Arnold Zellner (January 2, 1927 – August 11, 2010) was an American

economist An economist is a professional and practitioner in the social sciences, social science discipline of economics. The individual may also study, develop, and apply theories and concepts from economics and write about economic policy. Within this ...

and

statistician A statistician is a person who works with theoretical or applied statistics. The profession exists in both the private and public sectors. It is common to combine statistical knowledge with expertise in other subjects, and statisticians may w ...

specializing in the fields of

Bayesian probability Bayesian probability is an interpretation of the concept of probability, in which, instead of frequency or propensity of some phenomenon, probability is interpreted as reasonable expectation representing a state of knowledge or as quantification ...

and

econometrics Econometrics is the application of statistical methods to economic data in order to give empirical content to economic relationships. M. Hashem Pesaran (1987). "Econometrics," '' The New Palgrave: A Dictionary of Economics'', v. 2, p. 8 p. ...

. Zellner contributed pioneering work in the field of

Bayesian analysis Bayesian inference is a method of statistical inference in which Bayes' theorem is used to update the probability for a hypothesis as more evidence or information becomes available. Bayesian inference is an important technique in statistics, and e ...

and

econometric model Econometric models are statistical models used in econometrics. An econometric model specifies the statistical relationship that is believed to hold between the various economic quantities pertaining to a particular economic phenomenon. An econometr ...

ing. In Bayesian analysis, Zellner not only provided many applications of it but also a new

information-theoretic Information theory is the scientific study of the quantification, storage, and communication of information. The field was originally established by the works of Harry Nyquist and Ralph Hartley, in the 1920s, and Claude Shannon in the 1940s. ...

derivation of rules that are 100% efficient information processing rules — this class includes Bayes's theorem. In

econometric modeling Econometric models are statistical models used in econometrics. An econometric model specifies the statistical relationship that is believed to hold between the various economic quantities pertaining to a particular economic phenomenon. An economet ...

, 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 Brooklyn () is a borough of New York City, coextensive with Kings County, in the U.S. state of New York. Kings County is the most populous county in the State of New York, and the second-most densely populated county in the United States, be ...

, to Ukrainian immigrant parents, Zellner earned his A.B. in

physics Physics is the natural science that studies matter, its fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. "Physical science is that department of knowledge which ...

from

Harvard University Harvard University is a private Ivy League research university in Cambridge, Massachusetts. Founded in 1636 as Harvard College and named for its first benefactor, the Puritan clergyman John Harvard, it is the oldest institution of highe ...

in 1949 and his Ph.D. in

economics Economics () is the social science that studies the production, distribution, and consumption of goods and services. Economics focuses on the behaviour and interactions of economic agents and how economies work. Microeconomics anal ...

from the

University of California, Berkeley The University of California, Berkeley (UC Berkeley, Berkeley, Cal, or California) is a public land-grant research university in Berkeley, California. Established in 1868 as the University of California, it is the state's first land-grant un ...

, under supervision of

George Kuznets George M. Kuznets (; July 28, 1909 – August 3, 1986) was an American economist. A member of the University of California, Berkeley's department of agricultural and resource economics, he specialized in agricultural economics. Regarded by his pe ...

, in 1957. He held honorary degrees from the

Autonomous University of Madrid The Autonomous University of Madrid ( es, Universidad Autónoma de Madrid; UAM), commonly known as simply la Autónoma, is a Spanish public university located in Madrid, Spain. The university was founded in 1968 alongside the Autonomous Univers ...

in Spain, the

Universidade Técnica de Lisboa The Technical University of Lisbon (UTL; pt, Universidade Técnica de Lisboa, ) was a Portuguese public university. It was created in 1930 in Lisbon, as a confederation of preexisting schools, and comprised the faculties and institutes of vete ...

Portugal Portugal, officially the Portuguese Republic ( pt, República Portuguesa, links=yes ), is a country whose mainland is located on the Iberian Peninsula of Southwestern Europe, and whose territory also includes the Atlantic archipelagos of th ...

, the

University of Kiel Kiel University, officially the Christian-Albrecht University of Kiel, (german: Christian-Albrechts-Universität zu Kiel, abbreviated CAU, known informally as Christiana Albertina) is a university in the city of Kiel, Germany. It was founded in ...

Germany Germany,, officially the Federal Republic of Germany, is a country in Central Europe. It is the second most populous country in Europe after Russia, and the most populous member state of the European Union. Germany is situated betwee ...

, and the Erasmus School of Economics at

Erasmus University Rotterdam Erasmus University Rotterdam (abbreviated as ''EUR'', nl, Erasmus Universiteit Rotterdam ) is a public research university located in Rotterdam, Netherlands. The university is named after Desiderius Erasmus Roterodamus, a 15th-century humani ...

in the

Netherlands ) , anthem = ( en, "William of Nassau") , image_map = , map_caption = , subdivision_type = Sovereign state , subdivision_name = Kingdom of the Netherlands , established_title = Before independence , established_date = Spanish Netherl ...

. 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 The University of Chicago (UChicago, Chicago, U of C, or UChi) is a private research university in Chicago, Illinois. Its main campus is located in Chicago's Hyde Park neighborhood. The University of Chicago is consistently ranked among the b ...

. He was the founder of the International Society for Bayesian Analysis and also served as

President President most commonly refers to: *President (corporate title) * President (education), a leader of a college or university * President (government title) President may also refer to: Automobiles * Nissan President, a 1966–2010 Japanese ...

of the

American Statistical Association The American Statistical Association (ASA) is the main professional organization for statisticians and related professionals in the United States. It was founded in Boston, Massachusetts on November 27, 1839, and is the second oldest continuousl ...

in 1991. He died on August 11, 2010, in his home in

Hyde Park, Chicago Hyde Park is the 41st of the 77 community areas of Chicago. It is located on the South Side, near the shore of Lake Michigan south of the Loop. Hyde Park's official boundaries are 51st Street/Hyde Park Boulevard on the north, the Midway Pl ...

Bibliography

* * * *

References

External links

Arnold Zellner's webpageET Interviews: Professor Arnold Zellner
on th
Econometric Theory
page.
''An Interview with Arnold Zellner''
(2004), Kathy Morrison * * 1927 births 2010 deaths American people of Ukrainian descent Econometricians American economists American statisticians Harvard College alumni Presidents of the American Statistical Association Fellows of the American Statistical Association Bayesian statisticians Bayesian econometricians Fellows of the Econometric Society Distinguished Fellows of the American Economic Association {{US-economist-stub