A Methodology for Evaluating Algorithms That Calculate Social Influence in Complex Social Networks
Author
Abstract
Suggested Citation
DOI: 10.1155/2018/1084795
Download full text from publisher
References listed on IDEAS
- Gourieroux,Christian & Monfort,Alain, 1995.
"Statistics and Econometric Models,"
Cambridge Books,
Cambridge University Press, number 9780521477444, November.
- Gourieroux,Christian & Monfort,Alain, 1995. "Statistics and Econometric Models," Cambridge Books, Cambridge University Press, number 9780521477451, November.
- Gourieroux,Christian & Monfort,Alain, 1995. "Statistics and Econometric Models," Cambridge Books, Cambridge University Press, number 9780521405515, November.
- Gourieroux,Christian & Monfort,Alain, 1995. "Statistics and Econometric Models," Cambridge Books, Cambridge University Press, number 9780521471626, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Bo E. Honoré & Luojia Hu, 2023.
"The COVID-19 pandemic and Asian American employment,"
Empirical Economics, Springer, vol. 64(5), pages 2053-2083, May.
- Bo E. Honore & Luojia Hu, 2020. "The COVID-19 Pandemic and Asian American Employment," Working Paper Series WP-2020-19, Federal Reserve Bank of Chicago, revised 01 Jul 2021.
- Bo E. Honoré & Luojia Hu, 2021. "The Covid-19 Pandemic and Asian American Employment," Working Papers 2021-71, Princeton University. Economics Department..
- Georgiev, Iliyan, 2010. "Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables," Journal of Econometrics, Elsevier, vol. 158(1), pages 37-50, September.
- Patrick Gagliardini & Christian Gouriéroux, 2011.
"Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk,"
Journal of Financial Econometrics, Oxford University Press, vol. 9(2), pages 237-280, Spring.
- Patrick GAGLIARDINI & Christian GOURIEROUX, 2010. "Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk," Working Papers 2010-07, Center for Research in Economics and Statistics.
- Bergman, Mats A. & Johansson, Per & Bergman, M.A., 2002. "Large investments in the pulp and paper industry: a count data regression analysis," Journal of Forest Economics, Elsevier, vol. 8(1), pages 29-52.
- Gerhard, Frank & Hess, Dieter & Pohlmeier, Winfried, 1998. "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," CoFE Discussion Papers 98/01, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Zhongqi Liang & Qihua Wang & Yuting Wei, 2022. "Robust model selection with covariables missing at random," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(3), pages 539-557, June.
- Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan, 2005. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗," University of California at San Diego, Economics Working Paper Series qt16b3j2hd, Department of Economics, UC San Diego.
- van den Berg, Gerard J. & van der Klaauw, Bas, 2001.
"Combining micro and macro unemployment duration data,"
Journal of Econometrics, Elsevier, vol. 102(2), pages 271-309, June.
- Gerard J, Van den Berg & Bas Van der Klmaauw, 1998. "Combining Micro and Macro Unemployment Duration Data," Working Papers 98-58, Center for Research in Economics and Statistics.
- Gerard J. van den Berg & Bas van der Klaauw, 1998. "Combining Micro and Macro Unemployment Duration Data," Tinbergen Institute Discussion Papers 98-098/3, Tinbergen Institute.
- van den Berg, Gerard J. & van der Klaauw, Bas, 2000. "Combining Micro and Macro Unemployment Duration Data," IZA Discussion Papers 109, IZA Network @ LISER.
- Van den Berg, Gerard & van der Klaauw, Bas, 2000. "Combining Micro and Macro Unemployment Duration Data," CEPR Discussion Papers 2494, C.E.P.R. Discussion Papers.
- Peñaranda, Francisco & Sentana, Enrique, 2012.
"Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach,"
Journal of Econometrics, Elsevier, vol. 170(2), pages 303-324.
- Sentana, Enrique & Peñaranda, Francisco, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach," CEPR Discussion Papers 4422, C.E.P.R. Discussion Papers.
- Francisco Peñaranda & Enrique Sentana, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers wp2004_0410, CEMFI.
- Enrique Sentana & Francisco Penaranda, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," FMG Discussion Papers dp497, Financial Markets Group.
- Francisco Peñaranda & Enrique Sentana, 2008. "Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach," Economics Working Papers 1101, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
- Shapiro, Dmitry & Shi, Xianwen & Zillante, Artie, 2014. "Level-k reasoning in a generalized beauty contest," Games and Economic Behavior, Elsevier, vol. 86(C), pages 308-329.
- Roberto Mari & Zsuzsa Bakk & Jennifer Oser & Jouni Kuha, 2023. "A two-step estimator for multilevel latent class analysis with covariates," Psychometrika, Springer;The Psychometric Society, vol. 88(4), pages 1144-1170, December.
- Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2005.
"Testing affine term structure models in case of transaction costs,"
Journal of Econometrics, Elsevier, vol. 126(1), pages 201-232, May.
- Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E., 1999. "Testing Affine Term Structure Models in Case of Transaction Costs," Discussion Paper 1999-84, Tilburg University, Center for Economic Research.
- Joost Driessen & Bertrand Melenberg & Theo Nijman, 2000. "Testing Affine Term Structure Models in Case of Transaction Costs," Econometric Society World Congress 2000 Contributed Papers 0553, Econometric Society.
- Prosper Dovonon & Alastair Hall & Frank Kleibergen, 2018. "Inference in Second-Order Identified Models," CIRANO Working Papers 2018s-36, CIRANO.
- Marcelo Cunha Medeiros & Alvaro Veiga, 2004. "Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model," Textos para discussão 486, Department of Economics PUC-Rio (Brazil).
- Halil Ibrahim Gunduz & Furkan Emirmahmutoglu & M. Eray Yucel, 2025. "A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation," Computational Economics, Springer;Society for Computational Economics, vol. 65(1), pages 21-67, January.
- Cheshire, Paul & Sheppard, Stephen, 2002.
"The welfare economics of land use planning,"
Journal of Urban Economics, Elsevier, vol. 52(2), pages 242-269, September.
- Paul Cheshire & Stephen Sheppard, 2001. "The Welfare Economics of Land Use Planning," Department of Economics Working Papers 2001-03, Department of Economics, Williams College.
- Rafael Weißbach & Lucas Radloff, 2020. "Consistency for the negative binomial regression with fixed covariate," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(5), pages 627-641, July.
- Dean Fantazzini, 2011.
"Analysis of multidimensional probability distributions with copula functions,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 22(2), pages 98-134.
- Dean Fantazzini, 2011. "Analysis of multidimensional probability distributions with copula functions. II," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 23(3), pages 98-132.
- Detering, Nils & Packham, Natalie, 2018. "Model risk of contingent claims," IRTG 1792 Discussion Papers 2018-036, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Aronsson, Thomas & Jenderny, Katharina & Lanot, Gauthier, 2021. "Maximum Likelihood Bunching Estimators of the ETI," Umeå Economic Studies 987, Umeå University, Department of Economics.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:complx:1084795. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/hin/complx/1084795.html