Arnold Zellner
| Arnold Zellner | |
|---|---|
| Born |
January 2, 1927 Brooklyn, New York |
| Died | August 11, 2010 (aged 83) 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 Greg Allenby Sanford J. Grossman Robert J. Hodrick John H. Makin Claude Montmarquette Charles Plosser James B. Ramsey Jean-Marie Dufour |
| 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 Franz Palm, 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, 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.
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