Network Influence Analysis
From MaRDI portal
Publication:5037784
DOI10.5705/SS.202019.0242OpenAlexW3037583954MaRDI QIDQ5037784FDOQ5037784
Authors: Tao Zou, Ronghua Luo, Wei Lan, Chih-Ling Tsai 
Publication date: 4 March 2022
Published in: STATISTICA SINICA (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202019.0242
quasi-maximum likelihood estimationspatial autoregressive modelweighted chi-squared testnetwork influence
Cites Work
- Introduction to spatial econometrics.
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Estimation Methods for Models of Spatial Interaction
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- ON STATIONARY PROCESSES IN THE PLANE
- Network vector autoregression
- Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients
- Asset pricing in large information networks
- Portal nodes screening for large scale social networks
- Multivariate spatial autoregressive model for large scale social networks
- Least squares estimation of spatial autoregressive models for large-scale social networks
Cited In (9)
- Grouped spatial autoregressive model
- Bipartite network influence analysis of a two-mode network
- Consistent two-stage estimation in heterogeneous network autoregressive model
- Polynomial network autoregressive models with divergent orders
- Network models for social influence processes
- SONIC: social network analysis with influencers and communities
- Reflecting on social influence in networks
- A blockwise network autoregressive model with application for fraud detection
- A case study on the shareholder network effect of stock market data: an SARMA approach
Uses Software
This page was built for publication: Network Influence Analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5037784)
