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Eugen Slutsky

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Time Series and Statistics

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Abstract

Born in the Yaroslav province of Russia, Slutsky had troubled years as a student: he enrolled in the department of physics and mathematics at Kiev University, was expelled for taking part in student revolts, went abroad to the Munich Institute of Technology to study engineering and finally graduated in the department of law in 1911 back at Kiev University. He became a member of the faculty at Kiev Institute of Commerce in 1913 and full professor there in 1920. In 1926 he moved to Moscow as a staff member of the Conjuncture Institute; in 1934 he became a staff member of the Mathematical Institute of the University of Moscow and in 1936 a member of the Mathematical Institute of the Academy of Sciences, Moscow, a post which he held until his death.

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Selected Works

  • 1914. On the criterion of goodness of fit of the regression lines and on the best method of fitting them to the data. Journal of the Royal Statistical Society 77, Pt I, December, 78 84.

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  • 1915. Sulla teoria del bilancio del consumatore. Giornale degli Economisti e Rivista di Statistica 51, July, 1–26. Trans. as ‘On the theory of the budget of the consumer’ in Readings in Price Theory, ed. K.E. Boulding and G.J. Stigler, London: Allen & Unwin, 1953, 26–56.

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  • 1925. Ãœber stochastische Asymptoten und Grenzwerte. Metron 5, December, 3–89.

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  • 1927. The summation of random causes as the source of cyclic processes. (In Russian.) Problems of Economic Conditions, The Conjuncture Institute, Moscow, Vol. 3, No. 1. Revised English version in Econometrica 5, April 1937, 105–46.

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  • 1928. Sur un critérium de la convergence stochastique des ensembles de valeurs éventuelles. Comptes rendu des séances de l’Académie des Sciences 187, Paris, 17 July to 13 August.

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  • 1929. Quelques propositions sur les limites stochastiques éventuelles. Compte rendu des seances de l’Académie des Sciences 189, Paris, 2 September.

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  • 1950. Tables for the computation of the incomplete Gamma-function and the Chi-square probability distribution. (In Russian.) Ed. A.N. Kolmogorov, Moscow: Akademiia Nauk SSSR (posthumous).

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  • 1960. Selected Works. (In Russian.) Moscow: Akademiia Nauk SSSR (posthumous).

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Bibliography

  • Allen, R.G.D. 1936. Professor Slutsky’s theory of consumers’ choice. Review of Economic Studies 3, February, 120–29.

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  • Allen, R.G.D. 1950. The work on Eugen Slutsky. Econometrica 18, July, 209–16.

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  • Dominedò, V. 1933. Considerazioni intorno alia teoria della domanda, II-Le principali premesse e caratteristiche delle curve statiche. Giornale degli Economisti e Rivista di Statistica 48, November, 765–807.

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  • Hicks, J.R. and Allen, R.G.D. 1934. A reconsideration of the theory of value. Economica 1, Pt I, February, 52–76; Pt II, May, 196–219.

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  • Hicks, J.R. 1939. Value and Capital. Oxford: Clarendon Press. 2nd edn, 1946.

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  • Mosak, J. 1942. On the interpretation of the fundamental equation of value theory. In Studies in Mathematical Economics and Econometrics in Memory of Henry Schultz, ed. O. Lange, F. Mclntyre and T.O. Yntema, Chicago: University of Chicago Press, 69–74.

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  • Samuelson, P.A. 1947. Foundations of Economic Analysis. Cambridge, Mass.: Harvard University Press. Enlarged edn, 1983.

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  • Schultz, H. 1935. Interrelations of demand, price, and income. Journal of Political Economy 43, August, 433–81.

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Authors

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John Eatwell Murray Milgate Peter Newman

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© 1990 Palgrave Macmillan, a division of Macmillan Publishers Limited

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Gandolfo, G. (1990). Eugen Slutsky. In: Eatwell, J., Milgate, M., Newman, P. (eds) Time Series and Statistics. The New Palgrave. Palgrave Macmillan, London. https://doi.org/10.1007/978-1-349-20865-4_34

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  • DOI: https://doi.org/10.1007/978-1-349-20865-4_34

  • Publisher Name: Palgrave Macmillan, London

  • Print ISBN: 978-0-333-49551-3

  • Online ISBN: 978-1-349-20865-4

  • eBook Packages: Palgrave History CollectionHistory (R0)

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