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Specification and estimation of social interaction models with network structures

Author

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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.

Suggested Citation

  • Lung-fei Lee & Xiaodong Liu & Xu Lin, 2010. "Specification and estimation of social interaction models with network structures," Econometrics Journal, Royal Economic Society, vol. 13(2), pages 145-176, July.
    • Handle: RePEc:ect:emjrnl:v:13:y:2010:i:2:p:145-176
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