research View citations (6)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1995) Downloads View citations (4)
  6. Reference priors in non-normal location problems
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Working Papers, Tilburg - Center for Economic Research (1995) View citations (2)
  7. The Components of Output Growth: A Croos-Country Analysis
    Working Papers, Tilburg - Center for Economic Research View citations (5)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) Downloads View citations (5)
    Discussion Paper, Tilburg University, Center for Economic Research (1995) Downloads View citations (5)

1994

  1. Bayesian efficiency analysis with a flexible form: The aim cost function
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (26)
    See also Journal Article in Journal of Business & Economic Statistics (1994)
  2. Hospital efficiency analysis through individual effects: A Bayesian approach
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  3. Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (14)
    Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (1992) Downloads

1993

  1. 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 Estadística Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1991) Downloads View citations (1)
    Working Papers, Tilburg - Center for Economic Research (1991) View citations (1)

    See also Journal Article in Journal of Business & Economic Statistics (1994)
  2. Bayesian efficiency analysis with a flexible cost function
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  3. Marginal Equivalence in V-Spherical Models
    Working Papers, Tilburg - Center for Economic Research View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1993) Downloads View citations (1)
  4. The Continuous Multivariate Location-Scale Model Revisited: A Tale of Robustness
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1993) Downloads

1992

  1. Bayesian econometrics:conjugate analysis and rejection sampling using mathematica
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
  2. Bayesian long-run prediction in time series models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (1995)
  3. Bayesian marginal equivalence of elliptical regression models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
    Also in Working Papers, Tilburg - Center for Economic Research (1991)
    Discussion Paper, Tilburg University, Center for Economic Research (1991) Downloads

    See also Journal Article in Journal of Econometrics (1993)
  4. Estimating End-Use Demand: A Bayesian Approach
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (1)
    Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (1992) Downloads
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads

    See also Journal Article in Journal of Business & Economic Statistics (1994)
  5. Posterior inference on long-run impulse responses
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
  6. Posterior moments of scale parameters in elliptical regression models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
  7. Rejection sampling in demand systems
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  8. Revised stochastic analysis of an input-output model
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
    See also Journal Article in Regional Science and Urban Economics (1994)
  9. Robust Bayesian inference in Iq-Spherical models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
  10. Stochastic frontier models: a bayesian perspective
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
    See also Journal Article in Journal of Econometrics (1994)

1991

  1. A Bayesian note on competing correlation structures in the dynamic linear regression model
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Working Papers, Tilburg - Center for Economic Research (1991)

    See also Journal Article in Economics Letters (1992)
  2. Bayesian Inference in Time Series
    Working Papers, Tilburg - Center for Economic Research View citations (2)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1991) Downloads
  3. Robust bayesian inference in empirical regression models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (1)

1990

  1. A STOCHASTIC ANALYSIS OF AN INPUT-OUTPUT MODEL: COMMENT
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990) Downloads
  2. Exclusion restrictions in instrumental variables equations
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Research Memorandum, Tilburg University, School of Economics and Management (1988) Downloads
  3. POSTERIOR INFERENCE ON THE DEGREES OF FREEDOM PARAMETER IN MULTIVARIATE-T REGRESSION MODELS
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990) Downloads

    See also Journal Article in Economics Letters (1991)
  4. REGRESSION MODELS UNDER COMPETING COVARIANCE MATRICES: A BAYSIAN PERSPECTIVE
    Working Papers, Tilburg - Center for Economic Research View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990) Downloads
  5. ROBUST BAYESIAN INFERENCE IN ELLIPTICAL REGRESSION MODELS
    Working Papers, Tilburg - Center for Economic Research View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990) Downloads

    See also Journal Article in Journal of Econometrics (1993)
  6. Semi-conjugate prior densities in multivariate t regression models
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990) Downloads View citations (1)

1989

  1. A BAYESIAN ANALYSIS OF EXOGENEITY IN MODELS POOLING TIME- SERIES AND CROSS -SECTION DATA
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1989) Downloads
  2. A BAYESIAN ANALYSIS OF SIMULTANEOUS EQUATION MODELS BY COMBINING RECURSIVE ANALYTICAL AND NUMERICAL APPROACHES
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1989) Downloads

    See also Journal Article in Journal of Econometrics (1991)
  3. BAYESIAN MULTIVARIATE EXOGENEITY ANALYSIS: AN APPLICATION TO A UK MONEY DEMAND EQUATION
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1989) Downloads

    See also Journal Article in Journal of Econometrics (1991)
  4. WEAK EXOGENEITY IN MISSPECIFIED SEQUENTIAL MODELS
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1989) Downloads

1988

  1. Seemingly unrelated regression equation systems under diffuse stochastic prior information: A recursive analytical approach
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

1985

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

Undated

  1. Bayesian modelling of catch in a Northwest Atlantic Fishery (first version)
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh
  2. Testing for exogeneity. An application to consumption behaviour
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads

Journal Articles

2015

  1. Discussion
    International Statistical Review, 2015, 83, (2), 218-222 Downloads
  2. Objective Bayesian Survival Analysis Using Shape Mixtures of Log-Normal Distributions
    Journal of the American Statistical Association, 2015, 110, (510), 697-710 Downloads

2013

  1. Comparing distributions by using dependent normalized random-measure mixtures
    Journal of the Royal Statistical Society Series B, 2013, 75, (3), 499-529 Downloads View citations (3)

2012

  1. Mixtures of g-priors for Bayesian model averaging with economic applications
    Journal of Econometrics, 2012, 171, (2), 251-266 Downloads View citations (34)
    See also Working Paper (2011)
  2. Modelling multi-output stochastic frontiers using copulas
    Computational Statistics & Data Analysis, 2012, 56, (11), 3757-3773 Downloads View citations (2)
  3. On the Marshall–Olkin transformation as a skewing mechanism
    Computational Statistics & Data Analysis, 2012, 56, (7), 2251-2257 Downloads

2011

  1. Inference for grouped data with a truncated skew-Laplace distribution
    Computational Statistics & Data Analysis, 2011, 55, (12), 3218-3231 Downloads View citations (1)
  2. Modeling overdispersion with the normalized tempered stable distribution
    Computational Statistics & Data Analysis, 2011, 55, (7), 2288-2301 Downloads View citations (1)
  3. Non-Gaussian spatiotemporal modelling through scale mixing
    Biometrika, 2011, 98, (4), 761-774 Downloads View citations (1)
  4. Stick-breaking autoregressive processes
    Journal of Econometrics, 2011, 162, (2), 383-396 Downloads View citations (16)

2010

  1. Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
    Computational Statistics & Data Analysis, 2010, 54, (11), 2594-2608 Downloads View citations (3)
    See also Working Paper (2008)
  2. Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-t Distributions
    Journal of Business & Economic Statistics, 2010, 28, (1), 52-66 Downloads View citations (7)
  3. Non‐gaussian dynamic bayesian modelling for panel data
    Journal of Applied Econometrics, 2010, 25, (7), 1128-1154 Downloads View citations (2)
    See also Working Paper (2006)

2009

  1. Comments on ‘Jointness of growth determinants’
    Journal of Applied Econometrics, 2009, 24, (2), 248-251 Downloads View citations (3)
  2. 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&rsqb
    Journal of Applied Econometrics, 2009, 24, (4), 651-674 Downloads View citations (5)

2008

  1. Flexible mixture modelling of stochastic frontiers
    Journal of Productivity Analysis, 2008, 29, (1), 33-50 Downloads View citations (8)

2007

  1. Bayesian stochastic frontier analysis using WinBUGS
    Journal of Productivity Analysis, 2007, 27, (3), 163-176 Downloads View citations (42)
    See also Working Paper (2005)
  2. Jointness in Bayesian variable selection with applications to growth regression
    Journal of Macroeconomics, 2007, 29, (3), 476-493 Downloads View citations (33)
    See also Working Paper (2006)
  3. Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
    Journal of Econometrics, 2007, 137, (2), 641-673 Downloads View citations (14)
    See also Working Paper (2004)

2006

  1. A Constructive Representation of Univariate Skewed Distributions
    Journal of the American Statistical Association, 2006, 101, 823-829 Downloads View citations (17)
    See also Working Paper (2004)
  2. Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
    Journal of Econometrics, 2006, 134, (2), 605-644 Downloads View citations (15)
    See also Working Paper (2003)
  3. Non-Gaussian Bayesian Geostatistical Modeling
    Journal of the American Statistical Association, 2006, 101, 604-618 Downloads View citations (2)
  4. Order-Based Dependent Dirichlet Processes
    Journal of the American Statistical Association, 2006, 101, 179-194 Downloads View citations (31)

2005

  1. Alternative efficiency measures for multiple-output production
    Journal of Econometrics, 2005, 126, (2), 411-444 Downloads View citations (24)
    See also Working Paper (2003)
  2. Modelling directional dispersion through hyperspherical log-splines
    Journal of the Royal Statistical Society Series B, 2005, 67, (4), 599-616 Downloads View citations (2)
    See also Working Paper (2004)

2004

  1. Bayesian Analysis of Interval Data Contingent Valuation Models and Pricing Policies
    Journal of Business & Economic Statistics, 2004, 22, 431-442 Downloads View citations (7)
  2. Semiparametric Bayesian inference for stochastic frontier models
    Journal of Econometrics, 2004, 123, (1), 121-152 Downloads View citations (37)
    See also Working Paper (2002)

2003

  1. 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, 2003, 59, (1), 202-202 Downloads

2002

  1. Bayesian modelling of catch in a north-west Atlantic fishery
    Journal of the Royal Statistical Society Series C, 2002, 51, (3), 257-280 Downloads View citations (5)
    See also Working Paper (2001)
  2. Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
    Journal of the American Statistical Association, 2002, 97, 432-442 Downloads View citations (42)
    See also Working Paper (2002)

2001

  1. Benchmark priors for Bayesian model averaging
    Journal of Econometrics, 2001, 100, (2), 381-427 Downloads View citations (289)
    See also Working Paper (2001)
  2. Model uncertainty in cross-country growth regressions
    Journal of Applied Econometrics, 2001, 16, (5), 563-576 Downloads View citations (282)
    See also Working Paper (2001)
  3. Robust Bayesian Inference on Scale Parameters
    Journal of Multivariate Analysis, 2001, 77, (1), 54-72 Downloads
    See also Working Paper (1996)

2000

  1. A Bayesian analysis of multiple-output production frontiers
    Journal of Econometrics, 2000, 98, (1), 47-79 Downloads View citations (29)
    See also Working Paper (1999)
  2. A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
    Economic Change and Restructuring, 2000, 33, (3), 185-202 Downloads View citations (14)
    See also Working Paper (1997)
  3. BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS
    Econometric Theory, 2000, 16, (01), 80-101 Downloads View citations (15)
    See also Working Paper (1999)
  4. Modeling the Sources of Output Growth in a Panel of Countries
    Journal of Business & Economic Statistics, 2000, 18, (3), 284-99 View citations (31)

1999

  1. Reference priors for the general location-scale modelm
    Statistics & Probability Letters, 1999, 43, (4), 377-384 Downloads View citations (3)
    See also Working Paper (1998)
  2. Some comments on model development and posterior existence
    Econometric Reviews, 1999, 18, (1), 89-96 Downloads
  3. The Components of Output Growth: A Stochastic Frontier Analysis
    Oxford Bulletin of Economics and Statistics, 1999, 61, (4), 455-87 Downloads View citations (38)

1998

  1. A model of management teams
    Managerial and Decision Economics, 1998, 19, (6), 355-363 View citations (1)
    See also Working Paper (1995)
  2. Bayesian Analysis of the Prototypal Search Model
    Journal of Business & Economic Statistics, 1998, 16, (2), 178-86 View citations (6)
  3. Bayesian analysis of stochastic volatility models with flexible tails
    Econometric Reviews, 1998, 17, (2), 109-143 Downloads View citations (4)
  4. Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models
    Journal of Productivity Analysis, 1998, 10, (1), 103-117 Downloads View citations (4)
    See also Working Paper (1996)
  5. 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 Downloads
    See also Working Paper (1997)

1997

  1. Bayesian analysis of long memory and persistence using ARFIMA models
    Journal of Econometrics, 1997, 76, (1-2), 149-169 Downloads View citations (16)
    See also Working Paper (2004)
  2. Bayesian efficiency analysis through individual effects: Hospital cost frontiers
    Journal of Econometrics, 1997, 76, (1-2), 77-105 Downloads View citations (91)
    See also Working Paper (1995)
  3. On the use of panel data in stochastic frontier models with improper priors
    Journal of Econometrics, 1997, 79, (1), 169-193 Downloads View citations (59)

1996

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

1995

  1. Bayesian long-run prediction in time series models
    Journal of Econometrics, 1995, 69, (1), 61-80 Downloads View citations (7)
    See also Working Paper (1992)

1994

  1. A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models
    Journal of Business & Economic Statistics, 1994, 12, (1), 95-107 View citations (4)
    See also Working Paper (1993)
  2. Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function
    Journal of Business & Economic Statistics, 1994, 12, (3), 339-46 View citations (28)
    See also Working Paper (1994)
  3. Estimating End-Use Demand: A Bayesian Approach
    Journal of Business & Economic Statistics, 1994, 12, (2), 221-31 View citations (12)
    See also Working Paper (1992)
  4. Posterior Properties of Long-Run Impulse Responses
    Journal of Business & Economic Statistics, 1994, 12, (4), 489-92 View citations (3)
  5. Revised stochastic analysis of an input-output model
    Regional Science and Urban Economics, 1994, 24, (3), 361-371 Downloads View citations (2)
    See also Working Paper (1992)
  6. Stochastic frontier models: A Bayesian perspective
    Journal of Econometrics, 1994, 61, (2), 273-303 Downloads View citations (105)
    See also Working Paper (1992)

1993

  1. Bayesian marginal equivalence of elliptical regression models
    Journal of Econometrics, 1993, 59, (3), 391-403 Downloads View citations (1)
    See also Working Paper (1992)
  2. Regression Models under Competing Covariance Structures: A Bayesian Perspective
    Annals of Economics and Statistics, 1993, (32), 65-79 Downloads
  3. Robust bayesian inference in elliptical regression models
    Journal of Econometrics, 1993, 57, (1-3), 345-363 Downloads View citations (15)
    See also Working Paper (1990)

1992

  1. A Bayesian note on competing correlation structures in the dynamic linear regression model
    Economics Letters, 1992, 40, (4), 383-388 Downloads
    See also Working Paper (1991)
  2. Weak Exogeneity in Overreduced Sequential Models
    Annals of Economics and Statistics, 1992, (27), 51-72 Downloads

1991

  1. A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches
    Journal of Econometrics, 1991, 48, (1-2), 83-117 Downloads View citations (3)
    See also Working Paper (1989)
  2. Bayesian multivariate exogeneity analysis: An application to a UK money demand equation
    Journal of Econometrics, 1991, 49, (1-2), 239-274 Downloads View citations (3)
    See also Working Paper (1989)
  3. Posterior inference on the degrees of freedom parameter in multivariate-t regression models
    Economics Letters, 1991, 37, (4), 391-397 Downloads View citations (2)
    See also Working Paper (1990)
  4. To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment
    Journal of Applied Econometrics, 1991, 6, (4), 365-70 Downloads View citations (4)

1988

  1. 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 Downloads View citations (14)
 
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