Tony Lancaster 1938 – 2022

14 December 2022

We are sad to hear that Tony Lancaster passed away on December 10th 2022.

Tony was a founding International CeMMAP Fellow. In his early work he was a pioneer of structural microeconometric modelling with a particular focus on the timing and spacing of events and with careful attention to the role and influences of unobserved heterogeneity. Much of this work formed the basis of his 1990 Econometric Society Monograph ‘The Econometric Analysis of Transition Data’. Tony made many innovative contributions to econometric theory. He became a persuasive advocate of the Bayesian approach to econometric analysis, delivering a brilliant CeMMAP Masterclass on the theme in 2006, based on his textbook ‘An Introduction to Modern Bayesian Econometrics’.

Tony Lancaster was an inspirational teacher and researcher, and is sorely missed by his many colleagues and friends.