Eric Eisenstat received his Ph.D. in 2007 from the University of California, Irvine. His current research focuses on Bayesian time-series econometrics, particularly structural inference from multivariate models, but he also works on model uncertainty/averaging and shrinkage estimation in big data settings. Alongside publishing in top academic journals, Eric also routinely provides consulting services to policy institutions and private organisations. His recent consulting work has focused on developing and implementing marketing mix models in big data settings.
