Posterior analysis of restricted seemingly unrelated regression equation models : a recursive analytical approachSTEEL, M. F. J.Econometric reviews. 1992, Vol 11, Num 2, pp 129-142, issn 0747-4938Article

A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approachesSTEEL, M. F. J.Journal of econometrics. 1991, Vol 48, Num 1-2, pp 83-117, issn 0304-4076Article

Inference for grouped data with a truncated skew-Laplace distributionRUBIO, F. J; STEEL, M. F. J.Computational statistics & data analysis. 2011, Vol 55, Num 12, pp 3218-3231, issn 0167-9473, 14 p.Article

Robust Bayesian inference in elliptical regression modelsOSIEWALSKI, J; STEEL, M. F. J.Journal of econometrics. 1993, Vol 57, Num 1-3, pp 345-363, issn 0304-4076Article

Semiparametric Bayesian inference for stochastic frontier modelsGRIFFIN, J. E; STEEL, M. F. J.Journal of econometrics. 2004, Vol 123, Num 1, pp 121-152, issn 0304-4076, 32 p.Article

Reference priors for the general location-scale modelFERNANDEZ, C; STEEL, M. F. J.Statistics & probability letters. 1999, Vol 43, Num 4, pp 377-384, issn 0167-7152Article

Classical and Bayesian inference robustness in multivariate regression modelsFERNANDEZ, C; OSIEWALSKI, J; STEEL, M. F. J et al.Journal of the American Statistical Association. 1997, Vol 92, Num 440, pp 1434-1444, issn 0162-1459Article

Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior densityRICHARD, J. F; STEEL, M. F. J.Journal of econometrics. 1988, Vol 38, Num 1-2, pp 7-37, issn 0304-4076Article

Bayesian marginal equivalence of elliptical regression modelsOSIEWALSKI, J; STEEL, M. F. J.Journal of econometrics. 1993, Vol 59, Num 3, pp 391-403, issn 0304-4076Article

Bayesian multivariate exogeneity analysis : an application to a UK money demand equationSTEEL, M. F. J; RICHARD, J.-F.Journal of econometrics. 1991, Vol 49, Num 1-2, pp 239-274, issn 0304-4076Article

Stochastic frontier models. A Bayesian perspectiveVAN DEN BROECK, J; KOOP, G; OSIEWALSKI, J et al.Journal of econometrics. 1994, Vol 61, Num 2, pp 273-303, issn 0304-4076Article

Modeling overdispersion with the normalized tempered stable distributionKOLOSSIATIS, M; GRIFFIN, J. E; STEEL, M. F. J et al.Computational statistics & data analysis. 2011, Vol 55, Num 7, pp 2288-2301, issn 0167-9473, 14 p.Article

Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processesGRIFFIN, J. E; STEEL, M. F. J.Computational statistics & data analysis. 2010, Vol 54, Num 11, pp 2594-2608, issn 0167-9473, 15 p.Article

Bayesian long-run prediction in time series modelsKOOP, G; OSIEWALSKI, J; STEEL, M. F. J et al.Journal of econometrics. 1995, Vol 69, Num 1, pp 61-80, issn 0304-4076Article

Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. DiscussionBARNDORFF-NIELSEN, Ole E; SHEPHARD, Neil; CRITCHLEY, Frank et al.Journal of the Royal Statistical Society. Series B, statistical methodology. 2001, Vol 63, Num 2, pp 167-241, issn 1369-7412Article