Steel, Mark F. J. and Rubio, F. J.. (2013) Bayesian inference for P(X<Y) using asymmetric dependent distributions. Bayesian Analysis, 8 (1). pp. 43-62. ISSN 1931-6690

Lamnisos, Demetris , Griffin, Jim E. and Steel, Mark F. J.. (2013) Adaptive Monte Carlo for Bayesian variable selection in regression models. Journal of Computational and Graphical Statistics . ISSN 1061-8600 (In Press)

Griffin, Jim E., Kolossiatis, M. and Steel, Mark F. J.. (2013) Comparing distributions by using dependent normalized random-measure mixtures. Journal of the Royal Statistical Society : Series B (Statistical Methodology) . ISSN 1369-7412

Kolossiatis, M., Griffin, Jim E. and Steel, Mark F. J.. (2013) On Bayesian nonparametric modelling of two correlated distributions. Statistics and Computing, 23 (1). pp. 1-15. ISSN 0960-3174

Ley, Eduardo and Steel, Mark F. J.. (2012) Mixtures of g-priors for Bayesian model averaging with economic applications. Journal of Econometrics, Vol.171 (No.2). pp. 251-266. ISSN 0304-4076

Rubio, F. J. and Steel, Mark F. J.. (2012) On the Marshall–Olkin transformation as a skewing mechanism. Computational Statistics & Data Analysis, Vol.56 (No.7). pp. 2251-2257. ISSN 0167-9473

Lamnisos, Demetris, Griffin, Jim E. and Steel, Mark F. J.. (2012) Cross-validation prior choice in Bayesian probit regression with many covariates. Statistics and Computing, Vol.22 (No.2). pp. 359-373. ISSN 0960-3174

Griffin, J., Kolossiatis , M. and Steel, Mark F. J.. (2012) Comparing distributions using dependent normalized random measure mixtures. Journal of the Royal Statistical Society Series B: Statistical Methodology . ISSN 1369-7412 (In Press)

Kolossiatis, Michalis, Griffin, Jim E. and Steel, Mark F. J.. (2011) Modeling overdispersion with the normalized tempered stable distribution. Computational Statistics & Data Analysis, Vol.55 (No.7). pp. 2288-2301. ISSN 0167-9473

Griffin, Jim E. and Steel, Mark F. J.. (2011) Stick-breaking autoregressive processes. Journal of Econometrics, Vol.162 (No.2). pp. 383-396. ISSN 0304-4076

Steel, Mark F. J.. (2011) Bayesian model averaging and forecasting. Bulletin of E.U. and U.S. Inflation and Macroeconomic Analysis (No.200). pp. 30-41.

Steel, Mark F. J., Griffin, Jim E. and Quintana, F. (2011) Flexible and nonparametric modelling. In: Geweke, John and Koop, Gary and Dijk, Herman K. van, (eds.) The Oxford handbook of Bayesian econometrics. Oxford handbooks in economics . Oxford ; New York: Oxford University Press, pp. 125-182. ISBN 9780199559084

Rubio, F. J. and Steel, Mark F. J.. (2011) Inference for grouped data with a truncated skew-Laplace distribution. Computational Statistics & Data Analysis, Vol.55 (No.12). pp. 3218-3231. ISSN 0167-9473

Rubio, F. J. and Steel, Mark F. J. (2011) Inference in two-piece location-scale models with Jeffreys priors. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2011).

Fonseca, Thaís C. O. and Steel, Mark F. J.. (2011) Non-Gaussian spatiotemporal modelling through scale mixing. Biometrika, Vol.98 (No.4). pp. 761-774. ISSN 0006-3444

Fonseca, Thaís C. O. and Steel, Mark F. J.. (2011) A general class of nonseparable space-time covariance models. Environmetrics, Vol.22 (No.2). pp. 224-242. ISSN 1180-4009

Griffin, Jim E., Kolossiatis, Michalis and Steel, Mark F. J. (2010) Comparing distributions using dependent normalized random measure mixtures. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2010).

Griffin, Jim E. and Steel, Mark F. J.. (2010) Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes. Computational Statistics and Data Analysis, Vol.54 (No.11). pp. 2594-2608. ISSN 0167-9473

Griffin, Jim E. and Steel, Mark F. J.. (2010) Bayesian nonparametric modelling with the Dirichlet process regression smoother. Statistica Sinica, Vol.20 (No.4). pp. 1507-1527. ISSN 1017-0405

Juárez, Miguel A. and Steel, Mark F. J.. (2010) Model-based clustering of non-Gaussian panel data based on skew-t distributions. Journal of Business and Economic Statistics, Vol.28 (No.1). pp. 52-66. ISSN 0735-0015

Rubio, F. J. and Steel, Mark F. J. (2010) Inference for grouped data with a truncated skew-Laplace distribution. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2010).

Ley, Eduardo and Steel, Mark F. J. (2010) Mixtures of g-priors for Bayesian model averaging with economic applications. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2010).

Kolossiatis, Michalis, Griffin, Jim E. and Steel, Mark F. J. (2010) Modelling overdispersion with the normalized tempered stable distribution. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2010).

Fuentes, M. and Steel, Mark F. J. (2010) Non-Gaussian and nonparametric models for continuous spatial data. In: Gelfand, Alan E., 1945- and Diggle, Peter J. and Fuentes , M. and Guttorp, Peter, (eds.) Handbook of spatial statistics. Chapman & Hall/CRC handbooks of modern statistical methods . Boca Raton, Fl. ; London: CRC Press, pp. 149-167. ISBN 9781420072877

Juárez, Miguel A. and Steel, Mark F. J.. (2010) Non-Gaussian dynamic Bayesian modelling for panel data. Journal of Applied Econometrics, Vol.25 (No.7). pp. 1128-1154. ISSN 0883-7252

Kolossiatis, Michalis, Griffin, Jim E. and Steel, Mark F. J. (2010) On Bayesian nonparametric modelling of two correlated distributions. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2010).

Lamnisos, Demetris, Griffin, Jim E. and Steel, Mark F. J.. (2009) Transdimensional sampling algorithms for Bayesian variable selection in classification problems with many more variables than observations. Journal of Computational and Graphical Statistics, Vol.18 (No.3). pp. 592-612. ISSN 1061-8600

Ley, Eduardo and Steel, Mark F. J.. (2009) On the effect of prior assumptions in Bayesian model averaging with applications to growth regresssion. Journal of Applied Econometrics, Vol.24 (No.4). pp. 651-674. ISSN 0883-7252

Ley, Eduardo and Steel, Mark F. J. (2009) Comments on 'jointness of growth determinants'. Journal of Applied Econometrics, Vol.24 (No.2). pp. 248-251. ISSN 0883-7252

Lamnisos, Demetris, Griffin, Jim E. and Steel, Mark F. J. (2009) Adaptive Monte Carlo for binary regression with many regressors. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2009).

Quintana, Fernando A., Steel, Mark F. J. and Ferreira, Jose T. A. S.. (2009) Flexible univariate continuous distributions. Bayesian analysis, Vol.4 (No.3). pp. 497-522. ISSN 1931-6690

Carta, Alessandro and Steel, Mark F. J. (2009) Modelling multi-output stochastic frontiers using copulas. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2009).

Griffin, Jim E. and Steel, Mark F. J. (2009) Time-dependent stick-breaking processes. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2009).

Griffin, Jim E. and Steel, Mark F. J.. (2008) Flexible mixture modelling of stochastic frontiers. Journal of Productivity Analysis, Vol.29 (No.1). pp. 33-50. ISSN 0895-562X

Steel, Mark F. J. (2008) Bayesian time series analysis. In: Durlauf , S. N. and Blume, L. E., (eds.) The New Palgrave dictionary of economics. Basingstoke, Hampshire ; New York: Palgrave Macmillan. ISBN 9780333786765

Ferreira, Jose T. A. S., Juárez, Miguel A. and Steel, Mark F. J.. (2008) Directional log-spline distributions. Bayesian analysis, Vol.3 (No.2). pp. 297-315. ISSN 1931-6690

Lamnisos, Demetris, Griffin, Jim E. and Steel, Mark F. J. (2008) Transdimensional sampling algorithms for Bayesian variable selection in classification problems with many more variables than observations. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2008).

Fonseca, Thaís C. O. and Steel, Mark F. J. (2008) A new class of nonseparable space-time covariance models. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2008).

Ley, Eduardo and Steel, Mark F. J.. (2007) Jointness in Bayesian variable selection with applications to growth regression. Journal of Macroeconomics, Vol.29 (No.3). pp. 476-493. ISSN 0164-0704

Griffin, Jim E. and Steel, Mark F. J.. (2007) Bayesian stochastic frontier analysis using WinBUGS. Journal of Productivity Analysis, Vol.27 (No.3). pp. 163-176. ISSN 0895-562X

Ferreira, Jose T. A. S. and Steel, Mark F. J.. (2007) Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers. Journal of Econometrics, Vol.137 (No.2). pp. 641-673. ISSN 0304-4076

Ferreira, Jose T. A. S. and Steel, Mark F. J.. (2007) A new class of skewed multivariate distributions with applications to regression analysis. Statistica Sinica, Vol.17 (No.2). pp. 505-529. ISSN 1017-0405

Ley, Eduardo and Steel, Mark F. J. (2007) On the effect of prior assumptions in Bayesian model averaging with applications to growth regression. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2007).

Griffin, Jim E. and Steel, Mark F. J.. (2006) Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility. JOURNAL OF ECONOMETRICS, 134 (2). pp. 605-644. ISSN 0304-4076

Ferreira, Jose T. A. S. and Steel, Mark F. J.. (2006) On describing multivariate skewed distributions: a directional approach. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 34 (3). pp. 411-429. ISSN 0319-5724

Palacios, M. Blanca and Steel, Mark F. J.. (2006) Non-gaussian Bayesian geostatistical modeling. Journal of the American Statistical Association, Vol.101 (No.474). pp. 604-618. ISSN 0162-1459

Ferreira, Jose T. A. S. and Steel, Mark F. J.. (2006) A constructive representation of univariate skewed distributions. Journal of the American Statistical Association, Vol.101 (No.474). pp. 823-829. ISSN 0162-1459

Griffin, Jim E. and Steel, Mark F. J.. (2006) Order-based dependent Dirichlet processes. Journal of the American Statistical Association, Vol.101 (No.473). pp. 179-194. ISSN 0162-1459

Juárez, Miguel A. and Steel, Mark F. J. (2006) Model-based clustering of non-Gaussian panel data. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2006).