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This paper analyzes a semiparametric model of network formation in the presence of unobserved agent-specific heterogeneity. The objective is to identify and estimate the preference parameters associated with homophily on observed attributes…

Econometrics · Economics 2020-09-01 Luis E. Candelaria

This paper establishes (set) identification results in a dynamic dyadic network formation model with time-varying observed covariates, lagged local network statistics, and unobserved heterogeneity in the form of fixed effects. Our framework…

Econometrics · Economics 2026-04-10 Wayne Yuan Gao , Yi Niu

This paper presents a novel application of graph neural networks for modeling and estimating network heterogeneity. Network heterogeneity is characterized by variations in unit's decisions or outcomes that depend not only on its own…

Econometrics · Economics 2024-01-30 Yike Wang , Chris Gu , Taisuke Otsu

We propose a method of estimating the linear-in-means model of peer effects in which the peer group, defined by a social network, is endogenous in the outcome equation for peer effects. Endogeneity is due to unobservable individual…

Econometrics · Economics 2019-08-01 Ida Johnsson , Hyungsik Roger Moon

We propose a semiparametric model for dyadic link formations in directed networks. The model contains a set of degree parameters that measure different effects of popularity or outgoingness across nodes, a regression parameter vector that…

Methodology · Statistics 2025-02-21 Lianqiang Qu , Lu Chen , Ting Yan , Yuguo Chen

I study a regression model in which one covariate is an unknown function of a latent driver of link formation in a network. Rather than specify and fit a parametric network formation model, I introduce a new method based on matching pairs…

Econometrics · Economics 2021-06-02 Eric Auerbach

We provide a framework for modeling social network formation through conditional multinomial logit models from discrete choice and random utility theory, in which each new edge is viewed as a "choice" made by a node to connect to another…

Social and Information Networks · Computer Science 2020-05-22 Jan Overgoor , Austin R. Benson , Johan Ugander

A semi-parametric, non-linear regression model in the presence of latent variables is applied towards learning network graph structure. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex system of…

Machine Learning · Statistics 2018-07-03 Jonathan Mei , José M. F. Moura

Dyadic network formation models have wide applicability in economic research, yet are difficult to estimate in the presence of individual specific effects and in the absence of distributional assumptions regarding the model noise component.…

Econometrics · Economics 2024-08-09 L. Sanna Stephan

This paper deals with the estimation of exogeneous peer effects for partially observed networks under the new inferential paradigm of design identification, which characterizes the missing data challenge arising with sampled networks with…

Econometrics · Economics 2022-08-22 Mamadou Yauck

This paper explores the estimation of a panel data model with cross-sectional interaction that is flexible both in its approach to specifying the network of connections between cross-sectional units, and in controlling for unobserved…

Econometrics · Economics 2021-11-23 Ayden Higgins , Federico Martellosio

This paper proposes a logistic undirected network formation model which allows for assortative matching on observed individual characteristics and the presence of edge-wise fixed effects. We model the coefficients of observed…

Econometrics · Economics 2021-03-08 Shujie Ma , Liangjun Su , Yichong Zhang

This paper proposes a new method to identify leaders and followers in a network. Prior works use spatial autoregression models (SARs) which implicitly assume that each individual in the network has the same peer effects on others.…

Econometrics · Economics 2019-08-05 Sida Peng

This paper investigates the identification and inference of treatment effects in randomized controlled trials with social interactions. Two key network features characterize the setting and introduce endogeneity: (1) latent variables may…

Econometrics · Economics 2024-12-04 Mengsi Gao

Many real world networks exhibit edge heterogeneity with different pairs of nodes interacting with different intensities. Further, nodes with similar attributes tend to interact more with each other. Thus, in the presence of observed node…

Methodology · Statistics 2024-12-24 Swati Chandna , Benjamin Bagozzi , Snigdhansu Chatterjee

Networks are often characterized by node heterogeneity for which nodes exhibit different degrees of interaction and link homophily for which nodes sharing common features tend to associate with each other. In this paper, we propose a new…

Methodology · Statistics 2018-03-13 Ting Yan , Binyan Jiang , Stephen E. Fienberg , Chenlei Leng

Network autocorrelation models have been widely used for decades to model the joint distribution of the attributes of a network's actors. This class of models can estimate both the effect of individual characteristics as well as the network…

Methodology · Statistics 2020-05-20 Daniel K. Sewell

This paper develops a new method for identifying econometric models with partially latent covariates. Such data structures arise in industrial organization and labor economics settings where data are collected using an input-based sampling…

Econometrics · Economics 2022-06-29 Minji Bang , Wayne Yuan Gao , Andrew Postlewaite , Holger Sieg

We develop a tractable identification approach for strategic network formation models with both strategic link interdependence and individual unobserved heterogeneity (fixed effects). The key challenge is that endogenous network statistics…

Econometrics · Economics 2026-03-18 Wayne Yuan Gao , Ming Li , Zhengyan Xu

We study the identification and estimation of structural parameters in dynamic panel data logit models where decisions are forward-looking and the joint distribution of unobserved heterogeneity and observable state variables is…

Econometrics · Economics 2018-05-11 Victor Aguirregabiria , Jiaying Gu , Yao Luo
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