Identification and estimation of econometric models with group interactions, contextual factors and fixed effects

DOI10.1016/J.JECONOM.2006.07.001zbMATH Open1247.91140OpenAlexW2015604562MaRDI QIDQ451239FDOQ451239

Authors: Lung-fei Lee 

Publication date: 23 September 2012

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.07.001

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zbMATH Keywords

fixed effectsspatial autoregressionconditional maximum likelihoodsocial interactionsgroup structure

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Social networks; opinion dynamics (91D30)

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• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
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• Microeconometrics
• Identification of Endogenous Social Effects: The Reflection Problem
• The effects of class size on student achievement: New evidence from population variation
• Social dynamics

Cited In (47)

• Title not available (Why is that?)
• Adjusted QMLE for the spatial autoregressive parameter
• SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS
• Average treatment effects in the presence of unknown interference
• Binary choice with misclassification and social interactions, with an application to peer effects in attitude
• Two-step estimation of endogenous and exogenous group effects
• On the grouped LSE under an errors-in-variables model
• From observable behaviors to structures of interaction in binary games of strategic complements
• A network Lasso model for regression
• Subgraph network random effects error components models: specification and testing
• Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
• A MULTIPLEX INTERDEPENDENT DURATIONS MODEL
• Inference with dependent data using cluster covariance estimators
• Specification Test for Spatial Autoregressive Models
• Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
• Fixed-\(b\) asymptotics for spatially dependent robust nonparametric covariance matrix estimators
• Network Competition and Team Chemistry in the NBA
• Measuring Social Interaction Effects When Instruments Are Weak
• Treatment Effects With Heterogeneous Externalities
• Endogenous network production functions with selectivity
• Two-Step Estimation of Incomplete Information Social Interaction Models With Sample Selection
• Dynamic spatial panel data models with common shocks
• Identification and estimation of the linear-in-means model of social interactions
• A general method for third-order bias and variance corrections on a nonlinear estimator
• Identification of Interaction Effects in Survey Expectations: A Cautionary Note
• Consumption peer effects and utility needs in India
• Identification of peer effects via a root estimator
• A robust test for network generated dependence
• Estimation of spatial autoregressive panel data models with fixed effects
• Multiple groups identification in the linear-in-means model
• GMM estimation of spatial autoregressive models with unknown heteroskedasticity
• LM tests of spatial dependence based on bootstrap critical values
• Shrinkage estimation of network spillovers with factor structured errors
• Uncovering heterogeneous social effects in binary choices
• A triple test for behavioral economics models and public health policy
• Estimation of a model containing unobservable variables using grouped observations. An application to the permanent income hypothesis
• Identification of peer effects using group size variation
• Efficient peer effects estimators with group effects
• Identification of peer effects through social networks
• GMM estimation of partially linear additive spatial autoregressive model
• Pooling estimates with different rates of convergence: a minimum \(\chi ^{2}\) approach with emphasis on a social interactions model
• Identification and estimation of spillover effects in randomized experiments
• Specification and estimation of social interaction models with network structures
• Beyond homophilic dyadic interactions: the impact of network formation on individual outcomes
• EXACT LIKELIHOOD INFERENCE IN GROUP INTERACTION NETWORK MODELS
• GMM estimation of social interaction models with centrality
• Identification and estimation of linear social interaction models

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