information
Information Mark F.J. Steel
Contact information:
Department of Statistics
University of Warwick
Coventry CV4 7AL
United Kingdom
Tel. +44(0)24 7652 3369
Fax. +44(0)24 7652 4532
Email: M.F.Steel "at" stats.warwick.ac.uk
Ph.D.:
Obtained from CORE, Université Catholique de Louvain, May 1987 within the European Doctoral Programme in Quantitative Economics
Dissertation title: A Bayesian Analysis of Multivariate Exogeneity: A Monte Carlo Approach
Current position:
Professor of Statistics, Department of Statistics , University of Warwick, since 2003
Co-Director, Centre for Research in Statistical Methodology (CRiSM), since 2005
Previous positions:
Head of Department, Department of Statistics, University of Warwick, 2014-2018
Professor of Statistics, University of Kent at Canterbury, 2000-2003
Professor of Economics, University of Edinburgh, 1998-2000
Before 1998: appointments at Duke University (USA), Tilburg University (Netherlands) and Universidad Carlos III de Madrid (Spain)
Research interests:
Bayesian econometrics and statistics; theory and applications:
Theoretical econometrics and statistics: Bayesian inference methods; models with unobserved heterogeneity; computational statistics (MCMC methods); multivariate distribution theory; inference robustness; model choice and Bayesian model averaging; improper and reference priors; mixture modelling; skewness; inference in stochastic processes; spatial statistics; semi- and nonparametric Bayesian methods
Applied econometrics: macro: growth theory
micro: stochastic frontier models; contingent valuation
finance: stochastic volatility models
Applied statistics: modelling with non-Normal distributions; environmental statistics