Social and Behavioral Sciences Commons^™

Three Essays On Nonstationary Time-Series Analysis And Network Dynamics, Yubo Tao

Dissertations and Theses Collection (Open Access)

My dissertation consists of three essays which contribute new theoretical results to nonstationary time-series analysis and network dynamics.

Chapter 2 examines the limit properties of information criteria (such as AIC, BIC, HQIC) for distinguishing between the unit root model and the various kinds of explosive models. The explosive models include the local-to-unit-root model, the mildly explosive model and the regular explosive model. Initial conditions with different orders of magnitude are considered. Both the OLS estimator and the indirect inference estimator are studied. It is found that BIC and HQIC, but not AIC, consistently select the unit root model when data …

Social Correlation In Latent Spaces For Complex Networks, Freddy Chong Tat Chua

Dissertations and Theses Collection (Open Access)

This dissertation addresses the subject of measuring social correlation among users within a complex social network. Social correlation is closely related to the measurement of social influence in social sciences. While social influence focuses on the existence of causal influence among users, we take a computational approach to measure correlation strength among users based on their shared interactions. We call this social correlation. To formally model social correlation, we propose a framework which contains two major parts. The first part is that of representing users behavior in a computationally efficient and accurate manner. For example, social media users perform many …