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Steel, Mark F
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ResearcherID: B-9845-2008
Other Names: Mark F.J. Steel; M.F.J. Steel
E-mail:
URL: http://www.researcherid.com/rid/B-9845-2008
Keywords: bayesian methods; econometrics; statistics
My Institutions (more details)
Primary Institution:
Sub-org/Dept: Department of Statistics
Role:
Description:
 
 
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This list contains papers that I have authored.

   
publication(s)  
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1. Title: Cross-validation prior choice in Bayesian probit regression with many covariates
Author(s): Lamnisos, D.; Griffin, J. E.; Steel, M. F. J.
Source: Statistics and Computing Volume: 22 Issue: 2 Pages: 359-373 Published: MAR 2012
Times Cited: 0
DOI: 10.1007/s11222-011-9228-1
added
04-Jan-12
2. Title: A general class of nonseparable space-time covariance models
Author(s): Fonseca, TCO; Steel, MFJ
Source: Environmetrics Volume: 22 Issue: 2 Pages: 224-242 Published: 2011
Times Cited: 1
DOI: 10.1002/env.1047
added
15-Jun-11
3. Title: Inference for grouped data with a truncated skew-Laplace distribution
Author(s): Rubio, F. J.; Steel, M. F. J.
Source: Computational Statistics & Data Analysis Volume: 55 Issue: 12 Pages: 3218-3231 Published: DEC 1 2011
Times Cited: 0
DOI: 10.1016/j.csda.2011.06.002
added
13-Oct-11
4. Title: Modeling overdispersion with the normalized tempered stable distribution
Author(s): Kolossiatis, M; Griffin, JE; Steel, MFJ
Source: Computational Statistics & Data Analysis Volume: 55 Issue: 7 Pages: 2288-2301 Published: 2011
Times Cited: 1
DOI: 10.1016/j.csda.2011.01.016
added
15-Jun-11
5. Title: Non-Gaussian spatiotemporal modelling through scale mixing
Author(s): Fonseca, Thais C. O.; Steel, Mark F. J.
Source: Biometrika Volume: 98 Issue: 4 Pages: 761-774 Published: DEC 2011
Times Cited: 0
DOI: 10.1093/biomet/asr047
added
04-Jan-12
6. Title: Stick-breaking autoregressive processes
Author(s): Griffin, JE; Steel, MFJ
Source: Journal of Econometrics Volume: 162 Issue: 2 Pages: 383-396 Published: 2011
Times Cited: 2
DOI: 10.1016/j.jeconom.2011.03.001
added
15-Jun-11
7. Title: Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
Author(s): GRIFFIN, JE; STEEL, MFJ
Source: Computational Statistics & Data Analysis Volume: 54 Issue: 11 Pages: 2594-2608 Published: NOV 1 2010
Times Cited: 3
DOI: 10.1016/j.csda.2009.06.008
added
27-Jul-10
8. Title: BAYESIAN NONPARAMETRIC MODELLING WITH THE DIRICHLET PROCESS REGRESSION SMOOTHER
Author(s): Griffin, JE; Steel, MFJ
Source: Statistica Sinica Volume: 20 Issue: 4 Pages: 1507-1527 Published: OCT 2010
Times Cited: 2
added
22-Nov-10
9. Title: Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-t Distributions
Author(s): JUAREZ, MA; STEEL, MFJ
Source: JOURNAL OF BUSINESS & ECONOMIC STATISTICS Volume: 28 Issue: 1 Pages: 52-66 Published: 2010
Times Cited: 4
DOI: 10.1198/jbes.2009.07145
added
25-Mar-10
10. Title: NON-GAUSSIAN DYNAMIC BAYESIAN MODELLING FOR PANEL DATA
Author(s): Juarez, MA; Steel, MFJ
Source: Journal of Applied Econometrics Volume: 25 Issue: 7 Pages: 1128-1154 Published: NOV-DEC 2010
Times Cited: 1
DOI: 10.1002/jae.1113
added
01-Feb-11
publication(s)  
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