Details about Mark Florimond Steel

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 Florimond Steel.

Last updated 2024-09-05. Update your information in the RePEc Author Service.

Short-id: pst2

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Jump to Journal Articles

Working Papers

2018

1. Model Averaging and its Use in Economics
   MPRA Paper, University Library of Munich, Germany View citations (3)
   Also in MPRA Paper, University Library of Munich, Germany (2017) View citations (10)
   See also Journal Article Model Averaging and Its Use in Economics, Journal of Economic Literature, American Economic Association (2020) View citations (124) (2020)

2014

2. Bayesian Survival Modelling of University Outcomes
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Bayesian survival modelling of university outcomes, Journal of the Royal Statistical Society Series A, Royal Statistical Society (2017) View citations (9) (2017)
3. Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations
   MPRA Paper, University Library of Munich, Germany View citations (1)

2011

4. Mixtures of g-priors for Bayesian Model Averaging with economic application
   Policy Research Working Paper Series, The World Bank View citations (1)
   Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (2011) View citations (4)
   MPRA Paper, University Library of Munich, Germany (2010) View citations (10)
   MPRA Paper, University Library of Munich, Germany (2011) View citations (2)
   See also Journal Article Mixtures of g-priors for Bayesian model averaging with economic applications, Journal of Econometrics, Elsevier (2012) View citations (70) (2012)

2008

5. Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes, Computational Statistics & Data Analysis, Elsevier (2010) View citations (8) (2010)
6. On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression
   MPRA Paper, University Library of Munich, Germany View citations (5)
   Also in Policy Research Working Paper Series, The World Bank (2007) View citations (40)

2006

7. Jointness in Bayesian variable selection with applications to growth regression
   Policy Research Working Paper Series, The World Bank View citations (2)
   See also Journal Article Jointness in Bayesian variable selection with applications to growth regression, Journal of Macroeconomics, Elsevier (2007) View citations (71) (2007)
8. Model-based Clustering of non-Gaussian Panel Data
   MPRA Paper, University Library of Munich, Germany View citations (2)
9. Non-Gaussian dynamic Bayesian modelling for panel data
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Non‐gaussian dynamic bayesian modelling for panel data, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010) View citations (3) (2010)

2005

10. Bayesian Stochastic Frontier Analysis Using WinBUGS
    Econometrics, University Library of Munich, Germany View citations (1)
    See also Journal Article Bayesian stochastic frontier analysis using WinBUGS, Journal of Productivity Analysis, Springer (2007) View citations (95) (2007)
11. Directional Log-spline Distributions
    Econometrics, University Library of Munich, Germany View citations (1)

2004

12. A Constructive Representation of Univariate Skewed Distributions
    Econometrics, University Library of Munich, Germany View citations (20)
    See also Journal Article A Constructive Representation of Univariate Skewed Distributions, Journal of the American Statistical Association, American Statistical Association (2006) View citations (34) (2006)
13. Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
    Econometrics, University Library of Munich, Germany View citations (4)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) View citations (2)
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1997) View citations (14)
    See also Journal Article Bayesian analysis of long memory and persistence using ARFIMA models, Journal of Econometrics, Elsevier (1997) View citations (29) (1997)
14. Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions
    Econometrics, University Library of Munich, Germany View citations (10)
15. Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers
    Econometrics, University Library of Munich, Germany View citations (22)
    See also Journal Article Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers, Journal of Econometrics, Elsevier (2007) View citations (18) (2007)
16. Modelling Directional Dispersion Through Hyperspherical Log- Splines
    Econometrics, University Library of Munich, Germany View citations (1)
    See also Journal Article Modelling directional dispersion through hyperspherical log‐splines, Journal of the Royal Statistical Society Series B, Royal Statistical Society (2005) View citations (2) (2005)
17. On Describing Multivariate Skewness: A Directional Approach
    Econometrics, University Library of Munich, Germany View citations (2)

2003

18. Alternative efficiency measures for multiple-output production
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (2)
    See also Journal Article Alternative efficiency measures for multiple-output production, Journal of Econometrics, Elsevier (2005) View citations (39) (2005)
19. Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility
    Econometrics, University Library of Munich, Germany View citations (4)
    See also Journal Article Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility, Journal of Econometrics, Elsevier (2006) View citations (30) (2006)

2002

20. Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
    Econometrics, University Library of Munich, Germany View citations (74)
    Also in Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (2002) View citations (72)
    See also Journal Article Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture, Journal of the American Statistical Association, American Statistical Association (2002) View citations (73) (2002)
21. Semiparametric Bayesian Inference for Stochastic Frontier Models
    Econometrics, University Library of Munich, Germany View citations (1)
    See also Journal Article Semiparametric Bayesian inference for stochastic frontier models, Journal of Econometrics, Elsevier (2004) View citations (57) (2004)

2001

22. Bayesian Modelling of Catch in a Northwest Atlantic Fishery
    Econometrics, University Library of Munich, Germany View citations (2)
    Also in Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (2001)
    See also Journal Article Bayesian modelling of catch in a north‐west Atlantic fishery, Journal of the Royal Statistical Society Series C, Royal Statistical Society (2002) View citations (6) (2002)
23. Benchmark Priors for Bayesian Model Averaging
    Econometrics, University Library of Munich, Germany View citations (23)
    Also in Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (1998)
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (1998) View citations (1)
    Working Papers, FEDEA
    See also Journal Article Benchmark priors for Bayesian model averaging, Journal of Econometrics, Elsevier (2001) View citations (497) (2001)
24. Model uncertainty in cross-country growth regressions
    Econometrics, University Library of Munich, Germany View citations (445)
    Also in Econometrics, University Library of Munich, Germany (2001) View citations (461)
    See also Journal Article Model uncertainty in cross-country growth regressions, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2001) View citations (506) (2001)

1999

25. A Bayesian analysis of multiple-output production frontier
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (2)
    See also Journal Article A Bayesian analysis of multiple-output production frontiers, Journal of Econometrics, Elsevier (2000) View citations (42) (2000)
26. Bayesian Analysis of Stochastic Frontier Models
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (14)
27. Bayesian Regression Analysis with scale mixtures of normals
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (2)
    See also Journal Article BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS, Econometric Theory, Cambridge University Press (2000) View citations (25) (2000)
28. We Just Averaged over Two Trillion Cross-Country Growth Regressions
    IMF Working Papers, International Monetary Fund View citations (10)
29. We have just averaged over two trillion cross-country growth regressions
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (7)

1998

30. On the dangers of modelling through continuous distributions: A Bayesian perspective
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (2)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1997)
    Discussion Paper, Tilburg University, Center for Economic Research (1997)
31. Reference priors for the general location-scale model
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1997)
    See also Journal Article Reference priors for the general location-scale modelm, Statistics & Probability Letters, Elsevier (1999) View citations (4) (1999)

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 (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1997) View citations (1)
    See also Journal Article A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies, Economic Change and Restructuring, Springer (2000) View citations (25) (2000)
33. Bayesian efficiency analysis through individual effects: Hospital cost frontiers
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (129)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) View citations (1)
    See also Journal Article Bayesian efficiency analysis through individual effects: Hospital cost frontiers, Journal of Econometrics, Elsevier (1997) View citations (151) (1997)
34. Multivariate Student -t Regression Models: Pitfalls and Inference
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) View citations (8)
35. Reference Priors For Non-Normal Two-Sample Problems
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1997)
    See also Journal Article Reference priors for non-Normal two-sample problems, TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer (1998) (1998)
36. Statistical Modeling of Fishing Activities in the North Atlantic
    Econometrics, University Library of Munich, Germany
    Also in Working Papers, FEDEA
    Discussion Paper, Tilburg University, Center for Economic Research (1997)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1997)

1996

37. Classical and Bayesian Inference Robustness in Multivariate Regression models
    Working Papers, Catholique de Louvain - Institut de statistique View citations (5)
38. Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1996) View citations (4)
    See also Journal Article Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models, Journal of Productivity Analysis, Springer (1998) View citations (25) (1998)
39. On Bayesian Inference under Sampling from Scale Mixtures of Normals
    Discussion Paper, Tilburg University, Center for Economic Research View citations (8)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1996) View citations (7)
40. On Bayesian Modelling of Fat Tails and Skewness
    Discussion Paper, Tilburg University, Center for Economic Research View citations (53)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1996) View citations (3)
41. On the Estimation of Demand Systems Through Consumption Efficiency
    Econometrics, University Library of Munich, Germany View citations (3)
    See also Journal Article On the Estimation of Demand Systems through Consumption Efficiency, The Review of Economics and Statistics, MIT Press (1996) View citations (3) (1996)
42. On the Use of Panel Data in Bayesian Stochastic Frontier Models
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1996) View citations (1)
43. Robust Bayesian Inference on Scale Parameters
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1996)
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (1996)
    See also Journal Article Robust Bayesian Inference on Scale Parameters, Journal of Multivariate Analysis, Elsevier (2001) (2001)

1995

44. A Model of Management Teams
    Working Papers, Tilburg - Center for Economic Research View citations (2)
    Also in Others, University Library of Munich, Germany (1995) View citations (1)
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (1995)
    Discussion Paper, Tilburg University, Center for Economic Research (1995)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1995)
    See also Journal Article A model of management teams, Managerial and Decision Economics, John Wiley & Sons, Ltd. (1998) View citations (1) (1998)
45. Inference Robustness in Multivariate Models with a Scale Parameter
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (2)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1995) View citations (2)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1995) View citations (2)
46. Measuring the Sources of Output Growth in a Panel of Countries
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (9)
47. Posterior Analysis of Stochastic Volatility Models with Flexible Tails
    Working Papers, Tilburg - Center for Economic Research View citations (8)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1995) View citations (6)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1995) View citations (2)
48. Reference priors in non-normal location problems
    Discussion Paper, Tilburg University, Center for Economic Research View citations (6)
    Also in Working Papers, Tilburg - Center for Economic Research (1995) View citations (6)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1995) View citations (6)
49. The Components of Output Growth: A Croos-Country Analysis
    Working Papers, Tilburg - Center for Economic Research View citations (6)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1995) View citations (8)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1995) View citations (6)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) View citations (9)

1994

50. Bayesian efficiency analysis with a flexible form: The aim cost function
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (32)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1994) View citations (34)
    See also Journal Article Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function, Journal of Business & Economic Statistics, American Statistical Association (1994) View citations (37) (1994)
51. Estimating End-use Demand: a Bayesian Approach
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (10)
    Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (1992)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1992) View citations (1)
    See also Journal Article Estimating End-Use Demand: A Bayesian Approach, Journal of Business & Economic Statistics, American Statistical Association (1994) View citations (18) (1994)
52. Hospital efficiency analysis through individual effects: A Bayesian approach
    Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1994) View citations (2)
53. Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (16)
    Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (1992) View citations (1)
54. Robust Bayesian inference in LQ-spherical models
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (1992) View citations (2)

1993

55. 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
    Also in Working Papers, Tilburg - Center for Economic Research (1991) View citations (1)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1991) View citations (1)
    Discussion Paper, Tilburg University, Center for Economic Research (1991) View citations (1)
    See also Journal Article A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models, Journal of Business & Economic Statistics, American Statistical Association (1994) View citations (4) (1994)
56. Bayesian efficiency analysis with a flexible cost function
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
57. 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) View citations (1)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1993)
58. 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)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1993)

1992

59. Bayesian econometrics:conjugate analysis and rejection sampling using mathematica
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (4)
60. Bayesian long-run prediction in time series models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (1)
    See also Journal Article Bayesian long-run prediction in time series models, Journal of Econometrics, Elsevier (1995) View citations (10) (1995)
61. Bayesian marginal equivalence of elliptical regression models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1991) View citations (1)
    Working Papers, Tilburg - Center for Economic Research (1991)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1991)
    See also Journal Article Bayesian marginal equivalence of elliptical regression models, Journal of Econometrics, Elsevier (1993) View citations (1) (1993)
62. Posterior inference on long-run impulse responses
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía
63. Posterior inference on the degrees of freedom parameter in multivariate-t regression models
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
    Also in Working Papers, Tilburg - Center for Economic Research (1990)
    Discussion Paper, Tilburg University, Center for Economic Research (1990)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1990)
    See also Journal Article Posterior inference on the degrees of freedom parameter in multivariate-t regression models, Economics Letters, Elsevier (1991) View citations (2) (1991)
64. Posterior moments of scale parameters in elliptical regression models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía
65. Rejection sampling in demand systems
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
66. Revised stochastic analysis of an input-output model
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1991) View citations (1)
    See also Journal Article Revised stochastic analysis of an input-output model, Regional Science and Urban Economics, Elsevier (1994) View citations (6) (1994)
67. Stochastic frontier models: a bayesian perspective
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (2)
    See also Journal Article Stochastic frontier models: A Bayesian perspective, Journal of Econometrics, Elsevier (1994) View citations (198) (1994)

1991

68. A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1989)
    Working Papers, Tilburg - Center for Economic Research (1989)
    Discussion Paper, Tilburg University, Center for Economic Research (1989)
    See also Journal Article A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches, Journal of Econometrics, Elsevier (1991) View citations (5) (1991)
69. A Bayesian note on competing correlation structures in the dynamic linear regression model
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Working Papers, Tilburg - Center for Economic Research (1991)
    Discussion Paper, Tilburg University, Center for Economic Research (1991)
    See also Journal Article A Bayesian note on competing correlation structures in the dynamic linear regression model, Economics Letters, Elsevier (1992) View citations (2) (1992)
70. Bayesian Inference in Time Series
    Working Papers, Tilburg - Center for Economic Research View citations (4)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1991) View citations (2)
    Discussion Paper, Tilburg University, Center for Economic Research (1991) View citations (2)
71. Bayesian multivariate exogeneity analysis: An application to a UK money demand equation
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (9)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1989) View citations (2)
    Discussion Paper, Tilburg University, Center for Economic Research (1989) View citations (2)
    Working Papers, Tilburg - Center for Economic Research (1989)
    See also Journal Article Bayesian multivariate exogeneity analysis: An application to a UK money demand equation, Journal of Econometrics, Elsevier (1991) View citations (9) (1991)
72. Robust bayesian inference in empirical regression models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (2)

1990

73. 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)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1990)
74. Exclusion restrictions in instrumental variables equations
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1990) View citations (1)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1988)
    Research Memorandum, Tilburg University, School of Economics and Management (1988)
75. REGRESSION MODELS UNDER COMPETING COVARIANCE MATRICES: A BAYSIAN PERSPECTIVE
    Working Papers, Tilburg - Center for Economic Research View citations (2)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1990) View citations (1)
    Discussion Paper, Tilburg University, Center for Economic Research (1990) View citations (3)
76. ROBUST BAYESIAN INFERENCE IN ELLIPTICAL REGRESSION MODELS
    Working Papers, Tilburg - Center for Economic Research View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1990)
    Discussion Paper, Tilburg University, Center for Economic Research (1990)
    See also Journal Article Robust bayesian inference in elliptical regression models, Journal of Econometrics, Elsevier (1993) View citations (16) (1993)
77. Semi-conjugate prior densities in multivariate t regression models
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1990) View citations (1)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1990) View citations (1)

1989

78. A BAYESIAN ANALYSIS OF EXOGENEITY IN MODELS POOLING TIME- SERIES AND CROSS -SECTION DATA
    Working Papers, Tilburg - Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1989)
    Discussion Paper, Tilburg University, Center for Economic Research (1989) View citations (1)
79. WEAK EXOGENEITY IN MISSPECIFIED SEQUENTIAL MODELS
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1989)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1989)

1988

80. Seemingly unrelated regression equation systems under diffuse stochastic prior information: A recursive analytical approach
    Discussion Paper, Tilburg University, Center for Economic Research View citations (5)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1988) View citations (5)

1987

81. Testing for exogeneity. An application to consumption behaviour
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)

1985

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

Undated

83. Bayesian modelling of catch in a Northwest Atlantic Fishery (first version)
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh

Journal Articles

2023

1. Measurement error in linear regression models with fat tails and skewed errors
   Communications in Statistics - Theory and Methods, 2023, 52, (15), 5407-5426

2021

2. In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p
   Biometrika, 2021, 108, (1), 53-69 View citations (2)

2020

3. Model Averaging and Its Use in Economics
   Journal of Economic Literature, 2020, 58, (3), 644-719 View citations (124)
   See also Working Paper Model Averaging and its Use in Economics, MPRA Paper (2018) View citations (3) (2018)

2019

4. On choosing mixture components via non‐local priors
   Journal of the Royal Statistical Society Series B, 2019, 81, (5), 809-837 View citations (1)

2018

5. Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics
   Statistical Methods & Applications, 2018, 27, (2), 207-218
6. Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression
   International Statistical Review, 2018, 86, (2), 237-258 View citations (16)

2017

7. Bayesian survival modelling of university outcomes
   Journal of the Royal Statistical Society Series A, 2017, 180, (2), 613-631 View citations (9)
   See also Working Paper Bayesian Survival Modelling of University Outcomes, MPRA Paper (2014) (2014)
8. Incorporating unobserved heterogeneity in Weibull survival models: A Bayesian approach
   Econometrics and Statistics, 2017, 3, (C), 73-88 View citations (1)

2015

9. Discussion
   International Statistical Review, 2015, 83, (2), 218-222
10. Objective Bayesian Survival Analysis Using Shape Mixtures of Log-Normal Distributions
    Journal of the American Statistical Association, 2015, 110, (510), 697-710 View citations (5)

2013

11. Comparing distributions by using dependent normalized random-measure mixtures
    Journal of the Royal Statistical Society Series B, 2013, 75, (3), 499-529 View citations (9)

2012

12. Mixtures of g-priors for Bayesian model averaging with economic applications
    Journal of Econometrics, 2012, 171, (2), 251-266 View citations (70)
    See also Working Paper Mixtures of g-priors for Bayesian Model Averaging with economic application, Policy Research Working Paper Series (2011) View citations (1) (2011)
13. Modelling multi-output stochastic frontiers using copulas
    Computational Statistics & Data Analysis, 2012, 56, (11), 3757-3773 View citations (12)
14. On the Marshall–Olkin transformation as a skewing mechanism
    Computational Statistics & Data Analysis, 2012, 56, (7), 2251-2257 View citations (1)

2011

15. Inference for grouped data with a truncated skew-Laplace distribution
    Computational Statistics & Data Analysis, 2011, 55, (12), 3218-3231 View citations (3)
16. Modeling overdispersion with the normalized tempered stable distribution
    Computational Statistics & Data Analysis, 2011, 55, (7), 2288-2301 View citations (3)
17. Non-Gaussian spatiotemporal modelling through scale mixing
    Biometrika, 2011, 98, (4), 761-774 View citations (4)
18. Stick-breaking autoregressive processes
    Journal of Econometrics, 2011, 162, (2), 383-396 View citations (33)

2010

19. Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
    Computational Statistics & Data Analysis, 2010, 54, (11), 2594-2608 View citations (8)
    See also Working Paper Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes, MPRA Paper (2008) View citations (1) (2008)
20. Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-t Distributions
    Journal of Business & Economic Statistics, 2010, 28, (1), 52-66 View citations (22)
21. Non‐gaussian dynamic bayesian modelling for panel data
    Journal of Applied Econometrics, 2010, 25, (7), 1128-1154 View citations (3)
    See also Working Paper Non-Gaussian dynamic Bayesian modelling for panel data, MPRA Paper (2006) View citations (1) (2006)

2009

22. Comments on ‘Jointness of growth determinants’
    Journal of Applied Econometrics, 2009, 24, (2), 248-251 View citations (10)
23. 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 View citations (9)

2008

24. Flexible mixture modelling of stochastic frontiers
    Journal of Productivity Analysis, 2008, 29, (1), 33-50 View citations (23)

2007

25. Bayesian stochastic frontier analysis using WinBUGS
    Journal of Productivity Analysis, 2007, 27, (3), 163-176 View citations (95)
    See also Working Paper Bayesian Stochastic Frontier Analysis Using WinBUGS, Econometrics (2005) View citations (1) (2005)
26. Jointness in Bayesian variable selection with applications to growth regression
    Journal of Macroeconomics, 2007, 29, (3), 476-493 View citations (71)
    See also Working Paper Jointness in Bayesian variable selection with applications to growth regression, Policy Research Working Paper Series (2006) View citations (2) (2006)
27. Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
    Journal of Econometrics, 2007, 137, (2), 641-673 View citations (18)
    See also Working Paper Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers, Econometrics (2004) View citations (22) (2004)

2006

28. A Constructive Representation of Univariate Skewed Distributions
    Journal of the American Statistical Association, 2006, 101, 823-829 View citations (34)
    See also Working Paper A Constructive Representation of Univariate Skewed Distributions, Econometrics (2004) View citations (20) (2004)
29. Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
    Journal of Econometrics, 2006, 134, (2), 605-644 View citations (30)
    See also Working Paper Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility, Econometrics (2003) View citations (4) (2003)
30. Non-Gaussian Bayesian Geostatistical Modeling
    Journal of the American Statistical Association, 2006, 101, 604-618 View citations (8)
31. Order-Based Dependent Dirichlet Processes
    Journal of the American Statistical Association, 2006, 101, 179-194 View citations (55)

2005

32. Alternative efficiency measures for multiple-output production
    Journal of Econometrics, 2005, 126, (2), 411-444 View citations (39)
    See also Working Paper Alternative efficiency measures for multiple-output production, Edinburgh School of Economics Discussion Paper Series (2003) View citations (2) (2003)
33. Modelling directional dispersion through hyperspherical log‐splines
    Journal of the Royal Statistical Society Series B, 2005, 67, (4), 599-616 View citations (2)
    See also Working Paper Modelling Directional Dispersion Through Hyperspherical Log- Splines, Econometrics (2004) View citations (1) (2004)

2004

34. Bayesian Analysis of Interval Data Contingent Valuation Models and Pricing Policies
    Journal of Business & Economic Statistics, 2004, 22, 431-442 View citations (13)
35. Semiparametric Bayesian inference for stochastic frontier models
    Journal of Econometrics, 2004, 123, (1), 121-152 View citations (57)
    See also Working Paper Semiparametric Bayesian Inference for Stochastic Frontier Models, Econometrics (2002) View citations (1) (2002)

2003

36. 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

2002

37. Bayesian modelling of catch in a north‐west Atlantic fishery
    Journal of the Royal Statistical Society Series C, 2002, 51, (3), 257-280 View citations (6)
    See also Working Paper Bayesian Modelling of Catch in a Northwest Atlantic Fishery, Econometrics (2001) View citations (2) (2001)
38. 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 (73)
    See also Working Paper Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture, Econometrics (2002) View citations (74) (2002)

2001

39. Benchmark priors for Bayesian model averaging
    Journal of Econometrics, 2001, 100, (2), 381-427 View citations (497)
    See also Working Paper Benchmark Priors for Bayesian Model Averaging, Econometrics (2001) View citations (23) (2001)
40. Model uncertainty in cross-country growth regressions
    Journal of Applied Econometrics, 2001, 16, (5), 563-576 View citations (506)
    See also Working Paper Model uncertainty in cross-country growth regressions, Econometrics (2001) View citations (445) (2001)
41. Robust Bayesian Inference on Scale Parameters
    Journal of Multivariate Analysis, 2001, 77, (1), 54-72
    See also Working Paper Robust Bayesian Inference on Scale Parameters, Discussion Paper (1996) (1996)

2000

42. A Bayesian analysis of multiple-output production frontiers
    Journal of Econometrics, 2000, 98, (1), 47-79 View citations (42)
    See also Working Paper A Bayesian analysis of multiple-output production frontier, Edinburgh School of Economics Discussion Paper Series (1999) View citations (2) (1999)
43. 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 (25)
    See also Working Paper A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies, Discussion Paper (1997) View citations (1) (1997)
44. BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS
    Econometric Theory, 2000, 16, (1), 80-101 View citations (25)
    See also Working Paper Bayesian Regression Analysis with scale mixtures of normals, Edinburgh School of Economics Discussion Paper Series (1999) View citations (2) (1999)
45. Modeling the Sources of Output Growth in a Panel of Countries
    Journal of Business & Economic Statistics, 2000, 18, (3), 284-99 View citations (62)

1999

46. Reference priors for the general location-scale modelm
    Statistics & Probability Letters, 1999, 43, (4), 377-384 View citations (4)
    See also Working Paper Reference priors for the general location-scale model, Edinburgh School of Economics Discussion Paper Series (1998) (1998)
47. Some comments on model development and posterior existence
    Econometric Reviews, 1999, 18, (1), 89-96
48. The Components of Output Growth: A Stochastic Frontier Analysis
    Oxford Bulletin of Economics and Statistics, 1999, 61, (4), 455-487 View citations (61)

1998

49. A model of management teams
    Managerial and Decision Economics, 1998, 19, (6), 355-363 View citations (1)
    See also Working Paper A Model of Management Teams, Working Papers (1995) View citations (2) (1995)
50. Bayesian Analysis of the Prototypal Search Model
    Journal of Business & Economic Statistics, 1998, 16, (2), 178-86 View citations (7)
51. Bayesian analysis of stochastic volatility models with flexible tails
    Econometric Reviews, 1998, 17, (2), 109-143 View citations (8)
52. Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models
    Journal of Productivity Analysis, 1998, 10, (1), 103-117 View citations (25)
    See also Working Paper Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models, Other publications TiSEM (1996) View citations (3) (1996)
53. 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 Reference Priors For Non-Normal Two-Sample Problems, Discussion Paper (1997) (1997)

1997

54. Bayesian analysis of long memory and persistence using ARFIMA models
    Journal of Econometrics, 1997, 76, (1-2), 149-169 View citations (29)
    See also Working Paper Bayesian Analysis of Long Memory and Persistence using ARFIMA Models, Econometrics (2004) View citations (4) (2004)
55. Bayesian efficiency analysis through individual effects: Hospital cost frontiers
    Journal of Econometrics, 1997, 76, (1-2), 77-105 View citations (151)
    See also Working Paper Bayesian efficiency analysis through individual effects: Hospital cost frontiers, LIDAM Reprints CORE (1997) View citations (129) (1997)
56. On the use of panel data in stochastic frontier models with improper priors
    Journal of Econometrics, 1997, 79, (1), 169-193 View citations (83)

1996

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

1995

59. Bayesian long-run prediction in time series models
    Journal of Econometrics, 1995, 69, (1), 61-80 View citations (10)
    See also Working Paper Bayesian long-run prediction in time series models, UC3M Working papers. Economics (1992) View citations (1) (1992)

1994

60. 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 A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models, DES - Working Papers. Statistics and Econometrics. WS (1993) (1993)
61. Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function
    Journal of Business & Economic Statistics, 1994, 12, (3), 339-46 View citations (37)
    See also Working Paper Bayesian efficiency analysis with a flexible form: The aim cost function, Other publications TiSEM (1994) View citations (32) (1994)
62. Estimating End-Use Demand: A Bayesian Approach
    Journal of Business & Economic Statistics, 1994, 12, (2), 221-31 View citations (18)
    See also Working Paper Estimating End-use Demand: a Bayesian Approach, LIDAM Reprints CORE (1994) View citations (10) (1994)
63. Posterior Properties of Long-Run Impulse Responses
    Journal of Business & Economic Statistics, 1994, 12, (4), 489-92 View citations (4)
64. Revised stochastic analysis of an input-output model
    Regional Science and Urban Economics, 1994, 24, (3), 361-371 View citations (6)
    See also Working Paper Revised stochastic analysis of an input-output model, UC3M Working papers. Economics (1992) (1992)
65. Stochastic frontier models: A Bayesian perspective
    Journal of Econometrics, 1994, 61, (2), 273-303 View citations (198)
    See also Working Paper Stochastic frontier models: a bayesian perspective, UC3M Working papers. Economics (1992) View citations (2) (1992)

1993

66. Bayesian marginal equivalence of elliptical regression models
    Journal of Econometrics, 1993, 59, (3), 391-403 View citations (1)
    See also Working Paper Bayesian marginal equivalence of elliptical regression models, UC3M Working papers. Economics (1992) (1992)
67. Regression Models under Competing Covariance Structures: A Bayesian Perspective
    Annals of Economics and Statistics, 1993, (32), 65-79 View citations (7)
68. Robust bayesian inference in elliptical regression models
    Journal of Econometrics, 1993, 57, (1-3), 345-363 View citations (16)
    See also Working Paper ROBUST BAYESIAN INFERENCE IN ELLIPTICAL REGRESSION MODELS, Working Papers (1990) View citations (1) (1990)

1992

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

1991

71. A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches
    Journal of Econometrics, 1991, 48, (1-2), 83-117 View citations (5)
    See also Working Paper A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches, Other publications TiSEM (1991) View citations (2) (1991)
72. Bayesian multivariate exogeneity analysis: An application to a UK money demand equation
    Journal of Econometrics, 1991, 49, (1-2), 239-274 View citations (9)
    See also Working Paper Bayesian multivariate exogeneity analysis: An application to a UK money demand equation, Other publications TiSEM (1991) View citations (9) (1991)
73. Posterior inference on the degrees of freedom parameter in multivariate-t regression models
    Economics Letters, 1991, 37, (4), 391-397 View citations (2)
    See also Working Paper Posterior inference on the degrees of freedom parameter in multivariate-t regression models, Other publications TiSEM (1992) View citations (2) (1992)
74. To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment
    Journal of Applied Econometrics, 1991, 6, (4), 365-70 View citations (7)

1988

75. 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 (25)