American time-series statistician and econometrician, developer of vector auto-regressive models, bayesian statistician, president of the econometric society, 2011 winner of the nobel prize
Christopher A. Sims is a statistician, economist, and professor born on October 21, 1942, in Washington, D.C, United States. He is known for his work on vector autoregression, a statistical method used to analyze relationships between time series data. In 2011, he received the Nobel Memorial Prize in Economic Sciences for his research in this field.
Sims was educated at Harvard University and later at the University of California, Berkeley. His doctoral advisor was Hendrik S. Houthakker. Throughout his career, he has advised several doctoral students, including notable economists and statisticians such as Lars Peter Hansen, Harald Uhlig, and Albert Marcet.
Sims' academic disciplines include economics, econometrics, macroeconomics, and time series analysis. His contributions continue to influence the fields of econometrics and macroeconomic analysis in the United States.
American time-series statistician and econometrician, developer of vector auto-regressive models, bayesian statistician, president of the econometric society, 2011 winner of the nobel prize