The econometrics of networks / edited by Áureo de Paula, Elie Tamer, Marcel-Cristian Voia.

"This volume in Advances in Econometrics showcases fresh methodological and empirical research on the econometrics of networks. Comprising both theoretical, empirical and policy papers, the authors bring together a wide range of perspectives to facilitate a dialogue between academics and practi...

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Bibliographic Details
Other Authors: Neto, Áureo Nilo de Paula, 1975- (Editor), Tamer, Elie (Editor), Voia, Marcel-Cristian, 1968- (Editor)
Format: Book
Language:English
Published: London : Emerald Publishing, 2020.
Edition:First edition.
Series:Advances in econometrics ; v. 42.
Subjects:
Table of Contents:
  • Section 1: Identification of Network Models
  • Chapter 1. Identification and Estimation of Network Models with Different Between and Within-type Interactions / Tiziano Arduini, Eleonora Patacchini and Edoardo Rainone
  • Chapter 2. Identification Methods for Social Interactions Models with Unknown Networks / Hon Ho Kwok
  • Chapter 3. Snowball Sampling and Sample Selection in a Social Network / TszKin Julian Chan
  • Section 2: Network Formation
  • Chapter 4. Trade Networks and the Strength of Strong Ties / Aureo de Paula
  • Chapter 5. Application and Computation of a Flexible Class of Network Formation Models / Seth Richards-Shubik
  • Section 3: Networks and Spatial Econometrics
  • Chapter 6. Implementing Faustmann-Marshall-Pressler at Scale: Stochastic Dynamic Programming in Space / Harry J. Paarsch and John Rust
  • Chapter 7. A Spatial Panel Model of Bank Branches in Canada / Heng Chen and Matthew Strathearn
  • Chapter 8. Full-information Bayesian Estimation of Cross-sectional Sample Selection Models / Sophia Ding and Peter Egger
  • Chapter 9. Survival Analysis of Banknote Circulation: Fitness, Network Structure, and Machine Learning / Diego Rojas, Juan Estrada, Kim Pl Huynh and David T. Jacho-Chavez
  • Section 4: Applications of Financial Networks
  • Chapter 10. Financial Contagion in Cross-holdings Networks: The Case of Ecuador / Pablo Estrada and Leonardo Sanchez-Aragon
  • Chapter 11. Estimating Spillover Effects with Bilateral Outcomes / Edoardo Rainone
  • Chapter 12. Interconnectedness through the Lens of Consumer Credit Markets / Anson T.Y. Ho
  • Chapter 13. FRM Financial Risk Meter / Andrija Mihoci, Michael Althof, Cathy Yi-Hsuan Chen and Wolfgang Karl Hardle.