Mark Steel : Citation Profile


Are you Mark Steel?

University of Warwick

24

H index

39

i10 index

2787

Citations

RESEARCH PRODUCTION:

75

Articles

172

Papers

RESEARCH ACTIVITY:

   38 years (1985 - 2023). See details.
   Cites by year: 73
   Journals where Mark Steel has often published
   Relations with other researchers
   Recent citing documents: 91.    Total self citations: 105 (3.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pst2
   Updated: 2024-04-18    RAS profile: 2024-01-04    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Steel.

Is cited by:

Koop, Gary (95)

Crespo Cuaresma, Jesus (71)

Tsionas, Mike (71)

Havranek, Tomas (68)

Galan, Jorge (60)

Makieła, Kamil (57)

Horvath, Roman (43)

Leon-Gonzalez, Roberto (41)

Irsova, Zuzana (39)

Korobilis, Dimitris (35)

Veiga, Helena (34)

Cites to:

Koop, Gary (73)

Osiewalski, Jacek (69)

Durlauf, Steven (24)

Schmidt, Peter (19)

Brock, William (18)

West, Kenneth (15)

Lovell, C. (14)

Sala-i-Martin, Xavier (13)

Sickles, Robin (12)

Griffin, Jim (12)

Doppelhofer, Gernot (12)

Main data


Where Mark Steel has published?


Journals with more than one article published# docs
Journal of Econometrics18
Journal of Business & Economic Statistics9
Computational Statistics & Data Analysis5
Journal of Applied Econometrics5
Journal of the American Statistical Association4
Journal of Productivity Analysis3
Journal of the Royal Statistical Society Series B3
Economics Letters2
International Statistical Review2
Annals of Economics and Statistics2
Econometric Reviews2
Biometrika2

Working Papers Series with more than one paper published# docs
Econometrics / University Library of Munich, Germany17
Edinburgh School of Economics Discussion Paper Series / Edinburgh School of Economics, University of Edinburgh14
MPRA Paper / University Library of Munich, Germany10
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía10
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística5
Policy Research Working Paper Series / The World Bank3

Recent works citing Mark Steel (2024 and 2023)


YearTitle of citing document
2023BACE: A gretl Package for Model Averaging in Limited Dependent Variable Models. (2023). Kwiatkowski, Jacek ; Blazejowski, Marcin. In: gretl working papers. RePEc:anc:wgretl:9.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Spatial and Spatiotemporal Volatility Models: A Review. (2023). Bera, Anil K ; Schmid, Wolfgang ; Tacspinar, Suleyman ; Dougan, Osman ; Otto, Philipp. In: Papers. RePEc:arx:papers:2308.13061.

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2023Model uncertainty quantification in Cox regression. (2023). Castellanos, Maria Eugenia ; Cabras, Stefano ; Garciadonato, Gonzalo. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:1726-1736.

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2023Frequentist model averaging for undirected Gaussian graphical models. (2023). Zhang, Xinyu ; Liu, Huihang. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:2050-2062.

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2023Bayesian inference for a mixture double autoregressive model. (2023). Dong, Xiaogang ; Yu, Xinyang ; Zhang, Qingqing ; Yang, Kai. In: Statistica Neerlandica. RePEc:bla:stanee:v:77:y:2023:i:2:p:188-207.

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2023.

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2023.

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2023.

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2023.

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2023Regional Productivity Network in the EU. (2023). Shin, Yongcheol ; Serlenga, Laura ; Mastromarco, Camilla. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10404.

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2023Financial Crime and Punishment: A Meta-Analysis. (2023). Kočenda, Evžen ; Koenda, Even ; de Batz, Laure. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10528.

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2023Robust dynamic space-time panel data models using ?-contamination: An application to crop yields and climate change. (2023). Chaturvedi, Anoop ; Lacroix, Guy ; Bresson, Georges ; Baltagi, Badi H. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-01.

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2023Current account balances’ divergence in the euro area: an appraisal of the underlying forces. (2023). Mignon, Valérie ; Grekou, Carl ; Faure, Emmanuelle. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-3.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2023Online learning for the Dirichlet process mixture model via weakly conjugate approximation. (2023). Kim, Yongdai ; Chae, Minwoo ; Jeong, Kuhwan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002067.

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2023Bayesian nonparametric hypothesis testing for longitudinal data analysis. (2023). Mena, Ramses H ; Taylor-Rodriguez, Daniel ; Gutierrez, Luis ; Pereira, Luz Adriana. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002092.

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2023Multivariate distributional stochastic frontier models. (2023). Kneib, Thomas ; Schmidt, Rouven. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s016794732300107x.

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2023Financial inclusion and income inequality nexus: A case of Africa. (2023). Selvanathan, Saroja ; Naranpanawa, Athula ; Kebede, Jeleta. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:539-557.

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2023Model averaging prediction by K-fold cross-validation. (2023). Liu, Chu-An ; Zhang, Xinyu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:280-301.

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2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

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2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

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2023Bayesian Artificial Neural Networks for frontier efficiency analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002075.

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2023Empirical Bayes Model Averaging with Influential Observations: Tuning Zellner’s g Prior for Predictive Robustness. (2023). Wang, Junyan ; Peruggia, Mario ; Hans, Christopher M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:102-119.

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2023Estimating and testing skewness in a stochastic volatility model. (2023). Ho, Kyu ; Lee, Cheol Woo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:445-467.

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2023Does sentiment affect stock returns? A meta-analysis across survey-based measures. (2023). Badura, Ondej ; Bajzik, Josef ; Gric, Zuzana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002892.

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2023Can environmental disclosure improve price efficiency? The perspective of price delay. (2023). Yang, Yongliang ; Zhang, Jitao. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007322.

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2023The accuracy of IMF crises nowcasts. (2023). Rollinson, Yuan Gao ; Eicher, Theo S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:431-449.

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2023Bayesian model averaging for mortality forecasting using leave-future-out validation. (2023). Salhi, Yahia ; Loisel, Stephane ; Goffard, Pierre-Olivier ; Barigou, Karim. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:674-690.

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2023The power of text-based indicators in forecasting Italian economic activity. (2023). Monteforte, Libero ; Marcucci, Juri ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone ; Aprigliano, Valentina. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:791-808.

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2023Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

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2023Service quality performance indicators for electricity distribution in Brazil. (2023). Medrano, Luis Alberto ; Max, Marlon ; Pereira, Amaro Olimpio ; Cardoso, Mario Jorge ; Moreira, Jose Francisco. In: Utilities Policy. RePEc:eee:juipol:v:80:y:2023:i:c:s095717872200145x.

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2024Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. (2024). Kanniainen, Juho ; Noorani, Idin ; Mehrdoust, Farshid. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:228-269.

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2023Accounting for intra-industry technological heterogeneity in the measurement of operations efficiency. (2023). Patel, Pankaj C ; Tsionas, Mike G. In: International Journal of Production Economics. RePEc:eee:proeco:v:260:y:2023:i:c:s0925527323000671.

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2023Agglomeration economies in developing countries: A meta-analysis. (2023). Timmis, Jonathan ; Lall, Somik ; Grover, Arti. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:101:y:2023:i:c:s0166046223000364.

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2023A spatial skew-Gaussian process with a specified covariance function. (2023). Boojari, Hossein ; Zareifard, Hamid ; Khaledi, Majid Jafari. In: Statistics & Probability Letters. RePEc:eee:stapro:v:192:y:2023:i:c:s0167715222001948.

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2023Rethinking social change: Does the permanent and transitory effects of electricity and solid fuel use predict health outcome in Africa?. (2023). Shobande, Olatunji A. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pb:s0040162522006904.

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2023Has Chinese aid benefited recipient countries? Evidence from a meta-regression analysis. (2023). Woldemichael, Martha Tesfaye ; Mandon, Pierre. In: World Development. RePEc:eee:wdevel:v:166:y:2023:i:c:s0305750x23000293.

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2023Dirichlet Process Log Skew-Normal Mixture with a Missing-at-Random-Covariate in Insurance Claim Analysis. (2023). Bezbradica, Marija ; Crane, Martin ; Lindberg, David ; Kim, Minkun. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:4:p:24-:d:1258711.

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2023.

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2023Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions. (2023). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202309.

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2023Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals. (2023). Peracchi, Franco ; Magnus, Jan R ; Luca, Giuseppe. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10255-5.

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2023Labor mobility and business cycle synchronization in Southern Africa. (2023). Nzimande, Ntokozo Patrick ; Beck, Krzysztof. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09416-1.

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2023Predictors of TFP growth in European countries. (2023). Plank, Kerstin ; Lappohn, Sarah ; Kluge, Jan. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:1:d:10.1007_s10663-022-09558-5.

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2023Measuring the model uncertainty of shadow economy estimates. (2023). Dybka, Piotr ; Toroj, Andrzej ; Rozkrut, Marek ; Olesiski, Bartosz. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:4:d:10.1007_s10797-022-09737-x.

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2023The Estimation of a Polluting By-Production Technology Using Statistical Copulas. (2023). Repkine, Alexandre. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:1:d:10.1007_s11123-023-00672-5.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023A CRISPR-drug perturbational map for identifying compounds to combine with commonly used chemotherapeutics. (2023). Wright, William C ; Zhang, Yinwen ; Lee, Hyeong-Min ; Chapple, Richard H ; Geeleher, Paul ; Kim, Yuna ; Durbin, Adam D ; Delahunty, Ian ; Yang, Jun ; Nance, Stephanie ; Chen, Taosheng ; Singh, Shivendra ; Easton, John ; Fang, Jie ; Pruett-Miller, Shondra M ; Currier, Duane ; Qi, Jun ; Low, Jonathan ; Steele, Jacob A ; Pan, Min ; Liu, Xueying. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-43134-0.

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Does Shareholder Activism Create Value? A Meta-Analysis. (2023). Irsova, Zuzana ; Havranek, Tomas ; Novak, Jiri ; Bajzik, Josef. In: MetaArXiv. RePEc:osf:metaar:g94sx.

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2023Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective. (2023). Schneider, Jesper W ; Engsted, Tom. In: SocArXiv. RePEc:osf:socarx:nztk8.

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2023When Does Monetary Policy Sway House Prices? A Meta-Analysis. (2023). Havranek, Tomas ; Bajzik, Josef ; Ehrenbergerova, Dominika. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00185-5.

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2023Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:183.

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2023Online Appendix to Intertemporal Substitution in Labor Supply: A Meta-Analysis. (2023). Irsova, Zuzana ; Horvath, Roman ; Havranek, Tomas ; Elminejad, Ali. In: Online Appendices. RePEc:red:append:23-196.

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2023Marginal Propensity to Consume and Unemployment: a Meta-analysis. (). Sokolova, Anna. In: Review of Economic Dynamics. RePEc:red:issued:23-112.

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2023Intertemporal Substitution in Labor Supply: A Meta-Analysis. (). Irsova, Zuzana ; Horvath, Roman ; Havranek, Tomas ; Elminejad, Ali. In: Review of Economic Dynamics. RePEc:red:issued:23-196.

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2023Employment rate and economic growth:The case of transition countries. (2023). Matia, Matija ; Viljevac, Viktor ; Tica, Josip. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:41:y:2023:i:1:p:9-39.

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2023Investigating environmental regulation effects on technological innovation: A meta-regression analysis. (2023). Zhu, Demi ; Sun, Zhuanlan. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:3:p:463-492.

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2023A Generalized-Alpha–Beta-Skew Normal Distribution with Applications. (2023). Ali, Masoom M ; Chakraborty, Subrata ; Hazarika, Partha Jyoti ; Shah, Sricharan. In: Annals of Data Science. RePEc:spr:aodasc:v:10:y:2023:i:4:d:10.1007_s40745-021-00325-0.

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2023Variable selection for categorical response: a comparative study. (2023). Das, Kiranmoy ; Kundu, Damitri ; Sen, Sweata. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01260-1.

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2023Environmental adjustment of the EU27 GDP: an econometric quantitative model. (2023). Ovando, Rocio Yiguez ; Caraballo, Maria Angeles ; Buitrago, Eva M ; Galiano, Luis Antonio. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:43:y:2023:i:1:d:10.1007_s10669-022-09872-0.

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2023Evaluating the performance of AIC and BIC for selecting spatial econometric models. (2023). Tsimpanos, Apostolos ; Agiakloglou, Christos. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:4:y:2023:i:1:d:10.1007_s43071-022-00030-x.

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2023Flexible two-piece distributions for right censored survival data. (2023). Verhasselt, Anneleen ; Gijbels, Irene ; Ewnetu, Worku B. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:29:y:2023:i:1:d:10.1007_s10985-022-09574-4.

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2023Comparing Bayesian Variable Selection to Lasso Approaches for Applications in Psychology. (2023). Rao, Sunil J ; Kupis, Lauren B ; Goodman, Zachary T ; Fahmy, Mahmoud M ; McCauley, Thomas G ; Bainter, Sierra A. In: Psychometrika. RePEc:spr:psycho:v:88:y:2023:i:3:d:10.1007_s11336-023-09914-9.

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2023Accounting for uncertainty: an application of Bayesian methods to accruals models. (2023). Schutt, Harm H ; Breuer, Matthias. In: Review of Accounting Studies. RePEc:spr:reaccs:v:28:y:2023:i:2:d:10.1007_s11142-021-09654-0.

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2023A Bayesian variable selection approach to longitudinal quantile regression. (2023). Das, Kiranmoy ; Kundu, Damitri ; Kedia, Priya. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:32:y:2023:i:1:d:10.1007_s10260-022-00645-2.

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2023The relative importance of ability, luck and motivation in team sports: a Bayesian model of performance in the English Rugby Premiership. (2023). Delbianco, Fernando ; Fioravanti, Federico ; Tohme, Fernando. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:32:y:2023:i:3:d:10.1007_s10260-022-00677-8.

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2023An empirical analysis of economic growth in countries exposed to coastal risks - Implications for their ecosystems. (2023). Couvet, Denis ; Virto, Laura Recuero ; Gasmi, Farid. In: TSE Working Papers. RePEc:tse:wpaper:127750.

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2023Explaining Long-Term Bond Yields Synchronization Dynamics in Europe. (2023). Fernandez, Oscar ; Cuaresma, Jesus Crespo. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp344.

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2023Explaining Long-Term Bond Yields Synchronization Dynamics in Europe. (2023). Fernandez, Oscar ; Cuaresma, Jesus Crespo. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:44944212.

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2023A novel modeling framework for quantifying spatial spillovers on total factor productivity growth and its components. (2023). Skevas, Ioannis. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:105:y:2023:i:4:p:1221-1247.

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2023.

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2023Basel accords and banking inefficiency: Evidence from the Italian local market. (2023). Barra, Cristian ; Papaccio, Anna ; Ruggiero, Nazzareno. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4079-4119.

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2023Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis. (2023). Magkonis, Georgios ; Filis, George ; Tzouvanas, Panagiotis ; Filippidis, Michail. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:807-825.

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2023Does Shareholder Activism Create Value? A Meta-Analysis. (2023). Irsova, Zuzana ; Havranek, Tomas ; Novak, Jiri ; Bajzik, Josef. In: EconStor Preprints. RePEc:zbw:esprep:272232.

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2023Meta-Analysis of Social Science Research: A Practitioner’s Guide. (2023). Havranek, Tomas ; Stanley, T D ; Doucouliagos, Hristos ; Irsova, Zuzana. In: EconStor Preprints. RePEc:zbw:esprep:273719.

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Works by Mark Steel:


YearTitleTypeCited
1992Weak Exogeneity in Overreduced Sequential Models In: Annals of Economics and Statistics.
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1993Regression Models under Competing Covariance Structures: A Bayesian Perspective In: Annals of Economics and Statistics.
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2020Model Averaging and Its Use in Economics In: Journal of Economic Literature.
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article118
2017Model Averaging and its Use in Economics.(2017) In: MPRA Paper.
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This paper has nother version. Agregated cites: 118
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2018Model Averaging and its Use in Economics.(2018) In: MPRA Paper.
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This paper has nother version. Agregated cites: 118
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2006Order-Based Dependent Dirichlet Processes In: Journal of the American Statistical Association.
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article54
2006Non-Gaussian Bayesian Geostatistical Modeling In: Journal of the American Statistical Association.
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article8
2006A Constructive Representation of Univariate Skewed Distributions In: Journal of the American Statistical Association.
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article40
2004A Constructive Representation of Univariate Skewed Distributions.(2004) In: Econometrics.
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This paper has nother version. Agregated cites: 40
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2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture In: Journal of the American Statistical Association.
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article66
2002Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture.(2002) In: Edinburgh School of Economics Discussion Paper Series.
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This paper has nother version. Agregated cites: 66
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2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture.(2002) In: Econometrics.
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This paper has nother version. Agregated cites: 66
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1994A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models. In: Journal of Business & Economic Statistics.
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1993A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1993) In: DES - Working Papers. Statistics and Econometrics. WS.
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This paper has nother version. Agregated cites: 3
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1991A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models..(1991) In: Tilburg - Center for Economic Research.
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This paper has nother version. Agregated cites: 3
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1991A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1991) In: Discussion Paper.
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This paper has nother version. Agregated cites: 3
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1991A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1991) In: Other publications TiSEM.
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paper
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