Economics at your fingertips  

Identification of peer effects via a root estimator

Xiaodong Liu ()

Economics Letters, 2017, vol. 156, issue C, 168-171

Abstract: By exploiting the correlation structure of individual outcomes in a network, we show that a carefully constructed root estimator can identify peer effects in linear social interaction models, when identification cannot be achieved via variation of group sizes or intransitivity of network connections. We establish the consistency and asymptotic normality of the root estimator under heteroskedasticity, and conduct Monte Carlo experiments to investigate its finite sample performance.

Keywords: Complete networks; Linear-in-means models; Social interaction (search for similar items in EconPapers)
JEL-codes: C31 (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

Page updated 2019-07-12
Handle: RePEc:eee:ecolet:v:156:y:2017:i:c:p:168-171