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Identification of local interaction models with imperfect location data

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  • Timothy G. Conley

    (Graduate School of Business, University of Chicago, 1101 East 58th Street, Chicago, IL 60637, USA)

  • Giorgio Topa

    (Department of Economics, New York University, 269 Mercer Street, New York, NY 10003, USA)

Abstract

This paper considers the problem of estimating a local interaction model defined at the level of individual agents, in the absence of perfect information about agent locations in the relevant socio-economic space. We consider two types of data limitations: one in which individual locations are measured with error, the other in which location information is correct but only up to some spatial region (e.g., census tracts or zip codes). Our results indicate that the model parameters are not identified almost surely in the former situation, whereas identification is preserved in the latter. We also suggest a potential estimation strategy that can yield useful information about the likely range of parameters even when point identification fails. Copyright © 2003 John Wiley & Sons, Ltd.

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Bibliographic Info

Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.

Volume (Year): 18 (2003)
Issue (Month): 5 ()
Pages: 605-618

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Handle: RePEc:jae:japmet:v:18:y:2003:i:5:p:605-618

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References

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  1. William Brock & Steven N. Durlauf, 2000. "Interactions-Based Models," NBER Technical Working Papers 0258, National Bureau of Economic Research, Inc.
  2. Montgomery, James D, 1991. "Social Networks and Labor-Market Outcomes: Toward an Economic Analysis," American Economic Review, American Economic Association, vol. 81(5), pages 1407-18, December.
  3. Hansen, Lars Peter & Heaton, John & Yaron, Amir, 1996. "Finite-Sample Properties of Some Alternative GMM Estimators," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 262-80, July.
  4. Marianne Bertrand & Erzo F. P. Luttmer & Sendhil Mullainathan, 2000. "Network Effects And Welfare Cultures," The Quarterly Journal of Economics, MIT Press, vol. 115(3), pages 1019-1055, August.
  5. Austan Goolsbee & Peter J. Klenow, 1999. "Evidence on Learning and Network Externalities in the Diffusion of Home Computers," NBER Working Papers 7329, National Bureau of Economic Research, Inc.
  6. Philip J. Cross & Charles F. Manski, 2002. "Regressions, Short and Long," Econometrica, Econometric Society, vol. 70(1), pages 357-368, January.
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Cited by:
  1. Lawrence E. Blume & William A. Brock & Steven N. Durlauf & Yannis M. Ioannides, 2010. "Identification of Social Interactions," Discussion Papers Series, Department of Economics, Tufts University 0754, Department of Economics, Tufts University.
  2. repec:ese:iserwp:2009-03 is not listed on IDEAS
  3. Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
  4. Galbiati, Roberto & Zanella, Giulio, 2012. "The tax evasion social multiplier: Evidence from Italy," Journal of Public Economics, Elsevier, vol. 96(5), pages 485-494.
  5. Arnab Bhattacharjee & Sean Holly, 2013. "Understanding Interactions in Social Networks and Committees," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
  6. Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2014. "A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence," CESifo Working Paper Series 4592, CESifo Group Munich.
  7. Conley, Timothy G. & Topa, Giorgio, 2007. "Estimating dynamic local interactions models," Journal of Econometrics, Elsevier, vol. 140(1), pages 282-303, September.
  8. Gabriella Conti & Andrea Galeotti & Gerrit Müller & Stephen Pudney, 2013. "Popularity," Journal of Human Resources, University of Wisconsin Press, vol. 48(4), pages 1072-1094.
    • Gabriella Conti & Andrea Galeotti & Gerrit Mueller & Stephen Pudney, 2012. "Popularity," NBER Working Papers 18475, National Bureau of Economic Research, Inc.
  9. Onur Ozgur & Alberto Bisin, 2011. "Dynamic linear economies with social interactions," Levine's Working Paper Archive 786969000000000036, David K. Levine.
  10. Frédéric Puech, 2005. "How Do Criminals Locate? Crime and Spatial Dependence in Minas Gerais," Urban/Regional 0509018, EconWPA.

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