Arnold Zellner
Arnold Zellner | |
---|---|
Born | |
Scientific career | |
Fields | Statistics, Econometrics |
Institutions | University of Chicago |
Doctoral advisor | George Kuznets |
Doctoral students | James B. Ramsey Richard Roll John H. Makin Claude Montmarquette Sanford J. Grossman Franz Palm Robert J. Hodrick Charles Plosser John M. Abowd Jean-Marie Dufour Robert I. Webb Greg Allenby |
Arnold Zellner (January 2, 1927 – August 11, 2010) was an American
Bayesian analysis and econometric modeling.[1]
Zellner not only provided many applications of Bayesian analysis but also a new
econometric modeling, he developed, in association with Franz Palm
, 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
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.[3]
Bibliography
- Arnold Zellner (1997). Bayesian Analysis in Econometrics and Statistics: The Zellner View and Papers. Edward Elgar. ISBN 978-1-85898-220-5.
- Arnold Zellner; Hugo A. Keuzenkamp; Michael McAleer (2002). Simplicity, Inference and Modelling: Keeping it Sophisticatedly Simple. Cambridge University Press. ISBN 978-1-139-43238-2.
- James A. Crutchfield; Arnold Zellner (2010) [2002]. The Economics of Marine Resources and Conservation Policy: The Pacific Halibut Case Study with Commentary. University of Chicago Press. ISBN 978-0-226-12197-0.
- Arnold Zellner; Justin Tobias (2001). "Further Results on Bayesian Method of Moments Analysis of the Multiple Regression Model" (PDF). International Economic Review. 42 (1): 121–140. JSTOR 2648721.
References
- ISBN 0-471-11856-7.
- ^ Aybar, Pinar (August 12, 2010). "In Memoriam of Dr. Arnold Zellner". College of Natural Resources, University of California, Berkeley.
- ^ "Arnold Zellner, 1927–2010, a pioneer of modern econometrics". University of Chicago. August 13, 2010.
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
- "Arnold Zellner". EconPapers.