Applications: Harold Silverstone: A Perspective

Vere-Jones, D.; Mackinnon, Murray; Silverstone, Brian

doi:10.1111/1467-842x.00188

Cited by 3 publications

(1 citation statement)

References 9 publications

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“…After Harold Silverstone graduated from the University of Otago, he was supervised by Aitken for his PhD at the University of Edinburgh (thesis submitted in May 1939). Harold Silverstone then became a lecturer at the University of Otago (MacKinnon & Vere-Jones, 1999;Vere-Jones, MacKinnon & Silverstone, 2001). The influential joint paper derived from Silverstone's thesis was published in 1942.…”

Section: Alexander Craig Aitkenmentioning

confidence: 99%

Applications: Nineteenth and early twentieth century statistics: Some New Zealand connections

Tee

2002

Aus NZ J of Statistics

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Section: Alexander Craig Aitkenmentioning

confidence: 99%

Applications: Nineteenth and early twentieth century statistics: Some New Zealand connections

Tee

2002

Aus NZ J of Statistics

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Two New Zealand pioneer econometricians

Phillips

2010

New Zealand Economic Papers

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Two distinguished New Zealanders pioneered some of the foundations of modern econometrics. Alec Aitken, one of the most famous and well-documented mental arithmeticians of all time, contributed the matrix formulation and projection geometry of linear regression, generalized least squares (GLS) estimation, algorithms for Hodrick Prescott (HP) style data smoothing (six decades before their use in economics), and statistical estimation theory leading to the Cramer Rao bound. Rex Bergstrom constructed and estimated by limited information maximum likelihood (LIML) the largest empirical structural model in the early 1950s, opened up the field of exact distribution theory, developed cyclical growth models in economic theory, and spent nearly 40 years of his life developing the theory of continuous time econometric modeling and its empirical application. We provide an overview of their lives, discuss some of their accomplishments, and develop some new econometric theory that connects with their foundational work.Aitken, Cramer Rao bound, HP filter, minimum variance unbiased estimation, projection, GLS, Bergstrom, continuous time, exact distribution, LIML, UK economy, pioneers of econometrics,

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Two New Zealand Pioneer Econometricians

Phillips

2010

SSRN Journal

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Two distinguished New Zealanders pioneered some of the foundations of modern econometrics. Alec Aitken, one of the most famous and well-documented mental arithmeticians of all time, contributed the matrix formulation and projection geometry of linear regression, generalized least squares (GLS) estimation, algorithms for Hodrick Prescott (HP) style data smoothing (six decades before their use in economics), and statistical estimation theory leading to the Cramér Rao bound. Rex Bergstrom constructed and estimated by limited information maximum likelihood (LIML) the largest empirical structural model in the early 1950s, opened up the field of exact distribution theory, developed cyclical growth models in economic theory, and spent nearly 40 years of his life developing the theory of continuous time econometric modeling and its empirical application. We provide an overview of their lives, discuss some of their accomplishments, and develop some new econometric theory that connects with their foundational work.

show abstract

Applications: Harold Silverstone: A Perspective

Cited by 3 publications

References 9 publications

Applications: Nineteenth and early twentieth century statistics: Some New Zealand connections

Applications: Nineteenth and early twentieth century statistics: Some New Zealand connections

Two New Zealand pioneer econometricians

Two New Zealand Pioneer Econometricians

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