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Specification and estimation of social interaction models with network structures

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  • Lung-fei Lee
  • Xiaodong Liu
  • Xu Lin

Abstract

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.

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Bibliographic Info

Article provided by Royal Economic Society in its journal Econometrics Journal.

Volume (Year): 13 (2010)
Issue (Month): 2 (07)
Pages: 145-176

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Handle: RePEc:ect:emjrnl:v:13:y:2010:i:2:p:145-176

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Cited by:
  1. Qu, Xi & Lee, Lung-fei, 2012. "LM tests for spatial correlation in spatial models with limited dependent variables," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 430-445.
  2. Burridge, Peter, 2011. "A research agenda on general-to-specific spatial model search," Investigaciones Regionales, Asociación Española de Ciencia Regional, issue 21, pages 71-90.
  3. Steven N. Durlauf & Yannis M. Ioannides, 2009. "Social Interactions," Discussion Papers Series, Department of Economics, Tufts University 0739, Department of Economics, Tufts University.
  4. Steve Gibbons & Henry G. Overman, 2010. "Mostly Pointless Spatial Econometrics?," SERC Discussion Papers 0061, Spatial Economics Research Centre, LSE.
  5. Eleonora Patacchini & Giuseppe Venanzoni, 2013. "Peer Effects in the Demand for Housing Quality," Center for Policy Research Working Papers 158, Center for Policy Research, Maxwell School, Syracuse University.
  6. Liu, Xiaodong & Lee, Lung-fei, 2010. "GMM estimation of social interaction models with centrality," Journal of Econometrics, Elsevier, vol. 159(1), pages 99-115, November.
  7. Lindquist, Matthew J. & Zenou, Yves, 2014. "Key Players in Co-Offending Networks," IZA Discussion Papers 8012, Institute for the Study of Labor (IZA).
  8. Carlos Medina & Jorge Andrés Tamayo & Christian Posso, 2013. "The Effect of Adult Criminals’ Spillovers On the Likelihood of Youths Becoming Criminals," BORRADORES DE ECONOMIA 010461, BANCO DE LA REPÚBLICA.

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