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Mark Florimond Steel

Global rank #2267 97%

Institution: University of Warwick

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://www.warwick.ac.uk/go/msteel/

First Publication: 1988

Most Recent: 2015

RePEc ID: pst2 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 17.09 3.69 0.00 38.71

Publication Statistics

Raw Publications 25
Coauthorship-Adjusted Count 22.55

Publications (25)

Year Article Journal Tier Authors
2015 Objective Bayesian Survival Analysis Using Shape Mixtures of Log-Normal Distributions Journal of the American Statistical Association B 2
2012 Mixtures of g-priors for Bayesian model averaging with economic applications Journal of Econometrics A 2
2011 Stick-breaking autoregressive processes Journal of Econometrics A 2
2007 Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers Journal of Econometrics A 2
2006 Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility Journal of Econometrics A 2
2005 Alternative efficiency measures for multiple-output production Journal of Econometrics A 3
2004 Semiparametric Bayesian inference for stochastic frontier models Journal of Econometrics A 2
2001 Benchmark priors for Bayesian model averaging Journal of Econometrics A 3
2000 A Bayesian analysis of multiple-output production frontiers Journal of Econometrics A 3
2000 BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS Econometric Theory B 2
1999 The Components of Output Growth: A Stochastic Frontier Analysis Oxford Bulletin of Economics and Statistics B 3
1997 Bayesian analysis of long memory and persistence using ARFIMA models Journal of Econometrics A 4
1997 Bayesian efficiency analysis through individual effects: Hospital cost frontiers Journal of Econometrics A 3
1997 On the use of panel data in stochastic frontier models with improper priors Journal of Econometrics A 3
1996 On the Estimation of Demand Systems through Consumption Efficiency. Review of Economics and Statistics A 2
1995 Bayesian long-run prediction in time series models Journal of Econometrics A 3
1994 Stochastic frontier models : A Bayesian perspective Journal of Econometrics A 4
1994 Revised stochastic analysis of an input-output model Regional Science and Urban Economics B 2
1993 Robust bayesian inference in elliptical regression models Journal of Econometrics A 2
1993 Bayesian marginal equivalence of elliptical regression models Journal of Econometrics A 2
1992 A Bayesian note on competing correlation structures in the dynamic linear regression model Economics Letters C 2
1991 Posterior inference on the degrees of freedom parameter in multivariate-t regression models Economics Letters C 3
1991 Bayesian multivariate exogeneity analysis : An application to a UK money demand equation Journal of Econometrics A 2
1991 A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches Journal of Econometrics A 1
1988 Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density Journal of Econometrics A 2