The Business and Economics Statistics Section of the American Statistical Association announces the competition for the 2010 Zellner Thesis Award. The award is named for Arnold Zellner, past Chair of the Business and Economics Statistics Section, past President of the American Statistical Association, and founding editor of the Journal of Business and Economics Statistics. The award is for the best Ph.D. thesis dealing with an applied problem in Business and Economic Statistics. It is intended to recognize outstanding work by promising young researchers in the field. The winner of the award, which consists of a $1,500 cash prize, is announced at the Annual ASA Meeting in August. A portion of the winning thesis is eligible for publication in the JBES.
The range of topics is quite broad and includes, among others, applied problems in forecasting, seasonal adjustment, data quality, empirical finance, policy evaluation, and empirical economics. Theses in the areas of computation, simulation and graphics are eligible as long as the research is of direct interest to applied workers.
The sponsor is the Business and Economic Statistics Section of the American Statistical Association under the auspices of the Journal of Business and Economic Statistics.
The 2010 Section Chair is Richard Davis of Columbia University. The JBES Joint Editors are Johnathan Wright, Johns Hopkins University, and Keisuke Hirano, University of Arizona.
Review standards place substantial weight on research with significant results, high quality methodological work, substantial empirical content, and good exposition.
The research should be of immediate and practical value for applications in business and economic statistics.
Theses are eligible for the Zellner Award if they have been defended in the preceding two years (January 2008 - December 2009) and have not previously been considered for the Award.
The editor of JBESconvenes the Awards Committee in consultation with the current Section Chair and the Chair-Elect to form the Awards Committee from the Section Membership and Editorial Board of JBES.
Any individual may nominate a thesis. All members of the general business statistics and econometrics community are encouraged to submit theses.
Submit four unbound copies, one to each of the addresses below:
Johnathan Wright
Editor, JBES
Johns Hopkins University
Department of Economics
440 Mergenthaler Hall
3400 N. Charles Street
Baltimore, MD 21218
Keisuke Hirano
Editor, JBES
University of Arizona
Department of Economics
401 McClelland Hall
1130 E. Helen Street
Tucson, AZ 85721-0108
Richard Davis
2010 Chair, ASA Business and Economic Statistics Section
Columbia University
1255 Amsterdam Avenue, MC 4690,
New York, NY 10027 USA
Eric Simpson
Journals Administrator
American Statistical Association
732 North Washington Street
Alexandria, VA 22314-1943
For more information on the Zellner Award, contact the editors of the Journal of Business and Economic Statistics, at the e-mail address jbes-asa@hotmail.com.
The recipient of the 2009 Zellner award was , for the MIT thesis "Essays on Medical Care Using Semiparametric and Structural Econometrics".
One researcher received honorable mention: , for the Northwestern University thesis "Essays in Empirical Auctions and Partially Identified Econometric Models".
These papers are available on the WWW:
A complete list of past winners of the Zellner Award is available below. The letters PDF indicate a document is in the Adobe Portable Document Format (PDF). To view the file you will need the Adobe(R) Acrobat(R) Reader which is available for free from the Adobe web site.
for the thesis "Jump Processes in Finance: Modeling, Simulation, Inference and Pricing" (PDF file, approx 1.81 Meg).
for the thesis "Bayesian Inference in Dynamic Discrete Choice Models," (PDF file, approx 1.43 Meg).
, for the Yale thesis "Entry and Competition in the Retail and Service Industries" (PDF file, approx 740 KB).
, for the Stanford University thesis, "Inference for Partially Identified Econometric Models," (PDF file, approx 980 KB).
, for the Yale thesis "Empirical Analysis of Dynamic Models With Multiple Agents" (PDF file, approx 741 KB).
for the Boston University thesis "Essays on Structural Change, Long Memory and Cointegration," (PDF file, approx 2.9 Meg).
for the Duke University thesis "Environmental Regulation in a Concentrated Industry" (PDF file, approx 1.0 Meg).
for the Harvard thesis "Essays on Consumption and Expected Returns" (PDF file, approx 1.0 Meg).
, for the University of Aarhus (Denmark) thesis, "Multivariate Fractional Integration and Cointegration," (PDF file, approx 2.2 Meg).
, for the Princeton University thesis, "The Effect of Stabilization Policy on U.S. Postwar Business Cycle Fluctuations" (PDF file, approx 1.5 Meg).
for the Northwestern University thesis "Contaminated, Corrupted and Missing Data" (PDF file, approx 1.2 Meg).
, for the University of California, Berkely thesis, "Empirical Essays on Vertical Contracts, Exchange Rates, and Monetary Policy," (PDF file, approx 550K).
, for the University of California, San Diego thesis, "Applications of Copula Theory in Financial Econometrics," (PDF file, approx 1.5 Meg).
for the University of Toronto thesis "Three Essays on Bayesian Choice Models" (PDF file, approx 4.3 Meg).
for the Northwestern University thesis "Nonparametric Estimation of Supermodular Regression Functions with Applications to the Telecommunications Industry" (PDF file, approx 950K).
for the Free University (Amsterdam) thesis "Rank Estimation of Duration Models" (PDF file, approx 893K).
for the Pennsylvania State University thesis "Essays in Financial Econometrics", available in PDF format, (approx 1.45 Meg).
for the Stanford University thesis "Essays in Monitary Policy and Asset Pricing", available in PDF format, (approx 854K).
, for the Northwestern University thesis "Studies in Incomplete Econometric Models", which includes material from the following papers: "Incomplete Simultaneous Discrete Response Model with Multiple Equilibria," available in PDF format (approx 4.93 Meg) and "Inference on Regressions with Interval Data on a Regressor or Outcome," available in PDF format (approx 258K).
, for the MIT thesis "Semiparametric Instrumental Variable Methods for Causal Response Models," available in PostScript format (approx 816K).
, for the Stanford University thesis "Equilibrium and Econometric Model of Ascending Auctions," available in PDF format (approx 909K).
, for the Stanford University thesis "Specification Analysis of Affine Term Structure Models," available in PostScript (approx 594K) and PDF (approx 874K) formats.
, for the Harvard University thesis "Essays on the Econometric Analysis of Panel Data," available on his research papers site.
, for the University of Minnesota thesis "The First Price Sealed Bid Auction with Asymmetric Bidders: Theory with Applications."
, for the University of Southern California thesis "Affiliated Private Values in OCS Wildcat Auctions,"
, for the University of Southern California thesis "A Bayesian Analysis of Pooling Cross-Section and Time Series Data: An Investigation of Company Investment Behavior."
, for the University of Chicago thesis "The Geographic Extent of the Market: Theory and Application to U.S. Petroleum Markets."
, for the MIT thesis "Semiparametric Estimation Methods for Nonlinear Panel Data Models and Mismeasured Dependent Variables,"
, for the Stanford thesis "Essays in Financial Economics."
, for the Northwestern University thesis "Essays in Estimation and Testing of Econometric Models." available in PDF format (approx 1.22 Meg).
, for the Harvard University thesis "Application of Local to Unity Asymptotic Theory to Time Series Regression."
, for the University of Michigan thesis "A Hierarchical Bayesian Model of the Rate of Non-Acceptable In-patient Hospital Utilization.", which led to the paper "A Statistical Control Model for Utilization Management Programs", available in PDF format.
, for the University of Chicago thesis "Asset Pricing and Capital Investment."
, for the Northwestern University thesis "Empirical Analysis of Foreign Exchange Markets: General Equilibrium Perspectives."
, for the MIT thesis "Nonparametric Functional Estimation with Applications to Financial Models," which includes material from the following papers: "Nonparametric Pricing of Interest Rate Derivative Structures," available in PDF format (approx 1.66 Meg) and "Testing Continuous Time Models of the Spot Interest Rate" available in PDF format (approx 1.66 Meg)
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Updated September 2009 |
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