Specification and estimation of social interaction models with network structures
Lung-Fei Lee (),
Xiaodong Liu () and
Econometrics Journal, 2010, vol. 13, issue 2, 145-176
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. Copyright The Author(s). Journal compilation Royal Economic Society 2010.
References: Add references at CitEc
Citations: View citations in EconPapers (94) Track citations by RSS feed
Downloads: (external link)
http://www.blackwell-synergy.com/doi/abs/10.1111/j.1368-423X.2010.00310.x link to full text (text/html)
Access to full text is restricted to subscribers.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:ect:emjrnl:v:13:y:2010:i:2:p:145-176
Ordering information: This journal article can be ordered from
Access Statistics for this article
Econometrics Journal is currently edited by Richard J. Smith, Oliver Linton, Pierre Perron, Jaap Abbring and Marius Ooms
More articles in Econometrics Journal from Royal Economic Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley-Blackwell Digital Licensing ().