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This paper derives identification, estimation, and inference results using spatial differencing in sample selection models with unobserved heterogeneity. We show that under the assumption of smooth changes across space of the unobserved…

Econometrics · Economics 2020-09-15 Alexander Klein , Guy Tchuente

We provide asymptotic approximations to the distribution of statistics that are obtained from network data for limiting sequences that let the number of nodes (agents) in the network grow large. Network formation is permitted to be…

General Economics · Economics 2021-11-03 Konrad Menzel

According to standard econometric theory, Maximum Likelihood estimation (MLE) is the efficient estimation choice, however, it is not always a feasible one. In network diffusion models with unobserved signal propagation, MLE requires…

Econometrics · Economics 2023-09-06 L. S. Sanna Stephan

We study the identification and estimation of statistical functionals of multivariate data missing non-monotonically and not-at-random, taking a semiparametric approach. Specifically, we assume that the missingness mechanism satisfies what…

Methodology · Statistics 2022-12-26 Daniel Malinsky , Ilya Shpitser , Eric J Tchetgen Tchetgen

In this paper, we introduce a general model for jointly modelling the nodal heterogeneity and covariates in weighted or unweighted bipartite networks, which contains two different types of nodes. The model has a degree heterogeneity…

Statistics Theory · Mathematics 2026-04-01 Wu Zuhui , Wang Qiuping , Yan Ting

Inbreeding homophily is a prevalent feature of human social networks with important individual and group-level social, economic, and health consequences. The literature has proposed an overwhelming number of dimensions along which human…

General Economics · Economics 2022-06-29 Pablo Brañas-Garza , Lorenzo Ductor , Jaromír Kovárík

Directed networks are conveniently represented as graphs in which ordered edges encode interactions between vertices. Despite their wide availability, there is a shortage of statistical models amenable for inference, specially when…

Statistics Theory · Mathematics 2023-04-05 Stefan Stein , Chenlei Leng

We consider an additive partially linear framework for modelling massive heterogeneous data. The major goal is to extract multiple common features simultaneously across all sub-populations while exploring heterogeneity of each…

Methodology · Statistics 2019-01-01 Binhuan Wang , Yixin Fang , Heng Lian , Hua Liang

Social network analysis presupposes that observed social behavior is influenced by an unobserved network. Traditional approaches to inferring the latent network use pairwise descriptive statistics that rely on a variety of measures of…

Applications · Statistics 2018-09-03 Charles Weko , Yunpeng Zhao

This work examines the problem of graph learning over a diffusion network when data can be collected from a limited portion of the network (partial observability). The main question is to establish technical guarantees of consistent…

Statistics Theory · Mathematics 2020-06-08 Vincenzo Matta , Augusto Santos , Ali H. Sayed

We introduce a new framework for characterizing identified sets of structural and counterfactual parameters in econometric models. By reformulating the identification problem as a set membership question, we leverage the separating…

Econometrics · Economics 2024-12-31 Irene Botosaru , Isaac Loh , Chris Muris

Hierarchical Bayesian models are increasingly used in large, inhomogeneous complex network dynamical systems by modeling parameters as draws from a hyperparameter-governed distribution. However, theoretical guarantees for these estimates as…

Statistics Theory · Mathematics 2026-01-23 Yi Yu , Yubo Hou , Yinchong Wang , Nan Zhang , Jianfeng Feng , Wenlian Lu

This paper is concerned with learning decision makers' preferences using data on observed choices from a finite set of risky alternatives. We propose a discrete choice model with unobserved heterogeneity in consideration sets and in…

Econometrics · Economics 2021-01-07 Levon Barseghyan , Francesca Molinari , Matthew Thirkettle

Graphical models have been popularly used for capturing conditional independence structure in multivariate data, which are often built upon independent and identically distributed observations, limiting their applicability to complex…

Methodology · Statistics 2025-07-03 Yuwen Wang , Changyu Liu , Xin He , Junhui Wang

We prove a central limit theorem for network formation models with strategic interactions and homophilous agents. Since data often consists of observations on a single large network, we consider an asymptotic framework in which the network…

Econometrics · Economics 2026-03-11 Michael P. Leung , Hyungsik Roger Moon

We study the problem of identifying different behaviors occurring in different parts of a large heterogenous network. We zoom in to the network using lenses of different sizes to capture the local structure of the network. These network…

Social and Information Networks · Computer Science 2019-01-29 Kshiteesh Hegde , Malik Magdon-Ismail

Unveil the homophilic/heterophilic behaviors that characterize the wiring patterns of complex networks is an important task in social network analysis, often approached studying the assortative mixing of node attributes. Recent works…

Social and Information Networks · Computer Science 2020-12-10 Giulio Rossetti , Salvatore Citraro , Letizia Milli

We develop a nonparametric approach to identify and estimate consumer preferences and unobserved heterogeneity under nonlinear price schedules. Leveraging variation across multiple price schedules, we show that both the utility function and…

Econometrics · Economics 2026-04-29 Samuele Centorrino , Frédérique Fève , Jean-Pierre Florens

Partially-observed network data collected by link-tracing based sampling methods is often being studied to obtain the characteristics of a large complex network. However, little attention has been paid to sampling from directed networks…

Social and Information Networks · Computer Science 2014-05-28 Mostafa Salehi , Hamid R. Rabiee

The study of random graphs and networks had an explosive development in the last couple of decades. Meanwhile, techniques for the statistical analysis of sequences of networks were less developed. In this paper we focus on networks…

Disordered Systems and Neural Networks · Physics 2017-04-18 Daniel Fraiman , Nicolas Fraiman , Ricardo Fraiman