 Arnold Zellner (1927–2010)Franz C. Palm ()
Chapter 31 in The Palgrave Companion to Chicago Economics, 2022, pp 789-815 from Springer Abstract: Abstract This objective of this chapter is to review Arnold Zellner’s comprehensive scientific contributions. Zellner was an active researcher for almost 55 years, first in physics, and then in econometrics, statistics and economics. Among his many significant contributions, Zellner is known in particular for his work on the estimation of seemingly unrelated (multivariate) regressions, three-stage least squares estimation methods for simultaneous equations systems, Bayesian econometric methods for almost any existing econometric problem, and for designing the simultaneous equations models and time series analysis (SEMTSA) to examine the properties of economic time series in order to better understand and model their dynamics and improve their forecasts. Keywords: Simultaneous equations models and time series analysis (SEMTSA); Seemingly unrelated regressions; Three-stage least squares estimator; Bayesian statistics and econometrics; Stationary and non-stationary time series models; Vector autoregressions; Multivariate ARMA models; Macroeconomic forecasting (search for similar items in EconPapers) There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it. Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-01775-9_31 Ordering information: This item can be ordered from DOI: 10.1007/978-3-031-01775-9_31 Access Statistics for this chapter More chapters in Springer Books from Springer |
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