World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
43
Citations
11531
World Ranking
1931
National Ranking
228

Mathematics

D-Index
43
Citations
11851
World Ranking
1655
National Ranking
113

Overview

Mark F. J. Steel is affiliated with the University of Warwick in the United Kingdom. Their research primarily spans the field of Mathematics, with a focused contribution to Statistics and Probability. Additional subfields include Artificial Intelligence, Statistical and Nonlinear Physics, General Economics, Econometrics and Finance, and Finance.

The scientist's work covers a variety of key topics, notably Bayesian Methods and Mixture Models, Statistical Methods and Bayesian Inference, Statistical Methods and Inference, Statistical Distribution Estimation and Applications, Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling, and Market Dynamics and Volatility.

Frequent coauthors collaborating with Mark F. J. Steel include:

  • Gregor Zens
  • David Huk
  • Ritabrata Dutta
  • Jim E. Griffin
  • Krzysztof Łatuszyński

Publications featuring Mark F. J. Steel show contributions to several notable venues. The most common is arXiv (Cornell University), with six publications. Other venues include the Journal of the Royal Statistical Society Series B (Statistical Methodology), the Journal of Economic Literature, Biometrika, and Significance.

Recent papers authored or coauthored by Mark F. J. Steel include:

  • "Model Averaging and Its Use in Economics," 2020, Journal of Economic Literature
  • "Model Uncertainty in Latent Gaussian Models with Univariate Link Function," 2024, arXiv (Cornell University)

Other papers in the dataset, though not authored by Steel, provide context on topics relevant to their field, indicating a broad engagement with statistical methodologies and inference techniques.

Mark F. J. Steel's publications and collaborations suggest an active engagement with advanced methodologies in Bayesian inference and model uncertainty, contributing to interdisciplinary applications across economics, finance, and statistical physical sciences.

Best Publications

  • On Bayesian modeling of fat tails and skewness

    Carmen Fernández;Mark F. J. Steel

  • Benchmark Priors for Bayesian Model Averaging

    Carmen Fernández;Eduardo Ley;Mark F.J. Steel

  • Model uncertainty in cross‐country growth regressions

    Carmen Fernández;Eduardo Ley;Mark F. J. Steel

  • On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression

    Eduardo Ley;Mark F. J. Steel

  • Stochastic frontier models: a bayesian perspective

    Julien van den Broeck;Gary Koop;Jacek Osiewalski;Mark F.J Steel;Mark F.J Steel

  • Order-Based Dependent Dirichlet Processes

    Jim E. Griffin;Mark F. J. Steel

  • Bayesian efficiency analysis through individual effects: Hospital cost frontiers

    Gary Koop;Jacek Osiewalski;Mark F.J. Steel

  • Model Averaging and its Use in Economics

    Mark F. J. Steel

  • Modeling and Inference with υ-Spherical Distributions

    Carmen Fernández;Jacek Osiewalski;Mark F. J. Steel

  • Posterior analysis of stochastic frontier models using Gibbs sampling

    Gary Koop;Mark F. Steel;Jacek Osiewalski

  • Multivariate Student-t regression models: Pitfalls and inference

    C. Fernández;M.F.J. Steel

  • Bayesian stochastic frontier analysis using WinBUGS

    Jim E. Griffin;Mark F. J. Steel

  • On the use of panel data in stochastic frontier models with improper priors

    Carmen Fernández;Jacek Osiewalski;Mark F.J. Steel

  • The components of output growth: A stochastic frontier analysis

    Gary Koop;Jacek Osiewalski;Mark F. J. Steel

  • A Constructive Representation of Univariate Skewed Distributions

    José T. A. S Ferreira;Mark F. J Steel

  • Modeling the Sources of Output Growth in a Panel of Countries

    Gary Koop;Jacek Osiewalski;Mark F. J. Steel

  • On 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 notice is included in the online and print versions to indicate that both have been corrected l6 April 2009&rsqb

    Eduardo Ley;Mark F.J. Steel

  • Mixtures of g-priors for Bayesian Model Averaging with economic application

    Eduardo Ley;Mark F. J. Steel

  • Model-based clustering of non-Gaussian panel data based on skew-t distributions

    Miguel A. Juárez;Mark F. J. Steel

  • Jointness in Bayesian variable selection with applications to growth regression

    Eduardo Ley;Mark F. J. Steel

Frequent Co-Authors

Gary Koop
Gary Koop University of Strathclyde
Robert F. Engle
Robert F. Engle New York University
Jean-Marie Dufour
Jean-Marie Dufour McGill University
Monica Billio
Monica Billio Ca Foscari University of Venice
Herman K. van Dijk
Herman K. van Dijk Erasmus University Rotterdam
Andrew Harvey
Andrew Harvey University of Cambridge
Peter C. B. Phillips
Peter C. B. Phillips Yale University
Carl Chiarella
Carl Chiarella University of Technology Sydney
Stefan Mittnik
Stefan Mittnik Ludwig-Maximilians-Universität München
Olivier Scaillet
Olivier Scaillet University of Geneva

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

For students interested in branching out from Mathematics, several online degree options align well with analytical and quantitative skills. Programs like accelerated MBA programs online offer a fast track to leadership roles, blending business acumen with data-driven decision-making.

Marketing graduate programs also attract math graduates, especially those keen on market analytics and consumer data. Exploring marketing graduate programs can reveal cost-effective options that yield strong career growth prospects.

Additionally, if time is a crucial factor, many students consider 1 year MBA programs in USA. These intensive courses provide robust business fundamentals in a condensed timeframe, ideal for those eager to advance quickly.

Finally, flexibility in education pathways is enhanced by the possibility to can you transfer MBA credits. This option allows learners to build on prior coursework and tailor their progression efficiently.

Best Scientists Citing Mark F. J. Steel

Trending Scientists

Recently Published Articles