The Business and Economic Statistics Section of the American Statistical Association and sponsor SAS are proud to invite entrants for the 2016 Zellner Thesis Award and its $1500 prize.
The Zellner award and associated cash prize is given 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 is announced at the Annual ASA Meeting in August. A portion of the winning thesis is eligible for publication in JBES.
The award is named in honor of the late Arnold Zellner. From 1966 until his death, he was the H.G.B. Alexander Professor of Economics and Statistics at the University of Chicago Booth School of Business. A pioneer in econometrics, Professor Zellner is widely recognized as one of the most influential statisticians of the 20th century primarily for his lifelong contributions to the use of Bayesian methods. He is past Chair of the Business and Economic Statistics Section, past President of the American Statistical Association, founding editor of the Journal of Business and Economic Statistics, the Journal of Econometrics, and Bayesian Analysis. He founded, and was the first president of, the International Society for Bayesian Analysis. He passed away on August 10, 2010.
The range of topics is broad and includes, among others, econometric methods, statistical problems in forecasting, seasonal adjustment, data quality, empirical studies including finance, industrial organization, health, labor, general micro and macroeconomic analysis, as well as policy evaluations. Theses in the areas of computation, simulation, and graphics are eligible as long as the research is of direct interest to business and economic statistics.
The sponsors for the 2016 Zellner award are the Business and Economic Statistics Section of the American Statistical Association under the auspices of the Journal of Business and Economic Statistics, and SAS Institute, Inc.
The officers of the Business and Economic Statistics Section and the editors of the Journal of Business and Economic Statistics wish to thank the SAS Institute for their generous support of the 2016 prize.
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.
Deadline: March 27, 2016
Theses are eligible for the Zellner Award if they have been defended in the preceding two years, January 2014 to December 2015, and have not previously been considered for the Award.
The editors of JBES convene the Awards Committee in consultation with the current Chair of the Business and Economic Statistics Section to form the Awards Committee from the Section Membership and the Editorial Board of JBES.
Entrants must supply a web URL from which a PDF copy of the thesis can be downloaded. After posting your thesis, send an email with your name and contact information, the date and institution of your defended thesis, and the URL, to the Zellner Awards Committee at email@example.com. You will receive confirmation that your submission was received.
More information on the Zellner Award can be found by contacting the Awards Committee at the e-mail address listed above. Many of the winning theses and links or references to papers derived from the theses are available from this web page.
, for the Yale University thesis "Essays in Nonparametric Econometrics."
, for the Aarhus University thesis "Econometric Analysis of Volatility in Financial Additive Noise Models"
, for the Duke University thesis "Copulas for High Dimensions: Models, Estimation, Inference, and Applications"
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 Northwestern University thesis "Essays on Models with Endogeneity."
, for the Northwestern University thesis "Essays on the Econometrics of Games"
, for the University of Wisconsin--Madison thesis "Misspecification-Robust Bootstrap for Moment Condition Models"
, for the University of Wisconsin--Madison thesis "Large Volatility Matrix Inference Based on High-frequency Financial Data"
, for the Princeton University thesis, "Learning with Asymmetry, High Dimension and Social Networks"
, for the Carnegie Mellon University thesis, "New Statistical Applications for Differential Privacy"
, for the Yale University thesis, "Essays in Econometric Theory."
, for the Yale University thesis, "Shrinkage Methods for Automated Econometric Model Determination."
, for the Yale University thesis "Essays on Nonparametric and Semiparametric Econometric Models."
(2010 dissertation from Yale University) and (2010 dissertation from New York University)
, for the Princeton thesis "Three Essays in Macroeconometrics," (PDF file).
, for the University of Washington thesis "Combining and Evaluating Probabilistic Forecasts," (PDF file).
, for the MIT thesis "Essays on Medical Care Using Semiparametric and Structural Econometrics" (PDF file, approx 1.02 Meg).
, for the Northwestern University thesis "Essays in Empirical Auctions and Partially Identified Econometric Models," (PDF file, approx 1.23 Meg).
, for the Duke thesis "Jump Processes in Finance: Modeling, Simulation, Inference, and Pricings" (PDF file, approx 1.8 Meg).
, for the University of Iowa thesis "Bayesian Inference for Dynamically Discrete Choice Models".
, 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)
Last modified December 2015
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