The econometrics of networks

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

Showcasing fresh methodological and empirical research on the econometrics of networks, and comprising both theoretical, empirical and policy papers, the authors in this volume bring together a wide range of perspectives to facilitate a dialogue between academics and practitioners for better underst...

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Bibliographic Details
Other Authors: de Paula, Áureo (Editor), Tamer, Elie, Voia, Marcel-Cristian, 1968- (Editor)
Format: eBook
Language:English
Published: Bingley : Emerald Publishing Limited, 2020.
Series:Advances in Econometrics Ser.
Subjects:
Econometrics.
System analysis.
systems analysis.
Econometrics
Online Access:Click for online access
Table of Contents:
  • Intro
  • Half Title Page
  • Series editors Page
  • Title Page
  • Copyright Page
  • Contents
  • Introduction: Econometrics of Networks
  • Section 1: Identification of Network Models
  • Section 2: Network Formation
  • Section 3: Networks and Spatial Econometrics
  • Section 4: Applications of Financial Networks
  • References
  • SECTION 1: IDENTIFICATION OF NETWORK MODELS
  • Chapter 1: IDENTIFICATION AND ESTIMATION OF NETWORK MODELS WITH HETEROGENEOUS INTERACTIONS
  • 1. Introduction
  • 2. The Network Model with Heterogeneous Peer Effects
  • 3. Identification
  • 4. The 2SLS Estimator
  • 4.1. Asymptotic Properties
  • 4.2. Finite Sample Performance
  • 5. Model Misspecification Bias
  • 6. Conclusion
  • References
  • Chapter 2: IDENTIFICATION METHODS FOR SOCIAL INTERACTIONS MODELS WITH UNKNOWN NETWORKS
  • 1. Introduction
  • 1.1. Review on the Identification Literature and Its Connection to the Proposed Methods
  • 1.2. Review on the Estimation Literature
  • 1.3. Basic Assumptions
  • 1.4. Notation
  • 2. Long Panel Identification
  • 2.1. Fixed Effect Elimination
  • 2.2. Models with Time-Specific Fixed Effects
  • 3. Short Panel Identification
  • 3.1. Models without Time-Specific Fixed Effects
  • 3.1.1. An Example
  • 3.2. Models with Time-Specific Fixed Effects
  • 4. Concluding Remarks
  • References
  • Chapter 3: SNOWBALL SAMPLING AND SAMPLE SELECTION IN A SOCIAL NETWORK
  • 1 Introduction
  • 2 Setup
  • 3 Estimation
  • 3.1 Moment Equation
  • 3.2 Sample Moment Equation
  • 3.3 Asymptotic Distribution
  • 3.4 More Than Two Types
  • 3.5 Optimal Weighting
  • 4 Simulation
  • 4.1 Data Generating Process: Stochastic Block Model
  • 4.2 Data Generating Process: Subsample of Social Network Data
  • 5 Empirical Application
  • 6 Conclusion
  • 7 Proof
  • Chapter 5: APPLICATION AND COMPUTATION OF A FLEXIBLE CLASS OF NETWORK FORMATION MODELS
  • 1. Introduction
  • 2. Utility and Network Positions
  • 2.1. Friendship Model
  • 2.2. Coauthorship Model
  • 3. Aggregate Equilibrium Conditions
  • 3.1. Aggregation Approach
  • 3.2. Adding Local Links
  • 3.3. Adding Self-links
  • 4. Statistical Inference
  • 5. Computational Simplifications
  • 5.1. Restriction to Observed Network Types
  • 5.2. Residual Categories of Types
  • 6. Recovered Sets
  • 6.1. Simulation of the Friendship Model
  • 6.2. Coauthorship Model
  • 7. Conclusion
  • References

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