In memoriam: Arnold Zellner (1927-2010)
Arnold Zellner, 83, died August 11th, 2010 at his home in Chicago. He suffered a stroke while battling cancer. Arnold has been a pivotal figure for the progress of econometrics, economics and statistics. He was a creator of many new concepts and his pioneering contributions to both classical and Bayesian Econometrics (the seemingly unrelated regressions model, the 3SLS method, information theory in Bayesian analysis, Bayesian hypothesis testing: the role of posterior odds and Bayes factors, the g-prior, the forecasting turning points in time series, technical change analysis and the generalized production function,….) had a deep impact on the profession. He published more than 200 articles and 22 books and monographs, among which the landmark volume, An Introduction to Bayesian Inference in Econometrics. He worked incessantly with great zeal and dedication until the very end.
Arnold received his bachelor's degree in Physics from Harvard (1949) and his Ph.D. in Economics from the University of California-Berkeley (1957). He taught at the University of Washington and at the University of Wisconsin before joining the Chicago Business School (Booth School of Business, BSB) faculty as the H.G.B. Alexander Distinguished Service Professor of Economics and Statistics and Director of the BSB’s H.G. B. Alexander Research Foundation in 1966, positions he held until his retirement in 1996.
Arnold received honorary degrees from the Autonomous University of Madrid, the Technical University of Lisbon, the University of Kiel and the Erasmus University of Rotterdam.
Arnold directed the NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics for more than twenty years and was a past president of the American Statistical Association. He was a fellow of the American Statistical Association, the American Economic Association, the Econometric Society, the American Academy of Arts and Sciences, the International Institute of Forecasters, and the American Association for the Advancement of Science. He was also a co-founder and first President of the International Society of Bayesian Analysis (ISBA).
Arnold was elected an Honorary Senior Fellow of the Rimini Centre for Economic Analysis (RCEA) from its very beginning in 2007. His support and encouragement were fundamental for the take off of RCEA and in particular of its annual “Workshop on Bayesian Econometrics”.
With his disappearance one of the truly great founders of the econometrics, economics and statistics profession has left us. We will miss his contributions, his dedication and enthusiasm. Above all we will miss him as he was a great humanist, a generous friend and colleague.
Zellner is survived by his wife of 58 years, Agnes, their five children, four grandchildren, nieces and nephews.
Gary Koop has prepared a webpage with links to various obituaries and some interviews about Arnold's life at: http://personal.strath.ac.uk/gary.koop/memories_of_arnold_zellner.htm
The obituary of Tapan Biswas has been moved to Tapan Biwas page which can be accessed by clicking on his name in the list of RCEA Senior Fellows.
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