GMM estimation of social interaction models with centrality

DOI10.1016/J.JECONOM.2010.04.009zbMath1431.62653OpenAlexW2033908886MaRDI QIDQ736691

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

efficiencysocial networkGMMcentralityspatial autoregressive model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Social networks; opinion dynamics (91D30) Point estimation (62F10)

Related Items (13)

Endogenous network production functions with selectivity ⋮ Two-Stage Least Squares Estimation of Spatial Autoregressive Models with Endogenous Regressors and Many Instruments ⋮ Test on stochastic block model: local smoothing and extreme value theory ⋮ A network social interaction model with heterogeneous links ⋮ Efficient peer effects estimators with group effects ⋮ Binary choice with misclassification and social interactions, with an application to peer effects in attitude ⋮ Adjusted QMLE for the spatial autoregressive parameter ⋮ Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables ⋮ Spatial dynamic panel data models with interactive fixed effects ⋮ On the consistency of the LIML estimator of a spatial autoregressive model with many instruments ⋮ Efficiency of the OLS estimator in the vicinity of a spatial unit root ⋮ A social interaction model with ordered choices ⋮ A robust test for network generated dependence

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