Thursday, December 17, 2009

Very Sad News from Wisconsin--RIP Arthur Goldberger.

We lost one of our most influential econometricians and teachers of econometrics this week--Arthur Goldberger. The econ department's obit is here:

http://www.econ.wisc.edu/Goldberger%20remembrance.pdf

A week doesn't pass without me being grateful for my econometrics education at Wisconsin--in fact, there are times even now when it just starts to dawn on me what Charles Manski and Gary Chamberlain were trying to teach me. Professor Goldberger's (I never had the nerve to call him Art) class sticks with me whenever I even glance at data. His clarity of presentation allowed us to internalize thoroughly classical and "neoclassical" regression theory.

When I go to conferences on policy analysis, I am always struck by (and proud of) how many of the presenters are Wisconsin Ph.D.'s, and by how much of the work that they present is good. Arthur Goldberger deserves a large part of the credit for this. Professor Goldberger didn't only teach a terrific and influential class (his textbook, A Course in Econometrics, is essentially a set of his lecture notes). He infused the economics department at Wisconsin, along with its students, with an ethos that refused to tolerate sloppy empirical work. He shall be missed very much.

[Austin Kelly adds: "I never met the gentlemen, but I can't tell you how many times I have referred people to his classic pages on "micronumercy" - his slam at people who blame everything on multicollinearity."

He also taught me not to place too much faith in R-squared.]

22 comments:

Austin Kelly said...

I never met the gentlemen, but I can't tell you how many times I have referred people to his classic pages on "micronumercy" - his slam at people who blame everything on multicollinearity.

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drschweitzer said...

No! He wrote the best textbook ever!

Kris said...

Stephen Malpezzi (UW-Madison real estate) shared his remembrances of Professor Goldberger on our blog as well.

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Resignation Letters said...

He wrote classic graduate and undergraduate econometrics textbooks, including Econometric Theory (1964), A Course in Econometrics (1991) and Introductory Econometrics (1998).

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He spent most of his career at the University of Wisconsin–Madison, where he helped build the Department of Economics.

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Among his many accomplishment, he published a number of articles critically evaluating the literature on the heritability of IQ and other behavioral traits.

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