Identification and Estimation of Network models with Heterogeneous Interactions

Tiziano Arduini, Eleonora Patacchini and Edoardo Rainone

A chapter in The Econometrics of Networks, 2020, vol. 42, pp 3-25 from Emerald Group Publishing Limited

Abstract: The authors generalize the standard linear-in-means model to allow for multiple types with between and within-type interactions. The authors provide a set of identification conditions of peer effects and consider a two-stage least squares estimation approach. Large sample properties of the proposed estimators are derived. Their performance in finite samples is investigated using Monte Carlo simulations.

Keywords: Networks; heterogeneous peer effects; spatial autoregressive model; two-stage least squares; efficiency; C13; C21; D62 (search for similar items in EconPapers)
Date: 2020
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.emerald.com/insight/content/doi/10.110 ... d&utm_campaign=repec (text/html)
https://www.emerald.com/insight/content/doi/10.110 ... 1-905320200000042006
https://www.emerald.com/insight/content/doi/10.110 ... d&utm_campaign=repec (application/pdf)
Access to full text is restricted to subscribers

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: https://EconPapers.repec.org/RePEc:eme:aecozz:s0731-905320200000042006

DOI: 10.1108/S0731-905320200000042006

Access Statistics for this chapter

More chapters in Advances in Econometrics from Emerald Group Publishing Limited
Bibliographic data for series maintained by Emerald Support ().