Publications

Publications Mark F.J. Steel

Papers in refereed journals:

Testing for exogeneity: An application to consumption behaviour, European Economic Review, 31, (1987), 1443-1463. [1]
Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density, with J.F. Richard, Journal of Econometrics, 38, (1988), 7-37. [2]
Exclusion restrictions in instrumental variables equations, with T. Nijman, Econometric Reviews, 9, (1990), 37-55. [3]
A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches, Journal of Econometrics, 48, (1991), 83-117. [4]
Bayesian multivariate exogeneity analysis: An application to a UK money demand equation, with J.F. Richard, Journal of Econometrics, 49, (1991), 239-274. [5]
Posterior inference on the degrees of freedom parameter in multivariate-t regression models, with S. Chib and J. Osiewalski, Economics Letters, 37, (1991), 391-397. [6]
Posterior analysis of restricted seemingly unrelated regression equation models: A recursive analytical approach, Econometric Reviews, 11, (1992), 129-142. [7]
Weak exogeneity in overreduced sequential models, Annales d'Economie et de Statistique, 27, (1992), 51-72. [8]
A Bayesian note on competing correlation structures in the dynamic linear regression model, with J. Osiewalski, Economics Letters, 40, (1992), 383-388. [9]
Robust Bayesian inference in elliptical regression models, with J. Osiewalski, Journal of Econometrics, 57, (1993), 345-363. [10]
Bayesian marginal equivalence of elliptical regression models, with J. Osiewalski, Journal of Econometrics, 59, (1993), 391-403. [11]
Robust Bayesian inference in lq-spherical models, with J. Osiewalski, Biometrika, 80, (1993), 456-460. [12]
Una perspectiva bayesiana en seleccion de modelos, with J. Osiewalski, Cuadernos Economicos de ICE, 55, (1993), 327- 351. The original version in English: A Bayesian perspective on model selection [13]
Regression models under competing covariance matrices: A Bayesian perspective, with J. Osiewalski, Annales d'Economie et de Statistique, 32, (1993), 65-79. [14]
Stochastic frontier models: A Bayesian perspective, with J. van den Broeck, G. Koop and J. Osiewalski, Journal of Econometrics, 61, (1994), 273-303. [15]
Revised stochastic analysis of an input-output model, with T. ten Raa, Regional Science and Urban Economics, 24, (1994), 361-371. [16]
Estimating end-use demand: A Bayesian approach, with L. Bauwens and D. Fiebig, Journal of Business and Economic Statistics, 12, (1994), 221-231. [17]
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models, with G. Koop, Journal of Business and Economic Statistics, 12, (1994), 95-107. [18]
Posterior properties of long-run impulse responses, with G. Koop and J. Osiewalski, Journal of Business and Economic Statistics, 12, (1994), 489-492 and correction in 14, (1996), 257. [19]
Bayesian efficiency analysis with a flexible form: The AIM cost function, with G. Koop and J. Osiewalski, Journal of Business and Economic Statistics, 12, (1994), 339-346. [20]
The continuous multivariate location-scale model revisited: A tale of robustness, with C. Fernández and J. Osiewalski, Biometrika, 81, (1994), 588-594. [21]
Bayesian long-run prediction in time series models, with G. Koop and J. Osiewalski, Journal of Econometrics, 69, (1995), 61-80. [22].
Posterior analysis of stochastic frontier models using Gibbs sampling, with G. Koop and J. Osiewalski, Computational Statistics, 10, (1995), 353-373. [23]
Modelling and inference with v-spherical distributions (JSTOR link), with C. Fernández and J.Osiewalski, Journal of the American Statistical Association, Theory and Methods, 90, (1995), 1331-1340. [24]
A Bayesian analysis of exogeneity in models pooling time-series and cross-section data, with J. Osiewalski, Journal of Statistical Planning and Inference, 50, (1996), 187-206. [25]
On the estimation of demand systems through consumption efficiency, with E. Ley, Review of Economics and Statistics, 78, (1996), 539-543. [26]
Bayesian efficiency analysis through individual effects: Hospital cost frontiers, with G. Koop and J. Osiewalski, Journal of Econometrics, 76, (1997), 77-105. [27]
Bayesian analysis of long memory and persistence using ARFIMA models, with G. Koop, E. Ley and J. Osiewalski, Journal of Econometrics, 76, (1997), 149-169. [28]
On the use of panel data in stochastic frontier models with improper priors, with C. Fernández and J. Osiewalski, Journal of Econometrics, 79, (1997), 169-193. [29]
Classical and Bayesian inference robustness in multivariate regression models (JSTOR link), with C. Fernández and J. Osiewalski, Journal of the American Statistical Association, Theory and Methods, 92, (1997), 1434-1444. [30]
Numerical tools for the Bayesian analysis of stochastic frontier models, with J. Osiewalski, Journal of Productivity Analysis, 10, (1998), 103-117. [31]
On Bayesian modelling of fat tails and skewness (JSTOR link), with C. Fernández, Journal of the American Statistical Association, Theory and Methods, 93, (1998), 359-371. [32]
Bayesian analysis of the prototypal search model, with N. Kiefer, Journal of Business and Economic Statistics, 16, (1998), 178-186. [33]
Posterior analysis of stochastic volatility models with flexible tails, Econometric Reviews, 17, (1998), 109-143. [34]
Reference priors for non-Normal two-sample problems, with C. Fernández, Test, 7, (1998), 179-205. [35]
A model of management teams (JSTOR link), with E. Ley, Managerial and Decision Economics, 19, (1998), 355-363. [36]
Multivariate Student-t regression models: Pitfalls and inference, with C. Fernández, Biometrika, 86, (1999), 153-168. [37]
Reference priors for the general location-scale model, with C. Fernández, Statistics and Probability Letters, 43, (1999), 377-384. [38]
The components of output growth: A stochastic frontier analysis , with G. Koop and J. Osiewalski, Oxford Bulletin of Economics and Statistics, 61, (1999), 455-487. [39]
Bayesian regression analysis with scale mixtures of Normals, with C. Fernández, Econometric Theory, 16, (2000), 80-101. [40]
A Bayesian analysis of multiple output production frontiers, with C. Fernández and G. Koop, Journal of Econometrics, 98, (2000), 47-79. [41]
Modeling the sources of output growth in a panel of countries, with G. Koop and J. Osiewalski, Journal of Business and Economic Statistics, 18, (2000), 284-299. [42]
A stochastic frontier analysis of output level and growth in Poland and Western economies, with J. Osiewalski and G. Koop, Economics of Planning (now Economic Change and Restructuring), 33, (2000), 185-202. [43]
Robust Bayesian inference on scale parameters, with C. Fernández and J. Osiewalski, Journal of Multivariate Analysis, 77, (2001), 54-72. [44]
Benchmark priors for Bayesian model averaging, with C. Fernández and E. Ley, Journal of Econometrics, 100, (2001), 381-427. [45]
Model uncertainty in cross-country growth regressions, with C. Fernández and E. Ley, Journal of Applied Econometrics, 16, (2001), 563-576. [46]
Bayesian modelling of catch in a Northwest Atlantic fishery, with C. Fernández and E. Ley, Journal of the Royal Statistical Society, C (Applied Statistics), 51, (2002), 257-280. [47]
Multiple-output production with undesirable outputs: an application to nitrogen surplus in agriculture, with C. Fernández and G. Koop, Journal of the American Statistical Association, Applications and Case Studies, 97, (2002), 432-442. [48]
Semiparametric Bayesian Inference for Stochastic Frontier Models, with J. Griffin, Journal of Econometrics, 123, (2004), 121-152. [49]
Bayesian Analysis of Interval Data Contingent Valuation Models and Pricing Policies (ProQuest link), with C. Fernandez, C. Leon and F. Vazquez-Polo, Journal of Business and Economic Statistics, 22, (2004), 431-442. [50]
Alternative efficiency measures for multiple-output production, with C. Fernandez and G. Koop, Journal of Econometrics, 126, (2005), 411-444. [51]
Modelling directional dispersion through hyperspherical log-splines, with J.T. Ferreira, Journal of the Royal Statistical Society, B (Statistical Methodology), 67, (2005), 599-616. [52]
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility, with J. Griffin, Journal of Econometrics, 134, (2006), 605-644. [53]
Order-Based Dependent Dirichlet Processes, with J.Griffin, Journal of the American Statistical Association, Theory and Methods, 101, (2006), 179-194. [54]
A constructive representation of univariate skewed distributions, with J.T. Ferreira, Journal of the American Statistical Association, Theory and Methods, 101, (2006), 823-829. [55]
Non-Gaussian Bayesian geostatistical modelling, with M.B. Palacios, Journal of the American Statistical Association, Theory and Methods, 101, (2006), 604-618. [56]
On describing multivariate skewed distributions: A directional approach (alternative link), with J.T. Ferreira, Canadian Journal of Statistics, 34, (2006), 411-429. [57]
Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers, with J.T. Ferreira, Journal of Econometrics, 137, (2007), 641-673. [58]
A New Class of Skewed Multivariate Distributions with Applications to Regression Analysis, with J.T. Ferreira, Statistica Sinica, 17, (2007), 505-529. [59]
Jointness in Bayesian variable selection with applications to growth regression, with E. Ley, Journal of Macroeconomics, 29, (2007), 476-493. [60]
Bayesian Stochastic Frontier Analysis Using WinBUGS, with J.Griffin, Journal of Productivity Analysis, 27, (2007), 163-176. [61]
Flexible mixture modelling of stochastic frontiers, with J.Griffin, Journal of Productivity Analysis, 29, (2008), 33-50. [62]
Directional log-spline distributions, with J.T. Ferreira and M.A. Juarez, Bayesian Analysis, 3, (2008), 297-316. (Open Access) [63]
On the effect of prior assumptions in Bayesian Model Averaging with applications to growth regression, with E. Ley, Journal of Applied Econometrics, 24, (2009), 651-674. [64]
Flexible Univariate Continuous Distributions, with F. Quintana and J.T. Ferreira, Bayesian Analysis, 4, (2009), 497-522. (Open Access) [65]
Transdimensional sampling algorithms for Bayesian variable selection in classification problems with many more variables than observations, with D. Lamnisos and J. Griffin, Journal of Computational and Graphical Statistics, 18, (2009), 592-612. [66]
Non-Gaussian dynamic Bayesian modelling for panel data, with M.A. Juarez, Journal of Applied Econometrics, 25, (2010), 1128-1154. [67]
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes, with J. Griffin, Computational Statistics and Data Analysis, 54, (2010), 2594-2608. [68]
Model-based clustering of non-Gaussian panel data based on skew-t distributions, with M.A. Juarez, Journal of Business and Economic Statistics, 28, (2010), 52-66. [69]
Bayesian nonparametric modelling with the Dirichlet process regression smoother (working paper version with supplementary material), with J. Griffin, Statistica Sinica, 20, (2010), 1507-1527. [70]
A general class of nonseparable space-time covariance models, with T. Fonseca, Environmetrics, 22, (2011), 224-242. [71]
Stick-breaking autoregressive processes, with J. Griffin, Journal of Econometrics, 162, (2011), 383-396. [72]
Modelling overdispersion with the normalized tempered stable distribution, with M. Kolossiatis and J. Griffin, Computational Statistics and Data Analysis, 55, (2011), 2288-2301. [73]
Inference for grouped data with a truncated skew-Laplace distribution, with F.J. Rubio, Computational Statistics and Data Analysis, 55, (2011), 3218-3231. [74]
Non-Gaussian spatiotemporal modelling through scale mixing, with T. Fonseca, Biometrika, 98, (2011), 761-774. [75]
Modelling multi-output stochastic frontiers using copulas, with A. Carta, Computational Statistics and Data Analysis, 56, (2012), 3757-3773. [76]
Cross-validation prior choices in Bayesian probit regression with many covariates, with D. Lamnisos and J. Griffin, Statistics and Computing, 22, (2012), 359-373. [77]
On the Marshall-Olkin transformation as a skewing mechanism, with F.J. Rubio, Computational Statistics and Data Analysis, 56, (2012), 2251-2257. [78]
On Bayesian nonparametric modelling of two correlated distributions, with M. Kolossiatis and J. Griffin, Statistics and Computing, 23, (2013), 1-15. [79]
Mixtures of g-priors for Bayesian Model Averaging with economic applications, with E. Ley, Journal of Econometrics, 171, (2012), 251-266. (Open Access) [80]
Adaptive Monte Carlo for Bayesian variable selection in regression models, with D. Lamnisos and J. Griffin, Journal of Computational and Graphical Statistics, 22, (2013), 729-748. [81]
Bayesian inference for P(X<Y) using asymmetric dependent distributions, with F.J. Rubio, Bayesian Analysis, 8, (2013), 43-62. (Open Access) [82]
Comparing distributions using dependent normalized random measure mixtures, with M. Kolossiatis and J. Griffin, Journal of the Royal Statistical Society, B (Statistical Methodology), 75 (2013), 499-529. (Open Access) [83]
Inference in two-piece location-scale models with Jeffreys priors, with F.J. Rubio, Bayesian Analysis, 9, (2014), 1-22, with discussion and rejoinder, 45-52. Supplementary Material (Open Access) [84]
Objective Bayesian survival analysis using scale mixtures of log-normal distributions, with C.A. Vallejos, Journal of the American Statistical Association, Theory and Methods, 110, (2015), 697-710. [85]
Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions, with F.J. Rubio, Electronic Journal of Statistics, 9, (2015), 1884-1912. (Open Access) [86]
Bayesian survival modelling of university outcomes, with C. Vallejos, WRAP link, Journal of the Royal Statistical Society, A (Statistics in Society), 180, (2017), 613–631. [87]
Incorporating unobserved heterogeneity in Weibull survival models: A Bayesian approach, with C. Vallejos, WRAP link, Econometrics and Statistics, 3, (2017), 73–88. [88]
Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression, with G. García-Donato and Anabel Forte, WRAP link, International Statistical Review, 86, (2018), 237-258. [89]
Flexible linear mixed models with improper priors for longitudinal and survival data, with F.J. Rubio, WRAP link, Electronic Journal of Statistics, 12, (2018), 572-598. (Open Access) [90]
Model Averaging and its Use in Economics, final WP version, WRAP link, Journal of Economic Literature, 58, (2020), 644-719. [91]
On choosing mixture components via non-local priors , with J. Fúquene and D. Rossell, working paper version(June 2019), ArXiv link, WRAP link, Journal of the Royal Statistical Society, Series B (Statistical Methodology), 81, (2019), 809-837. [92]
In Search of Lost Mixing Time: Adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p, with J. Griffin and K. Latuszynski, WRAP link, (A substantially different version from 2014: ArXiv link), Biometrika, 108, (2021), 53-69. (Open Access) [93]
Measurement error in linear regression models with fat tails and skewed errors, with M.Torabi, M. Ghosh and J. Myung, Communications in Statistics, Theory and Methods, 52, (2023), 5407-5426. [94]

Papers in refereed proceedings:

Nonstationary Nonseparable Random Fields, with Kangrui Wang, Ollie Hamelijnck and Theo Damoulas, International Conference in Machine Learning (ICML2020), Proceedings of the 37th International Conference on Machine Learning, Vienna, Austria, PMLR 119, (2020), 9887-9897. (Open Access) [95]
Probabilistic sequential matrix factorization, with Deniz Akyildiz, Gerrit van den Burg and Theo Damoulas, International Conference on Artificial Intelligence and Statistics (AISTATS2021), Proceedings of the 24th International Conference on Artificial Intelligence and Statistics, San Diego, California, USA, PMLR 130, (2021), 3484-3492. (Open Access) [96]
Quasi-Bayes meets Vines, with David Huk, Yuanhe Zhang and Ritabrata Dutta, Proceedings of the 38th Annual Conference on Neural Information Processing Systems (NeurIPS 2024), forthcoming. [97]

Publications in books:

A Bayesian analysis of multivariate exogeneity: A Monte Carlo approach, Nouvelle Serie No. 168, Louvain-la-Neuve: Catholic University of Louvain, (1987), 126 p. [98]
Bayesian inference in time series, in P. Newman, M. Milgate and J. Eatwell, eds., The New Palgrave Dictionary of Money and Finance, Vol. 1, Macmillan, London, (1992), 190-193. [99]
Bayesian econometrics: Conjugate analysis and rejection sampling, with E. Ley, Chapter 15 in H. Varian, ed., Economic and Financial Modelling with Mathematica, Springer-Verlag, New York, (1992), 344-367. [100]
Posterior moments of scale parameters in elliptical regression models, with J. Osiewalski, Chapter 27 in D. Berry, K. Chaloner and J. Geweke, eds., Bayesian Analysis in Statistics and Econometrics: Essays in Honor of Arnold Zellner, Wiley, New York, (1996), 323-335. [101]
On the dangers of modelling through continuous distributions: A Bayesian perspective, with C. Fernández, invited paper for the Sixth Valencia International Meeting on Bayesian Statistics, Alcossebre, Spain, 1998, in J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M. Smith, eds., Bayesian Statistics 6, Oxford University Press, Oxford, (1999), 213-238 (with discussion). [102]
Bayesian analysis of stochastic frontier models (Publisher's link), with G. Koop, Chapter 24 in B. Baltagi, ed., A Companion to Theoretical Econometrics, Blackwell, Oxford, (2001), 520-537. [103]
Bayesian Multivariate Skewed Regression Modelling With an Application to Firm Size , with J.T. Ferreira, Chapter 10 in M.G. Genton, ed., Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality, CRC Chapman & Hall/CRC, Boca Raton, (2004), 175-190. [104]
Bayesian time series analysis (Publisher's link), in S. Durlauf and L. Blume, eds., The New Palgrave Dictionary of Economics, 2nd ed., Palgrave Macmillan, London, (2008). Reprinted in S. Durlauf and L. Blume, eds., Macroeconometrics and Time Series Analysis, Palgrave Macmillan, London, (2010). [105]
Non-Gaussian and nonparametric models for continuous spatial data, with M. Fuentes, Chapter 2.11 in A.E Gelfand, P. Diggle, M. Fuentes and P. Guttorp, eds., Handbook of Spatial Statistics, Chapman and Hall/CRC, Boca Raton, (2010), 149-167. [106]
Flexible and nonparametric modelling, with J. Griffin and F. Quintana, Chapter 4 in J. Geweke, G. Koop and H. van Dijk, eds., Handbook of Bayesian Econometrics, Oxford University Press, Oxford, (2011), 125-182. [107]
Bayesian Model Averaging, article for Wiley StatsRef: Statistics Reference Online, N. Balakrishnan, Paolo Brandimarte, Brian Everitt, Geert Molenberghs, Walter Piegorsch and Fabrizio Ruggeri, eds. (2016), 1-7. [108]
Continuous non-Gaussian mixtures, with D. Rossell, Chapter 10 in Handbook of Mixture Analysis, eds. S. Frühwirth-Schnatter, G. Celeux and C.P. Robert, CRC Press, Boca Raton, (2019), 219-238. [109]
Bayes factors based on g-priors for variable selection, with G. Garcia-Donato. Chapter 15 in Handbook of Bayesian Variable Selection, M. Tadesse and M. Vannucci, eds., Chapman and Hall/CRC , 2022. [110]
Adaptive Computational Methods for Bayesian Variable Selection, with J. Griffin. Chapter 5 in Handbook of Bayesian Variable Selection, M. Tadesse and M. Vannucci, eds., Chapman and Hall/CRC , 2022. [111]

Published discussions:

A comment on: “To criticize the critics: An objective Bayesian analysis of stochastic trends,” by P.C.B. Phillips, with G. Koop, Journal of Applied Econometrics, 6, (1991), 365-370. [112]
A comment on: “On the development of the reference prior method,” by J.O. Berger and J.M. Bernardo, with G. Koop, in J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M. Smith, eds., Bayesian Statistics 4, Oxford University Press, Oxford, (1992), 56. [113]
Some comments on model development and posterior existence, with C. Fernández, invited discussion of “Using simulation methods for Bayesian econometric models: Inference, development and communication”, by J. Geweke, Econometric Reviews, 18, (1999), 89-96. [114]
A comment on: “Non-Gaussian OU based models and some of their uses in financial economics,” by O.E. Barndorff-Nielsen and N. Shephard, with J.E. Griffin, Journal of the Royal Statistical Society, B (Statistical Methodology), 63, (2001), 223-224. [115]
A comment on: “How not to measure the efficiency of public services,” by M. Stone, with G. Koop, Journal of the Royal Statistical Society, A (Statistics in Society), 165, (2002), 430-431. [116]
Invited discussion of: “Families of distributions arising from distributions of order statistics,” by M.C. Jones, with J.T. Ferreira, Test, 13, (2004), 30-33. [117]
Invited discussion of: “Bayesian analysis of single-molecule experimental data,” by S.C. Kou, X.S. Xie and J.S. Liu, Journal of the Royal Statistical Society, C (Applied Statistics), 54, (2005), 499-500. [118]
Comments on `Jointness of growth determinants' by Doppelhofer and Weeks, with E. Ley, Journal of Applied Econometrics, 24, (2009), 248-251. [119]
Discussion of: “On Families of Distributions With Shape Parameters” by M.C. Jones, with J. Rubio, International Statistical Review, 83, (2015), 218–222. [120]
Bayesian nonparametric methods in econometrics, invited discussion of “Nonparametric Bayesian inference in applications” by P. Mueller, F. Quintana and G. Page, with J. Griffin and M. Kalli, Statistical Methods and Applications, 27, (2018), 207–218. [121]
Discussion of: "On a Class of Objective Priors from Scoring Rules" by Fabrizio Leisen, Cristiano Villa and Stephen G. Walker, with J. Rubio, Bayesian Analysis, 15, (2020), 1394-1396. (Open Access) [122]
Discussion of “Martingale posterior distributions” by E. Fong, C. Holmes and S.G. Walker, with D. Huk, L. Pacchiardi and R. Dutta, Journal of the Royal Statistical Society, B, 85, (2023), 1405–1406. [123]
Discussion of “Parameterizing and Simulating from Causal Models” by R. Evans and V. Didelez, with G. Steiner, Journal of the Royal Statistical Society, B, (2024), forthcoming. [124]

Nonrefereed publications:

Bayesian inference on impulse responses, with G. Koop and J. Osiewalski, American Statistical Association: 1993 Proceedings of the Section on Bayesian Statistical Science, ASA, Alexandria, (1993), 214-222. [125]
Modeling the sources of output growth in a panel of countries: A Bayesian methodology, with G. Koop and J. Osiewalski, (invited paper), American Statistical Association: 1997 Proceedings of the Business and Economic Statistics Section, ASA, Alexandria, (1997), 8-17. [126]
Statistical modelling of fishing activities in the North Atlantic, with C. Fernández and E. Ley, in R. W. Payne and P. W. Lane, eds., COMPSTAT 1998, Proceedings in Computational Statistics, Short Communications and Posters, Harpenden, IACR-Rothamsted, (1998), 163-164. [127]
Modelling technical and environmental efficiency, with C. Fernández and G. Koop (keynote address), in L. Oxley and F. Scrimgeour, eds., Proceedings of the International Congress on Modelling and Simulation, Volume 4, Hamilton, New Zealand, (1999), 1099-1106. [128]
Modelling production with undesirable outputs, with C. Fernández and G. Koop (keynote address), in V. Nunez-Anton and E. Ferreira, eds., Statistical Modelling, Proceedings of the 15th International Workshop on Statistical Modelling, Bilbao, Spain, (2000), 18-29. [129]
Bayesian Model Averaging and forecasting, invited paper for the Special Issue (number 200) of the Bulletin of E.U. and U.S. Inflation and Macroeconomic Analysis, (2011), 30-41. [130]
Editorial, with C. Papageorgiou, Special issue of the European Economic Review on Model Uncertainty in Economics, 81, (2016), 1. [131]
The family of two-piece distributions, with F.J. Rubio, Significance, 17, (2020), 12-13. [132]

Note: Wherever available, I have provided links to abstracts and full text of the published papers above. In order to comply with copyright laws these are mostly links provided by the publishers or research databases, which are often IP-controlled. In case you can not use these links, it may indicate that your institution does not subscribe to the journal or database in question.

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