GMM estimation of social interaction models with centrality

DOI10.1016/J.JECONOM.2010.04.009MaRDI QIDQ736691zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 4 August 2016

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2010.04.009

zbMATH Keywords

spatial autoregressive modelefficiencysocial networkcentralityGMM

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) 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

(17)

• Measuring Social Interaction Effects When Instruments Are Weak
• Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments
• Binary choice with misclassification and social interactions, with an application to peer effects in attitude
• Endogenous network production functions with selectivity
• Two-Step Estimation of Incomplete Information Social Interaction Models With Sample Selection
• Who is the Key Player? A Network Analysis of Juvenile Delinquency
• Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables
• Efficiency of the OLS estimator in the vicinity of a spatial unit root
• Test on stochastic block model: local smoothing and extreme value theory
• Inward and Outward Network Influence Analysis
• Efficient peer effects estimators with group effects
• Spatial dynamic panel data models with interactive fixed effects
• On the consistency of the LIML estimator of a spatial autoregressive model with many instruments
• A social interaction model with ordered choices
• Adjusted QMLE for the spatial autoregressive parameter
• A network social interaction model with heterogeneous links
• A robust test for network generated dependence

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