Estela (Estelle) Bee Dagum is an Argentine and Canadian economist and statistician who was a professor "chiara fama" of statistical sciences at the University of Bologna.[1] She is known for her research on time series analysis, and in particular for developing the X-11-ARIMA method of seasonal adjustment, which became widely used and is a predecessor to X-12-ARIMA and later methods.[2]
Dagum is the author of the books Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series (with Pierre A. Cholette, Springer, 2006)[3] and Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation (with Silvia Bianconcini, Springer, 2016).[2]
From 1968 to 1972 she held a sequence of professorships in mathematical economics at the National Autonomous University of Mexico, University of Iowa, Coe College, and Ottawa University. Finally in 1972 she began working at Statistics Canada, where she would stay for many years, taking Canadian citizenship[1] and changing her first name to Estelle (but continuing to use "Estela" for her publications).[2] She retired from Statistics Canada in 1993 and
worked from 1994 to 1996 in the Central Statistical Office in London.
She took her current position at the University of Bologna in 1997.[1]
Recognition
In 1980, Dagum became the inaugural recipient of the Julius Shiskin Memorial Award for Economic Statistics, given by the Business and Economic Statistics Section of the American Statistical Association. She was given the award "for her outstanding achievement in economic statistics, particularly for widely recognized contributions in time series analysis and for extending Julius Shiskin's pioneering work in seasonal adjustment by combining the X-11 seasonal adjustment program with the Box-Jenkins ARIMA models and especially the development of the X-11-ARIMA method".[4]
In 2005 the Parthenope University of Naples gave her an honorary doctorate,
and in 2010 the National University of Córdoba named her as an honorary professor.[1]
Her book Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation won the 2016 Eric Ziegel Award of Technometrics.[2]