GMM estimation of social interaction models with centrality
DOI10.1016/J.JECONOM.2010.04.009zbMATH Open1431.62653OpenAlexW2033908886MaRDI QIDQ736691FDOQ736691
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
Recommendations
- Specification and estimation of social interaction models with network structures
- Simultaneous equations with binary outcomes and social interactions
- Identification and estimation of linear social interaction models
- Identification and estimation of the linear-in-means model of social interactions
- A network social interaction model with heterogeneous links
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)
Cites Work
- Matrix Analysis
- Choosing the Number of Instruments
- The incidental parameter problem since 1948
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
- Partial likelihood
- Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
- Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- Title not available (Why is that?)
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Title not available (Why is that?)
- Consistent Estimates Based on Partially Consistent Observations
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- GMM with Many Moment Conditions
- Consistent Estimation with a Large Number of Weak Instruments
- On the asymptotic optimality of the LIML estimator with possibly many instruments
- Identification of Endogenous Social Effects: The Reflection Problem
- Instrumental variable estimation based on grouped data
- Social dynamics
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
- Title not available (Why is that?)
- Many instruments asymptotic approximations under nonnormal error distributions
- Specification and estimation of social interaction models with network structures
- Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
Cited In (17)
- Inward and Outward Network Influence Analysis
- Adjusted QMLE for the spatial autoregressive parameter
- On the consistency of the LIML estimator of a spatial autoregressive model with many instruments
- Binary choice with misclassification and social interactions, with an application to peer effects in attitude
- Efficiency of the OLS estimator in the vicinity of a spatial unit root
- Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables
- Test on stochastic block model: local smoothing and extreme value theory
- Measuring Social Interaction Effects When Instruments Are Weak
- Endogenous network production functions with selectivity
- Two-Step Estimation of Incomplete Information Social Interaction Models With Sample Selection
- A social interaction model with ordered choices
- Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments
- A robust test for network generated dependence
- Efficient peer effects estimators with group effects
- A network social interaction model with heterogeneous links
- Who is the Key Player? A Network Analysis of Juvenile Delinquency
- Spatial dynamic panel data models with interactive fixed effects
This page was built for publication: GMM estimation of social interaction models with centrality
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q736691)