This dissertation explores topics in applied econometrics, pursuing two main themes: inferring relationships in the presence of unobserved time-varying preferences and Bayesian estimation methods. The …
We develop Bayesian nonparametric statistical models of document collections and social networks. Extending classic parametric topic models of documents, and stochastic block models of networks, …
The dissertation consists of three papers in Bayesian econometrics. In Chapter 1, "Asymptotic Properties of Bayesian Inference in Linear Regression with a Structural Break", we …