Specification and estimation of social interaction models with network structures

LUNG-FEI LEE; XIAODONG LIU; XU LIN

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Specification and estimation of social interaction models with network structures

机译：具有网络结构的社交互动模型的规范和估计

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This paper considers the specification and estimation of social interaction models with network structures and the presence of endogenous, contextual and correlated effects. With macro group settings, group-specific fixed effects are also incorporated in the model. The network structure provides information on the identification of the various interaction effects. We propose a quasi-maximum likelihood approach for the estimation of the model. We derive the asymptotic distribution of the proposed estimator, and provide Monte Carlo evidence on its small sample performance.

机译：本文考虑了具有网络结构的社会互动模型的规范和估计，以及内生，上下文和相关效应的存在。使用宏组设置，特定于组的固定效果也将合并到模型中。网络结构提供了有关各种交互作用识别的信息。我们提出了一种准最大似然方法来估计模型。我们导出拟议估计量的渐近分布，并提供有关其小样本性能的蒙特卡洛证据。

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来源
《The econometrics journal》 |2010年第2期|P.145-176|共32页
作者
LUNG-FEI LEE; XIAODONG LIU; XU LIN;
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作者单位

Department of Economics, The Ohio State University, 410 Arps Hall, 1945 N High Street, Columbus, OH 43210, USA;

rnDepartment of Economics, University of Colorado at Boulder, 256 UCB, Boulder, CO 80309, USA;

rnDepartment of Economics, Wayne State University, 656 W Kirby Street, 2074 FAB, Detroit, MI 48202, USA;

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原文格式 PDF
正文语种 eng
中图分类
关键词
identification; maximum likelihood; network; peer effects; social interactions;

机译：鉴定最大似然;网络;同伴效应;社交互动;

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机译：具有网络结构的社会互动模型的规范和估计

Specification and estimation of social interaction models with network structures

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