Mark Steel : Citation Profile

Are you Mark Steel?

University of Warwick

22

H index

33

i10 index

2174

Citations

RESEARCH PRODUCTION:

73

Articles

173

Papers

RESEARCH ACTIVITY:

   35 years (1985 - 2020). See details.
   Cites by year: 62
   Journals where Mark Steel has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 96 (4.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst2
   Updated: 2021-01-23    RAS profile: 2021-01-09    
   Missing citations? Add them    Incorrect content? Let us know

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 (91)

Crespo Cuaresma, Jesus (62)

Galan, Jorge (59)

Tsionas, Mike (46)

Leon-Gonzalez, Roberto (39)

Horvath, Roman (37)

Havranek, Tomas (37)

Makieła, Kamil (33)

Veiga, Helena (33)

Feldkircher, Martin (31)

Rusnák, Marek (31)

Cites to:

Koop, Gary (54)

Osiewalski, Jacek (45)

Ley, Eduardo (21)

Schmidt, Peter (19)

Durlauf, Steven (17)

Lovell, C. (14)

Brock, William (12)

Sickles, Robin (11)

Sala-i-Martin, Xavier (11)

Eicher, Theo (11)

Doppelhofer, Gernot (11)

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
Annals of Economics and Statistics2
International Statistical Review2
Economics Letters2
Econometric Reviews2

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
IMF Working Papers / International Monetary Fund2

Recent works citing Mark Steel (2021 and 2020)

YearTitle of citing document
2020Stochastic Frontier Analysis with Generalized Errors: inference, model comparison and averaging. (2020). Mazur, Bla Zej ; Makiela, Kamil. In: Papers. RePEc:arx:papers:2003.07150.

Full description at Econpapers || Download paper

2020The socio-economic determinants of the coronavirus disease (COVID-19) pandemic. (2020). Tevdovski, Dragan ; Stojkoski, Viktor ; Kocarev, Ljupco ; Jolakoski, Petar ; Utkovski, Zoran. In: Papers. RePEc:arx:papers:2004.07947.

Full description at Econpapers || Download paper

2020Nested Model Averaging on Solution Path for High-dimensional Linear Regression. (2020). Liu, Qingfeng ; Feng, Yang. In: Papers. RePEc:arx:papers:2005.08057.

Full description at Econpapers || Download paper

2020Growth decomposition bias when accounting for heterogeneous regimes: Evidence from China. (2020). Lee, Chien-Chiang ; Xu, Ming ; Ma, Shichang ; Liu, Guanchun. In: Review of Development Economics. RePEc:bla:rdevec:v:24:y:2020:i:2:p:691-711.

Full description at Econpapers || Download paper

2020Conditional demand analysis as a tool to evaluate energy policy options on the path to grid decarbonization. (2020). Yassin, Kareman ; Papineau, Maya ; Brice, Sarah ; Newsham, Guy. In: Carleton Economic Papers. RePEc:car:carecp:20-21.

Full description at Econpapers || Download paper

2020MULTIPRIL, a new database on multilateral price levels and currency misalignments. (2020). Mignon, Valérie ; COUHARDE, Cécile ; Grekou, Carl. In: Working Papers. RePEc:cii:cepidt:2020-12.

Full description at Econpapers || Download paper

2020What Makes Africans Happy?. (2020). Malah, Yselle Flora ; Mignamissi, Dieudonne. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00195.

Full description at Econpapers || Download paper

2020Investigating the Determinants of Financial Development in OPEC Countries: An Application of Bayesian Model Averaging Approach. (2020). Razzaghi, Somayeh ; Marvasti, Maryam Barzegar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-46.

Full description at Econpapers || Download paper

2020Japans FDI drivers in a time of financial uncertainty. New evidence based on Bayesian Model. (2020). Tamarit, Cecilio ; Camarero, Mariam ; Moliner, Sergi. In: Working Papers. RePEc:eec:wpaper:2007.

Full description at Econpapers || Download paper

2020Variations of power-expected-posterior priors in normal regression models. (2020). Perrakis, Konstantinos ; Ntzoufras, Ioannis ; Fouskakis, Dimitris. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:143:y:2020:i:c:s0167947319301914.

Full description at Econpapers || Download paper

2020A novel Bayesian approach for variable selection in linear regression models. (2020). Pilz, Juergen ; Arbeiter, Maximilian ; Posch, Konstantin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302361.

Full description at Econpapers || Download paper

2020Corrected Mallows criterion for model averaging. (2020). Zou, Guohua ; Liao, Jun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302579.

Full description at Econpapers || Download paper

2020Robust Bayesian small area estimation based on quantile regression. (2020). Trivisano, Carlo ; Salvati, Nicola ; Fabrizi, Enrico. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:145:y:2020:i:c:s0167947319302555.

Full description at Econpapers || Download paper

2020On the inferential implications of decreasing weight structures in mixture models. (2020). Prunster, Igor ; Mena, Ramses H ; Martinez, Asael Fabian ; De Blasi, Pierpaolo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:147:y:2020:i:c:s0167947320300311.

Full description at Econpapers || Download paper

2020Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting. (2020). Miloevi, Bojana ; Ivanovi, Blagoje ; Obradovi, Marko. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:151:y:2020:i:c:s0167947320300827.

Full description at Econpapers || Download paper

2021Robust variable selection with exponential squared loss for the spatial autoregressive model. (2021). Lin, LU ; Zhu, Yanji ; Liang, Xijun ; Song, Yunquan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:155:y:2021:i:c:s0167947320301857.

Full description at Econpapers || Download paper

2020Do currency undervaluations affect the impact of inflation on growth?. (2020). Morvillier, Florian. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:275-292.

Full description at Econpapers || Download paper

2020On the complex relationship between different aspects of social capital and group loan repayment. (2020). Sarangi, Sudipta ; Parmeter, Christopher ; Al-Azzam, Mohd. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:92-107.

Full description at Econpapers || Download paper

2020Modelling regional patterns of inefficiency: A Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales. (2020). Kneib, Thomas ; Herwartz, Helmut ; Klein, Nadja. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:513-539.

Full description at Econpapers || Download paper

2020Credit risk pricing and the rationality of lending decision-making within dual banking systems: A parametric approach. (2020). Boujelbene, Younes ; Louhichi, Awatef. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:1:s0939362519300482.

Full description at Econpapers || Download paper

2020Bounded rationality and thick frontiers in stochastic frontier analysis. (2020). Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:762-768.

Full description at Econpapers || Download paper

2020Estimating stochastic production frontiers: A one-stage multivariate semiparametric Bayesian concave regression method. (2020). Morita, Hiroshi ; Chen, Xun C ; Johnson, Andrew L ; Preciado, Jose Luis. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:699-711.

Full description at Econpapers || Download paper

2020Estimating the Armington elasticity: The importance of study design and publication bias. (2020). Irsova, Zuzana ; Havranek, Tomas ; Schwarz, Jiri ; Bajzik, Josef. In: Journal of International Economics. RePEc:eee:inecon:v:127:y:2020:i:c:s0022199620300982.

Full description at Econpapers || Download paper

2020A Bayesian nonparametric model and its application in insurance loss prediction. (2020). Meng, Shengwang ; Huang, Yifan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:84-94.

Full description at Econpapers || Download paper

2020Linking words in economic discourse: Implications for macroeconomic forecasts. (2020). Aromi, Daniel J. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1517-1530.

Full description at Econpapers || Download paper

2020Finance and wealth inequality. (2020). Horvath, Roman ; HASAN, IFTEKHAR ; Mares, Jan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300723.

Full description at Econpapers || Download paper

2020Determinants of economic growth: Different time different answer?. (2020). , John ; John , ; Bruns, Stephan B. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419300503.

Full description at Econpapers || Download paper

2020Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions. (2020). Valdesogo Robles, Alfonso ; Heinen, Andréas. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x20302311.

Full description at Econpapers || Download paper

2021Dissections of input and output efficiency: A generalized stochastic frontier model. (2021). Tsionas, Mike G ; Kumbhakar, Subal C. In: International Journal of Production Economics. RePEc:eee:proeco:v:232:y:2021:i:c:s0925527320302930.

Full description at Econpapers || Download paper

2020Socio-institutional determinants of educational resource efficiency according to the capability approach: An endogenous stochastic frontier analysis. (2020). Guarini, Giulio ; Garofalo, Giuseppe ; Laureti, Tiziana. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:71:y:2020:i:c:s0038012119305695.

Full description at Econpapers || Download paper

2020On a loss-based prior for the number of components in mixture models. (2020). Grazian, Clara ; Liseo, Brunero ; Villa, Cristiano. In: Statistics & Probability Letters. RePEc:eee:stapro:v:158:y:2020:i:c:s0167715219303025.

Full description at Econpapers || Download paper

2020Objective Bayesian analysis for the Lomax distribution. (2020). Ehlers, Ricardo ; Ramos, Pedro L ; Ferreira, Paulo H ; Louzada, Francisco ; Silva, Eveliny B. In: Statistics & Probability Letters. RePEc:eee:stapro:v:159:y:2020:i:c:s0167715219303232.

Full description at Econpapers || Download paper

2020A Bayesian framework for estimating human capabilities. (2020). Follett, Lendie ; Henderson, Heath. In: World Development. RePEc:eee:wdevel:v:129:y:2020:i:c:s0305750x19305212.

Full description at Econpapers || Download paper

2020Narrow Money Demand in Indonesia and in Other Transitional Economies – Model Selection and Forecasting. (2020). Osinska, Magdalena ; Kufel, Pawel ; Błażejowski, Marcin ; Kwiatkowski, Jacek ; Blazejowski, Marcin . In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:1291-1311.

Full description at Econpapers || Download paper

2020Application of iterated filtering to stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck process. (2020). Szczepocki, Piotr. In: Statistics in Transition New Series. RePEc:exl:29stat:v:21:y:2020:i:2:p:173-187.

Full description at Econpapers || Download paper

2020A Review of the ‘BMS’ Package for R with Focus on Jointness. (2020). Parmeter, Christopher ; Amini, Shahram . In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:6-:d:324495.

Full description at Econpapers || Download paper

2020Bayesian Model Averaging and Prior Sensitivity in Stochastic Frontier Analysis. (2020). Makieła, Kamil ; Mazur, Baej ; Makiea, Kamil. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:13-:d:347990.

Full description at Econpapers || Download paper

2020Bayesian Model Averaging Using Power-Expected-Posterior Priors. (2020). Ntzoufras, Ioannis ; Fouskakis, Dimitris. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:17-:d:356718.

Full description at Econpapers || Download paper

2020Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596.

Full description at Econpapers || Download paper

2020BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl. (2020). Błażejowski, Marcin ; Kufel, Pawe ; Kwiatkowski, Jacek ; Baejowski, Marcin. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:21-:d:361756.

Full description at Econpapers || Download paper

2020Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach. (2020). Szafranek, Karol ; Szafrański, Grzegorz ; Woko, Zuzanna ; Szafraski, Grzegorz ; Kwas, Marek. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6327-:d:453941.

Full description at Econpapers || Download paper

2020Institutional Determinants of Budgetary Expenditures. A BMA-Based Re-Evaluation of Contemporary Theories for OECD Countries. (2020). Mode, Micha ; Beck, Krzysztof. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4104-:d:359452.

Full description at Econpapers || Download paper

2020Robust Determinants of CO2 Emissions. (2020). Grechyna, Daryna ; Aller, Carlos ; Ductor, Lorenzo. In: ThE Papers. RePEc:gra:wpaper:20/13.

Full description at Econpapers || Download paper

2020Factors that affect Students’ performance in Science: An application using Gini-BMA methodology in PISA 2015 dataset. (2020). Dimiski, Anastasia. In: Working Papers. RePEc:gue:guelph:2020-04.

Full description at Econpapers || Download paper

2020INTERNATIONAL TRADE AND DEMOCRACY: HOW TRADE PARTNERS AFFECT REGIME CHANGE AND PERSISTENCE. (2020). Pronin, Pavel S. In: HSE Working papers. RePEc:hig:wpaper:75/ps/2020.

Full description at Econpapers || Download paper

2020The Determinants of Economic Competitiveness. (2020). Lappoehn, Sarah ; Kluge, Jan ; Plank, Kerstin. In: IHS Working Paper Series. RePEc:ihs:ihswps:24.

Full description at Econpapers || Download paper

2020House price convergence Across Europe. (2020). Ordoez, Javier ; Monfort, Mercedes ; Morley, Bruce ; Maynou, Laia. In: Working Papers. RePEc:jau:wpaper:2020/07.

Full description at Econpapers || Download paper

2020Is there a euro effect in the drivers of US FDI? New evidence using Bayesian Model Averaging techniques. (2020). Moliner, Sergi ; Camarero, Mariam ; Tamarit, Cecilio. In: Working Papers. RePEc:jau:wpaper:2020/25.

Full description at Econpapers || Download paper

2020The Impact of Renewable Versus Non-renewable Natural Capital on Economic Growth. (2020). Couvet, Denis ; Virto, Laura Recuero ; Recuerovirto, Laura ; Gasmi, Farid. In: Environmental & Resource Economics. RePEc:kap:enreec:v:77:y:2020:i:2:d:10.1007_s10640-020-00495-0.

Full description at Econpapers || Download paper

2020Has the affordable care act affected health care efficiency?. (2020). Xue, Yuhan ; Lovett, Nicholas ; Kashian, Russ. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:58:y:2020:i:2:d:10.1007_s11149-020-09417-w.

Full description at Econpapers || Download paper

2020Model and estimation risk in credit risk stress tests. (2020). Grundke, Peter ; Tuchscherer, Michael ; Pliszka, Kamil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00840-5.

Full description at Econpapers || Download paper

2020Whats on the ECBs mind? - Monetary policy before and after the global financial crisis. (2020). Zahner, Johannes ; Gross, Jonas. In: MAGKS Papers on Economics. RePEc:mar:magkse:202008.

Full description at Econpapers || Download paper

2020Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries. (2020). BRESSON, Georges ; Etienne, Jean-Michel ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:229.

Full description at Econpapers || Download paper

2020Analyzing the fine structure of distributions. (2020). Ultsch, Alfred ; Gehlert, Tino ; Thrun, Michael C. In: PLOS ONE. RePEc:plo:pone00:0238835.

Full description at Econpapers || Download paper

2020The Elasticity of Substitution between Skilled and Unskilled Labor: A Meta-Analysis. (2020). Irsova, Zuzana ; Havranek, Tomas ; Zeynalova, Olesia ; Laslopova, Lubica. In: MPRA Paper. RePEc:pra:mprapa:102598.

Full description at Econpapers || Download paper

2020Bayesian Model Averaging for Autoregressive Distributed Lag (BMA_ADL) in gretl. (2020). Błażejowski, Marcin ; Kwiatkowski, Jacek. In: MPRA Paper. RePEc:pra:mprapa:98387.

Full description at Econpapers || Download paper

2020What Make African Happy. (2020). Kuete, Yselle Flora ; Mignamissi, Dieudonne. In: MPRA Paper. RePEc:pra:mprapa:99016.

Full description at Econpapers || Download paper

2020Bayesian Generalized Linear Mixed Effects Models Using Normal-Independent Distributions: Formulation and Applications. (2020). Yahya, Waheed Babatunde ; Adeniyi, Isaac Adeola. In: MPRA Paper. RePEc:pra:mprapa:99165.

Full description at Econpapers || Download paper

2020Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 144 Studies Say Probably Not. (). Sokolova, Anna ; Havranek, Tomas. In: Review of Economic Dynamics. RePEc:red:issued:18-255.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020Pomiar efektywności zróżnicowanych technologicznie gospodarstw rolnych w Unii Europejskiej. (2020). Marzec, Jerzy ; Pisulewski, Andrzej. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2020:i:3:p:111-137.

Full description at Econpapers || Download paper

2020Measuring the uncertainty of shadow economy estimates using Bayesian and frequentist model averaging. (2020). Dybka, Piotr ; Torj, Andrzej ; Rozkrut, Marek ; Olesiski, Bartosz. In: Working Papers. RePEc:sgh:kaewps:2020046.

Full description at Econpapers || Download paper

2020Statistical Modeling of Women Employment Status at Harari Region Urban Districts: Bayesian Approach. (2020). Abebe, Alebachew ; Kiros, Habtamu. In: Annals of Data Science. RePEc:spr:aodasc:v:7:y:2020:i:1:d:10.1007_s40745-019-00215-6.

Full description at Econpapers || Download paper

2020A scalable Bayesian nonparametric model for large spatio-temporal data. (2020). Rivaz, Firoozeh ; Barzegar, Zahra. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:1:d:10.1007_s00180-019-00905-y.

Full description at Econpapers || Download paper

2020Estimation and determinants of Chinese banks’ total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk. (2020). Härdle, Wolfgang ; Wang, LI ; Hardle, Wolfgang K ; Chen, Shiyi. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:2:d:10.1007_s00180-019-00951-6.

Full description at Econpapers || Download paper

2020Bayesian robust estimation of partially functional linear regression models using heavy-tailed distributions. (2020). Liu, Baisen ; Hou, Yiheng ; Shan, Guodong. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:4:d:10.1007_s00180-020-00975-3.

Full description at Econpapers || Download paper

2020Bayesian comparison of production function-based and time-series GDP models. (2020). Wróblewska, Justyna ; Makieła, Kamil ; Makiea, Kamil ; Wroblewska, Justyna ; Osiewalski, Jacek. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1575-8.

Full description at Econpapers || Download paper

2020The wrong skew problem in stochastic frontier models when inefficiency depends on environmental variables. (2020). Cho, Cheol-Keun ; Schmidt, Peter. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1573-x.

Full description at Econpapers || Download paper

2020Why fully efficient banks matter? A nonparametric stochastic frontier approach in the presence of fully efficient banks. (2020). Tran, Kien ; mamatzakis, emmanuel ; Tsionas, Mike G. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-018-01618-9.

Full description at Econpapers || Download paper

2020Dynamic variable selection in dynamic logistic regression: an application to Internet subscription. (2020). Ramirez-Hassan, Andres. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:2:d:10.1007_s00181-019-01644-1.

Full description at Econpapers || Download paper

2020What drives export market shares? It depends! An empirical analysis using Bayesian model averaging. (2020). BOBEICA, Elena ; Benkovskis, Konstantins ; Zeugner, S ; Osbat, C ; Bluhm, B. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:2:d:10.1007_s00181-019-01727-z.

Full description at Econpapers || Download paper

2020Measuring the strength of the theories of government size. (2020). Petrou, Kyriakos ; Lenkoski, Alex ; Kourtellos, Andros. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01718-0.

Full description at Econpapers || Download paper

2020Bayesian Analysis of Double Seasonal Autoregressive Models. (2020). Amin, Ayman A. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:82:y:2020:i:2:d:10.1007_s13571-019-00192-z.

Full description at Econpapers || Download paper

2020Loss-based approach to two-piece location-scale distributions with applications to dependent data. (2020). Villa, Cristiano ; Rossini, Luca ; Leisen, Fabrizio. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:29:y:2020:i:2:d:10.1007_s10260-019-00481-x.

Full description at Econpapers || Download paper

2020We have just explained real convergence factors using machine learning. (2020). Wieczorek, Bartomiej ; Wojcik, Piotr. In: Working Papers. RePEc:war:wpaper:2020-38.

Full description at Econpapers || Download paper

2020Prediction regions for interval‐valued time series. (2020). Gonzalezrivera, Gloria ; Ruiz, Esther ; Luo, Yun. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:373-390.

Full description at Econpapers || Download paper

2020Model simplification and variable selection: A replication of the UK inflation model by Hendry (2001). (2020). Błażejowski, Marcin ; Kwiatkowski, Jacek ; Kufel, Pawe ; Baejowski, Marcin. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:5:p:645-652.

Full description at Econpapers || Download paper

Works by Mark Steel:

YearTitleTypeCited
1992Weak Exogeneity in Overreduced Sequential Models In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article0
1993Regression Models under Competing Covariance Structures: A Bayesian Perspective In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article0
2020Model Averaging and Its Use in Economics In: Journal of Economic Literature.
[Full Text][Citation analysis]		article5
2017Model Averaging and its Use in Economics.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2018Model Averaging and its Use in Economics.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2006Order-Based Dependent Dirichlet Processes In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article49
2006Non-Gaussian Bayesian Geostatistical Modeling In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article5
2006A Constructive Representation of Univariate Skewed Distributions In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article32
2004A Constructive Representation of Univariate Skewed Distributions.(2004) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article52
2002Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture.(2002) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		paper
2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture.(2002) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		paper
1994A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article4
1993A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1993) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
1991A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models..(1991) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 4		paper
1991A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1991) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
1991A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1991) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
1994Estimating End-Use Demand: A Bayesian Approach. In: Journal of Business & Economic Statistics.
[Citation analysis]		article16
1992Estimating End-Use Demand : A Bayesian Approach.(1992) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
1994Estimating End-use Demand: a Bayesian Approach.(1994) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has another version. Agregated cites: 16		paper
1992Estimating end-use demand: A Bayesian approach.(1992) In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
1994Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function. In: Journal of Business & Economic Statistics.
[Citation analysis]		article19
1994Bayesian efficiency analysis with a flexible form : The aim cost function.(1994) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
1994Bayesian efficiency analysis with a flexible form : The aim cost function.(1994) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
1994Posterior Properties of Long-Run Impulse Responses. In: Journal of Business & Economic Statistics.
[Citation analysis]		article4
1996Correction [Posterior Properties of Long-Run Impulse Responses]. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
1998Bayesian Analysis of the Prototypal Search Model. In: Journal of Business & Economic Statistics.
[Citation analysis]		article7
2000Modeling the Sources of Output Growth in a Panel of Countries In: Journal of Business & Economic Statistics.
[Citation analysis]		article57
2004Bayesian Analysis of Interval Data Contingent Valuation Models and Pricing Policies In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article10
2010Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-t Distributions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article12
2003STULAJTER, F. Predictions in Time Series Using Regression Models. Springer, New York, 2002. xix + 231 pp. $69.95/£52.50. ISBN 0-387-95350-7. In: Biometrics.
[Full Text][Citation analysis]		article0
2015Discussion In: International Statistical Review.
[Full Text][Citation analysis]		article0
2018Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression In: International Statistical Review.
[Full Text][Citation analysis]		article5
2017Bayesian survival modelling of university outcomes In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article3
2014Bayesian Survival Modelling of University Outcomes.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2005Modelling directional dispersion through hyperspherical log‐splines In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article1
2004Modelling Directional Dispersion Through Hyperspherical Log- Splines.(2004) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2013Comparing distributions by using dependent normalized random-measure mixtures In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article9
2019On choosing mixture components via non‐local priors In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article0
2002Bayesian modelling of catch in a north‐west Atlantic fishery In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article8
2001Bayesian modelling of catch in a Northwest Atlantic Fishery.(2001) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2001Bayesian Modelling of Catch in a Northwest Atlantic Fishery.(2001) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
1999The Components of Output Growth: A Stochastic Frontier Analysis In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
1985A Bayesian analysis of exogeneity: an application to consumption behaviour In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper0
1990Semi-conjugate prior densities in multivariate t regression models In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper1
1990Semi-conjugate prior densities in multivariate t regression models.(1990) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1990Semi-conjugate prior densities in multivariate t regression models.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1994Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper14
1992Posterior analysis of stochastic frontier models using Gibbs sampling.(1992) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
1995The Components of Output Growth : A Cross-Country Analysis In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper6
1995The Components of Output Growth: A Croos-Country Analysis..(1995) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 6		paper
1995The components of output growth : A cross-country analysis.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
1995The components of output growth : A cross-country analysis.(1995) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
1995Inference Robustness in Multivariate Models with a Scale Parameter In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper0
1995Inference robustness in multivariate models with a scale parameter.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1995Inference robustness in multivariate models with a scale parameter.(1995) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1995Bayesian Analysis of Long Memory and Persistence using ARFIMA Models In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper25
1997Bayesian analysis of long memory and persistence using ARFIMA models.(1997) In: LIDAM Reprints CORE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
1997Bayesian analysis of long memory and persistence using ARFIMA models.(1997) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		article
1995Bayesian Analysis of Long Memory and Persistence using ARFIMA Models.(1995) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
1995Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper111
1997Bayesian efficiency analysis through individual effects: Hospital cost frontiers.(1997) In: LIDAM Reprints CORE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111		paper
1997Bayesian efficiency analysis through individual effects: Hospital cost frontiers.(1997) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111		article
1995Measuring the Sources of Output Growth in a Panel of Countries In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper4
1987Testing for exogeneity. An application to consumption behaviour In: LIDAM Reprints CORE.
[Full Text][Citation analysis]		paper0
1992Posterior moments of scale parameters in elliptical regression models In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper0
1992Bayesian marginal equivalence of elliptical regression models In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper2
1993Bayesian marginal equivalence of elliptical regression models.(1993) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
1991Bayesian Marginal Equivalence of Elliptical Regression Models..(1991) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
1991Bayesian marginal equivalence of elliptical regression models.(1991) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1991Bayesian marginal equivalence of elliptical regression models.(1991) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1991Robust bayesian inference in empirical regression models In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper0
1992Bayesian long-run prediction in time series models In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper10
1995Bayesian long-run prediction in time series models.(1995) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
1992Stochastic frontier models: a bayesian perspective In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper137
1994Stochastic frontier models : A Bayesian perspective.(1994) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 137		article
1992Revised stochastic analysis of an input-output model In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper5
1994Revised stochastic analysis of an input-output model.(1994) In: Regional Science and Urban Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
1991Revised stochastic analysis of an input-output model.(1991) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
1992Posterior inference on long-run impulse responses In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper0
1992Robust Bayesian inference in Iq-Spherical models In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper0
1994Robust Bayesian inference in LQ-spherical models.(1994) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1992Bayesian econometrics:conjugate analysis and rejection sampling using mathematica In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper0
1992Rejection sampling in demand systems In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
1993Bayesian efficiency analysis with a flexible cost function In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2011Mixtures of g-priors for bayesian model averaging with economic applications In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper60
2012Mixtures of g-priors for Bayesian model averaging with economic applications.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60		article
2010Mixtures of g-priors for Bayesian model averaging with economic applications.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60		paper
2011Mixtures of g-priors for Bayesian model averaging with economic applications.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60		paper
2011Mixtures of g-priors for Bayesian Model Averaging with economic application.(2011) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60		paper
2000BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS In: Econometric Theory.
[Full Text][Citation analysis]		article15
1999Bayesian Regression Analysis with scale mixtures of normals.(1999) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
1999Bayesian Analysis of Stochastic Frontier Models In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]		paper14
Bayesian modelling of catch in a Northwest Atlantic Fishery (first version) In: Edinburgh School of Economics Discussion Paper Series.
[Citation analysis]		paper0
1999A Bayesian analysis of multiple-output production frontier In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]		paper32
2000A Bayesian analysis of multiple-output production frontiers.(2000) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		article
1998On the dangers of modelling through continuous distributions: A Bayesian perspective In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]		paper1
1997On the Dangers of Modelling through Continuous Distributions : A Bayesian Perspective.(1997) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1997On the Dangers of Modelling through Continuous Distributions : A Bayesian Perspective.(1997) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1998Reference priors for the general location-scale model In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]		paper1
1999Reference priors for the general location-scale modelm.(1999) In: Statistics & Probability Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
1997Reference Priors for the General Location-Scale Model.(1997) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1997Reference Priors for the General Location-Scale Model.(1997) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1995A Model of Management Teams In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]		paper2
1995A Model of Management Teams..(1995) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
1995A model of management teams.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1995A model of management teams.(1995) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1998A model of management teams.(1998) In: Managerial and Decision Economics.
[Citation analysis]
This paper has another version. Agregated cites: 2		article
1995A Model of Management Teams.(1995) In: Others.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1996Robust Bayesian inference on scale parameters In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2001Robust Bayesian Inference on Scale Parameters.(2001) In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
1996Robust Bayesian Inference on Scale Parameters.(1996) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1996Robust Bayesian Inference on Scale Parameters.(1996) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1998Benchmark priors for Bayesian model averaging In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]		paper399
1998Benchmark priors for Bayesian model averaging.(1998) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 399		paper
2001Benchmark priors for Bayesian model averaging.(2001) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 399		article
1998Benchmark priors for Bayesian Model averaging.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 399		paper
1999Benchmark Priors for Bayesian Model Averaging.(1999) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 399		paper
1999We have just averaged over two trillion cross-country growth regressions In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]		paper2
2003Alternative efficiency measures for multiple-output production In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]		paper32
2005Alternative efficiency measures for multiple-output production.(2005) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		article
2010Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article6
2008Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2011Inference for grouped data with a truncated skew-Laplace distribution In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2011Modeling overdispersion with the normalized tempered stable distribution In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2012Modelling multi-output stochastic frontiers using copulas In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article7
2012On the Marshall–Olkin transformation as a skewing mechanism In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
1991Posterior inference on the degrees of freedom parameter in multivariate-t regression models In: Economics Letters.
[Full Text][Citation analysis]		article2
1990POSTERIOR INFERENCE ON THE DEGREES OF FREEDOM PARAMETER IN MULTIVARIATE-T REGRESSION MODELS..(1990) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
1990Posterior inference on the degrees of freedom parameter in multivariate-t regression models.(1990) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1990Posterior inference on the degrees of freedom parameter in multivariate-t regression models.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1992Posterior inference on the degrees of freedom parameter in multivariate-t regression models.(1992) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1992A Bayesian note on competing correlation structures in the dynamic linear regression model In: Economics Letters.
[Full Text][Citation analysis]		article0
1991A Baysian Note on Competing Correlation Structures in the Dynamic Linear Regression Model..(1991) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
1991A Bayesian note on competing correlation structures in the dynamic linear regression model.(1991) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1991A Bayesian note on competing correlation structures in the dynamic linear regression model.(1991) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2004Semiparametric Bayesian inference for stochastic frontier models In: Journal of Econometrics.
[Full Text][Citation analysis]		article51
2002Semiparametric Bayesian Inference for Stochastic Frontier Models.(2002) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2006Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
2003Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility.(2003) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2007Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers In: Journal of Econometrics.
[Full Text][Citation analysis]		article23
2004Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers.(2004) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2011Stick-breaking autoregressive processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article24
1988Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
1991A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
1989A BAYESIAN ANALYSIS OF SIMULTANEOUS EQUATION MODELS BY COMBINING RECURSIVE ANALYTICAL AND NUMERICAL APPROACHES..(1989) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
1989A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches.(1989) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
1991A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches.(1991) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
1989A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches.(1989) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
1991Bayesian multivariate exogeneity analysis : An application to a UK money demand equation In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
1989BAYESIAN MULTIVARIATE EXOGENEITY ANALYSIS: AN APPLICATION TO A UK MONEY DEMAND EQUATION..(1989) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 8		paper
1989Bayesian multivariate exogeneity analysis : An application to a UK money demand equation.(1989) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
1989Bayesian multivariate exogeneity analysis : An application to a UK money demand equation.(1989) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
1991Bayesian multivariate exogeneity analysis : An application to a UK money demand equation.(1991) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
1993Robust bayesian inference in elliptical regression models In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
1990ROBUST BAYESIAN INFERENCE IN ELLIPTICAL REGRESSION MODELS..(1990) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 14		paper
1990Robust Bayesian inference in elliptical regression models.(1990) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
1990Robust Bayesian inference in elliptical regression models.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
1997On the use of panel data in stochastic frontier models with improper priors In: Journal of Econometrics.
[Full Text][Citation analysis]		article62
2017Incorporating unobserved heterogeneity in Weibull survival models: A Bayesian approach In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2007Jointness in Bayesian variable selection with applications to growth regression In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article57
2006Jointness in Bayesian variable selection with applications to growth regression.(2006) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
1997Statistical modeling of fishing activities in the North Atlantic In: Working Papers.
[Full Text][Citation analysis]		paper0
1997Statistical Modelling of Fishing Activities in the North Atlantic.(1997) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1997Statistical Modelling of Fishing Activities in the North Atlantic.(1997) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1997Statistical Modeling of Fishing Activities in the North Atlantic.(1997) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1996Classical and Bayesian Inference Robustness in Multivariate Regression models. In: Catholique de Louvain - Institut de statistique.
[Citation analysis]		paper1
1989A BAYESIAN ANALYSIS OF EXOGENEITY IN MODELS POOLING TIME- SERIES AND CROSS -SECTION DATA. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper1
1989A Bayesian analysis of exogeneity in models pooling time-series and cross-section data.(1989) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1989A Bayesian analysis of exogeneity in models pooling time-series and cross-section data.(1989) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1989WEAK EXOGENEITY IN MISSPECIFIED SEQUENTIAL MODELS. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper0
1989Weak exogeneity in misspecified sequential models.(1989) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1989Weak exogeneity in misspecified sequential models.(1989) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1990A STOCHASTIC ANALYSIS OF AN INPUT-OUTPUT MODEL: COMMENT. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper0
1990A stochastic analysis of an input-output model : Comment.(1990) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1990A stochastic analysis of an input-output model : Comment.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1990REGRESSION MODELS UNDER COMPETING COVARIANCE MATRICES: A BAYSIAN PERSPECTIVE. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper0
1990Regression models under competing covariance matrices : A Bayesian perspective.(1990) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1990Regression models under competing covariance matrices : A Bayesian perspective.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1991Bayesian Inference in Time Series. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper1
1991Bayesian inference in time series.(1991) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1991Bayesian inference in time series.(1991) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1993Marginal Equivalence in V-Spherical Models. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper1
1993Marginal equivalence in v-spherical models.(1993) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1993Marginal equivalence in v-spherical models.(1993) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1993The Continuous Multivariate Location-Scale Model Revisited: A Tale of Robustness. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper0
1993The continuous multivariate location-scale model revisited : A tale of robustness.(1993) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1993The continuous multivariate location-scale model revisited : A tale of robustness.(1993) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1995Posterior Analysis of Stochastic Volatility Models with Flexible Tails. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper6
1995Posterior analysis of stochastic volatility models with flexible tails.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
1995Posterior analysis of stochastic volatility models with flexible tails.(1995) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
1995reference Priors in Non-Normal Location Problems. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper0
1995Reference priors in non-normal location problems.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1995Reference priors in non-normal location problems.(1995) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1999We Just Averaged over Two Trillion Cross-Country Growth Regressions In: IMF Working Papers.
[Full Text][Citation analysis]		paper0
1999We Just Averaged over Two Trillion Cross-Country Growth Regressions In: IMF Working Papers.
[Full Text][Citation analysis]		paper7
2001Model uncertainty in cross-country growth regressions In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article429
2001Model uncertainty in cross-country growth regressions.(2001) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 429		paper
2001Model uncertainty in cross-country growth regressions.(2001) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 429		paper
2009Comments on ‘Jointness of growth determinants’ In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article7
2009On the effect of prior assumptions in Bayesian model averaging with applications to growth regression This article was published online on 30 March 2009. An error was subsequently identified. This not In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article5
2010Non‐gaussian dynamic bayesian modelling for panel data In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article3
2006Non-Gaussian dynamic Bayesian modelling for panel data.(2006) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
1991To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article5
2000A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies. In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article23
1997A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies.(1997) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
1997A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies.(1997) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
1998Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models In: Journal of Productivity Analysis.
[Full Text][Citation analysis]		article13
1996Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models.(1996) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
1996Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models.(1996) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2007Bayesian stochastic frontier analysis using WinBUGS In: Journal of Productivity Analysis.
[Full Text][Citation analysis]		article79
2005Bayesian Stochastic Frontier Analysis Using WinBUGS.(2005) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 79		paper
2008Flexible mixture modelling of stochastic frontiers In: Journal of Productivity Analysis.
[Full Text][Citation analysis]		article12
2011Non-Gaussian spatiotemporal modelling through scale mixing In: Biometrika.
[Full Text][Citation analysis]		article2
2014Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2008On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression In: MPRA Paper.
[Full Text][Citation analysis]		paper34
2007On the effect of prior assumptions in Bayesian model averaging with applications to growth regression.(2007) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2006Model-based Clustering of non-Gaussian Panel Data In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2018Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article0
1998Reference priors for non-Normal two-sample problems In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]		article0
1997Reference Priors For Non-Normal Two-Sample Problems.(1997) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1997Reference Priors For Non-Normal Two-Sample Problems.(1997) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1998Bayesian analysis of stochastic volatility models with flexible tails In: Econometric Reviews.
[Full Text][Citation analysis]		article5
1999Some comments on model development and posterior existence In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2015Objective Bayesian Survival Analysis Using Shape Mixtures of Log-Normal Distributions In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article3
1996On Bayesian Modelling of Fat Tails and Skewness In: Discussion Paper.
[Full Text][Citation analysis]		paper44
1996On Bayesian Modelling of Fat Tails and Skewness.(1996) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44		paper
1996On Bayesian Inference under Sampling from Scale Mixtures of Normals In: Discussion Paper.
[Full Text][Citation analysis]		paper1
1996On Bayesian Inference under Sampling from Scale Mixtures of Normals.(1996) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1997Multivariate Student -t Regression Models : Pitfalls and Inference In: Discussion Paper.
[Full Text][Citation analysis]		paper6
1997Multivariate Student -t Regression Models : Pitfalls and Inference.(1997) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
1988Seemingly unrelated regression equation systems under diffuse stochastic prior information : A recursive analytical approach In: Discussion Paper.
[Full Text][Citation analysis]		paper0
1988Seemingly unrelated regression equation systems under diffuse stochastic prior information : A recursive analytical approach.(1988) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1996On the Use of Panel Data in Bayesian Stochastic Frontier Models In: Discussion Paper.
[Full Text][Citation analysis]		paper1
1996On the Use of Panel Data in Bayesian Stochastic Frontier Models.(1996) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1994Hospital efficiency analysis through individual effects : A Bayesian approach In: Discussion Paper.
[Full Text][Citation analysis]		paper3
1994Hospital efficiency analysis through individual effects : A Bayesian approach.(1994) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
1988Exclusion restrictions in instrumental variables equations In: Research Memorandum.
[Full Text][Citation analysis]		paper1
1988Exclusion restrictions in instrumental variables equations.(1988) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1990Exclusion restrictions in instrumental variables equations.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1990Exclusion restrictions in instrumental variables equations.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1996On the Estimation of Demand Systems through Consumption Efficiency. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article3
1996On the Estimation of Demand Systems Through Consumption Efficiency.(1996) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2004Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions In: Econometrics.
[Full Text][Citation analysis]		paper7
2004On Describing Multivariate Skewness: A Directional Approach In: Econometrics.
[Full Text][Citation analysis]		paper1
2005Directional Log-spline Distributions In: Econometrics.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team