Arnold Zellner
Arnold Zellner | |
---|---|
Born | Brooklyn, New York |
January 2, 1927
Died | Script error: The function "death_date_and_age" does not exist. Chicago, Illinois |
Nationality | American |
Fields | Statistics, Econometrics |
Institutions | University of Chicago |
Alma mater | University of California, Berkeley Harvard University |
Doctoral advisor | George Kuznets |
Doctoral students | John M. Abowd de Sanford J. Grossman Robert J. Hodrick John H. Makin fr Charles Plosser James B. Ramsey |
Known for | Bayesian analysis g-prior Seemingly unrelated regressions |
Arnold Zellner (January 2, 1927 – August 11, 2010) was an American economist and statistician specializing in the fields of Bayesian probability and econometrics. Zellner contributed pioneering work in the field of Bayesian analysis and econometric modeling.
In Bayesian analysis, Zellner not only provided many applications of it but also a new information-theoretic derivation of rules that are 100% efficient information processing rules—this class includes Bayes's theorem. In econometric modeling, he, in association with nl , developed the structural time-series approach for constructing new models and for checking the adequacy of old models. In addition, he was involved in many important applied econometric and statistical studies.
Born in Brooklyn, New York, to Ukrainian immigrant parents,[1] Zellner earned his A.B. in physics from Harvard University in 1949 and his Ph.D. in economics from the University of California, Berkeley, under supervision of George Kuznets, in 1957. He holds honorary degrees from the Autonomous University of Madrid in Spain, the Universidade Técnica de Lisboa in Portugal, the University of Kiel in Germany, and the Erasmus School of Economics at Erasmus University Rotterdam in the Netherlands.
He was H.G.B. Alexander Distinguished Service Professor Emeritus of Economics and Statistics at the Graduate School of Business of the University of Chicago. He was the founder of the International Society for Bayesian Analysis and also served as President of the American Statistical Association in 1991.
He died on August 11, 2010, in his home in Hyde Park, Chicago.[2]
References
External links
- Arnold Zellner's webpage
- ET Interviews: Professor Arnold Zellner on the Econometric Theory page.
- An Interview with Arnold Zellner (2004), Kathy Morrison
- Arnold Zellner at the Mathematics Genealogy Project
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- 1927 births
- 2010 deaths
- American people of Ukrainian descent
- American academics
- Econometricians
- American economists
- American statisticians
- Harvard University alumni
- Presidents of the American Statistical Association
- Fellows of the American Statistical Association
- Bayesian statisticians
- Bayesian econometricians
- American economist stubs