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 Theory, theoretical or applied statistics. The profession exists in both the private sector, private and public sectors. It is common to combine statistical knowledge with expertise in other subjects, a ...

specializing in the fields of

Bayesian probability Bayesian probability ( or ) 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 quant ...

and

econometrics Econometrics is an 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. 8 ...

. Zellner contributed pioneering work in the field of

Bayesian analysis Thomas Bayes ( ; c. 1701 – 1761) was an English statistician, philosopher, and Presbyterian Presbyterianism is a historically Reformed Protestant tradition named for its form of church government by representative assemblies of elde ...

and

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

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

information-theoretic Information theory is the mathematical study of the quantification, storage, and communication of information. The field was established and formalized by Claude Shannon in the 1940s, though early contributions were made in the 1920s through ...

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

econometric modeling Econometrics is an application of Statistics, statistical methods to economic data in order to give Empirical evidence, empirical content to economic relationships.M. Hashem Pesaran (1987). "Econometrics", ''The New Palgrave: A Dictionary of E ...

, 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

Brooklyn, New York Brooklyn is a Boroughs of New York City, borough of New York City located at the westernmost end of Long Island in the New York (state), State of New York. Formerly an independent city, the borough is coextensive with Kings County, one of twelv ...

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

physics Physics is the scientific study of matter, its Elementary particle, 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 whi ...

from

Harvard University Harvard University is a Private university, private Ivy League research university in Cambridge, Massachusetts, United States. Founded in 1636 and named for its first benefactor, the History of the Puritans in North America, Puritan clergyma ...

in 1949 and his

Ph.D. A Doctor of Philosophy (PhD, DPhil; or ) is a terminal degree that usually denotes the highest level of academic achievement in a given discipline and is awarded following a course of graduate study and original research. The name of the deg ...

economics Economics () is a behavioral science that studies the Production (economics), production, distribution (economics), distribution, and Consumption (economics), consumption of goods and services. Economics focuses on the behaviour and interac ...

from the

University of California, Berkeley The University of California, Berkeley (UC Berkeley, Berkeley, Cal, or California), is a Public university, public Land-grant university, land-grant research university in Berkeley, California, United States. Founded in 1868 and named after t ...

, under supervision of George Kuznets, in 1957. He held honorary degrees from the

Autonomous University of Madrid The Autonomous University of Madrid (; UAM), commonly known as la Autónoma, is a Spanish public university located in Madrid, Spain. The university was founded in 1968 by royal decree. UAM is widely respected as one of the most prestigious univ ...

in Spain, the

Universidade Técnica de Lisboa The Technical University of Lisbon (UTL; , ) 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 veterinary medicine; agricultural science ...

Portugal Portugal, officially the Portuguese Republic, is a country on the Iberian Peninsula in Southwestern Europe. Featuring Cabo da Roca, the westernmost point in continental Europe, Portugal borders Spain to its north and east, with which it share ...

, the

University of Kiel Kiel University, officially the Christian Albrecht University of Kiel, (, abbreviated CAU, known informally as Christiana Albertina) is a public research university in the city of Kiel, Germany. It was founded in 1665 as the ''Academia Holsator ...

Germany Germany, officially the Federal Republic of Germany, is a country in Central Europe. It lies between the Baltic Sea and the North Sea to the north and the Alps to the south. Its sixteen States of Germany, constituent states have a total popu ...

, and the Erasmus School of Economics at

Erasmus University Rotterdam Erasmus University Rotterdam ( ; abbreviated as EUR) is a public research university located in Rotterdam, Netherlands. The university is named after Desiderius Erasmus Roterodamus, a 15th-century Christian humanist and theologian. Erasmus M ...

in the

Netherlands , Terminology of the Low Countries, informally Holland, is a country in Northwestern Europe, with Caribbean Netherlands, overseas territories in the Caribbean. It is the largest of the four constituent countries of the Kingdom of the Nether ...

. 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, or UChi) is a Private university, private research university in Chicago, Illinois, United States. Its main campus is in the Hyde Park, Chicago, Hyde Park neighborhood on Chicago's South Side, Chic ...

. He was the founder of the

International Society for Bayesian Analysis The International Society for Bayesian Analysis (ISBA) is a society with the goal of promoting Bayesian analysis for solving problems in the sciences and government. It was formally incorporated as a not for profit corporation by economist Arnold ...

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: Arts and entertainment Film and television *'' Præsident ...

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 continuous ...

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

Hyde Park, Chicago Hyde Park is a neighborhood on the South Side, Chicago, South Side of Chicago, Illinois, located on and near the shore of Lake Michigan south of Chicago Loop, the Loop. It is one of the city's 77 community areas of Chicago, community areas. ...

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 * * {{DEFAULTSORT:Zellner, Arnold 1927 births 2010 deaths American people of Ukrainian descent American econometricians 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