A robust test for network generated dependence

DOI10.1016/J.JECONOM.2018.05.005MaRDI QIDQ1792482zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 12 October 2018

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2018.05.005

zbMATH Keywords

generalized Moran \(\mathcal I\) testLaplace approximationLM testnetwork endogeneitynetwork specificationrobustnesstest for network dependence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Social networks; opinion dynamics (91D30)

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Cited in

(8)

• Limit theorems for network dependent random variables
• Exact tests for singular network data
• Network dependence testing via diffusion maps and distance-based correlations
• Spatial autoregressions with an extended parameter space and similarity-based weights
• Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model
• Testing for peer effects without specifying the network structure
• On testing for spatial or social network dependence in panel data allowing for network variability
• A note on testing conditional independence for social network analysis

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