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Identification and Estimation of Network models with Heterogeneous Interactions

In: The Econometrics of Networks

Author

Listed:
  • Tiziano Arduini
  • Eleonora Patacchini
  • Edoardo Rainone

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.

Suggested Citation

  • Tiziano Arduini & Eleonora Patacchini & Edoardo Rainone, 2020. "Identification and Estimation of Network models with Heterogeneous Interactions," Advances in Econometrics, in: The Econometrics of Networks, volume 42, pages 3-25, Emerald Group Publishing Limited.
    • Handle: RePEc:eme:aecozz:s0731-905320200000042006
    DOI: 10.1108/S0731-905320200000042006
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    Citations

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    Cited by:

    1. Tiziano Arduini & Edoardo Rainone, 2024. "Partial identification of treatment response under complementarity and substitutability," Temi di discussione (Economic working papers) 1473, Bank of Italy, Economic Research and International Relations Area.

    More about this item

    Keywords

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    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • D62 - Microeconomics - - Welfare Economics - - - Externalities

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