Michael Shashoua

Data Scientist, TikTok

about:

I’m a Data Scientist, Tech Lead at TikTok. I was previously a Data Scientist Manager of Product Analytics at Meta. I received my PhD in Economics from Rice University, specializing in industrial organization with interests in marketing and applied econometrics.

My job market paper estimates the correlation of household advertising elasticities across various brands of chocolate and laundry detergent. It extends the dynamic panel methods of Arellano and Bond (1991) to allow time varying random coefficients that can be correlated with regressors (advertising exposure) and correlated across equations in a SUR (seemingly unrelated regressions) system.