English
Related papers

Related papers: Functional Network Autoregressive Models for Panel…

200 papers

Individuals or companies in a large social or financial network often display rather heterogeneous behaviors for various reasons. In this work, we propose a network vector autoregressive model with a latent group structure to model…

Methodology · Statistics 2023-08-14 Xuening Zhu , Ganggang Xu , Jianqing Fan

This study introduces a novel spatial autoregressive model in which the dependent variable is a function that may exhibit functional autocorrelation with the outcome functions of nearby units. This model can be characterized as a…

Econometrics · Economics 2024-10-02 Tadao Hoshino

Economic interactions often occur in networks where heterogeneous agents (such as workers or firms) sort and produce. However, most existing estimation approaches either require the network to be dense, which is at odds with many empirical…

Econometrics · Economics 2023-07-24 Stéphane Bonhomme , Kevin Dano

This paper considers estimating functional-coefficient models in panel quantile regression with individual effects, allowing the cross-sectional and temporal dependence for large panel observations. A latent group structure is imposed on…

Econometrics · Economics 2023-03-24 Xiaorong Yang , Jia Chen , Degui Li , Runze Li

The paper introduces a flexible model for the analysis of multivariate nonlinear time series data. The proposed Functional Coefficients Network Autoregressive (FCNAR) model considers the response of each node in the network to depend in a…

Methodology · Statistics 2024-02-13 Hang Yin , Abolfazl Safikhani , George Michailidis

We introduce a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of primary interest are functionals of these coefficients, including predicted one-step-ahead and stationary…

Econometrics · Economics 2025-07-31 Ivan Fernandez-Val , Wayne Yuan Gao , Yuan Liao , Francis Vella

A new partial functional linear regression model for panel data with time varying parameters is introduced. The parameter vector of the multivariate model component is allowed to be completely time varying while the function-valued…

Methodology · Statistics 2018-07-18 Dominik Liebl , Fabian Walders

In this paper, we present a general specification for Functional Effects Models, which use Machine Learning (ML) methodologies to learn individual-specific preference parameters from socio-demographic characteristics, therefore accounting…

Machine Learning · Statistics 2025-09-23 Nicolas Salvadé , Tim Hillel

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

This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects in nonlinear network and panel models with unobserved two-way effects, strictly exogenous covariates, and possibly discrete…

Econometrics · Economics 2020-06-09 Victor Chernozhukov , Iván Fernández-Val , Martin Weidner

A broad set of empirical phenomenon in the study of social, economic and machine behaviour can be modelled as complex systems with averaging dynamics. However many of these models naturally result in consensus or consensus-like outcomes. In…

Multiagent Systems · Computer Science 2020-07-03 Orowa Sikder

We propose an autoregressive framework for modelling dynamic networks with dependent edges. It encompasses models that accommodate, for example, transitivity, degree heterogenenity, and other stylized features often observed in real network…

Statistics Theory · Mathematics 2026-03-25 Jinyuan Chang , Qin Fang , Eric D. Kolaczyk , Peter W. MacDonald , Qiwei Yao

Event studies often conflate direct treatment effects with indirect effects operating through endogenous covariate adjustment. We develop a dynamic panel event study framework that separates these effects. The framework allows for…

Econometrics · Economics 2026-01-12 Irene Botosaru , Laura Liu

A new single-index model that reflects the time-dynamic effects of the single index is proposed for longitudinal and functional response data, possibly measured with errors, for both longitudinal and time-invariant covariates. With…

Statistics Theory · Mathematics 2011-03-10 Ci-Ren Jiang , Jane-Ling Wang

Network data are often sampled with auxiliary information or collected through the observation of a complex system over time, leading to multiple network snapshots indexed by a continuous variable. Many methods in statistical network…

Methodology · Statistics 2024-07-16 Peter W. MacDonald , Elizaveta Levina , Ji Zhu

We propose a factor network autoregressive (FNAR) model for time series with complex network structures. The coefficients of the model reflect many different types of connections between economic agents ("multilayer network"), which are…

Econometrics · Economics 2025-04-24 Matteo Barigozzi , Giuseppe Cavaliere , Graziano Moramarco

A novel functional additive model is proposed which is uniquely modified and constrained to model nonlinear interactions between a treatment indicator and a potentially large number of functional and/or scalar pretreatment covariates. The…

Methodology · Statistics 2021-01-26 Hyung Park , Eva Petkova , Thaddeus Tarpey , R. Todd Ogden

High-dimensional autoregressive point processes model how current events trigger or inhibit future events, such as activity by one member of a social network can affect the future activity of his or her neighbors. While past work has…

Machine Learning · Statistics 2020-03-18 Lili Zheng , Garvesh Raskutti , Rebecca Willett , Benjamin Mark

We propose an Embedding Network Autoregressive Model for multivariate networked longitudinal data. We assume the network is generated from a latent variable model, and these unobserved variables are included in a structural peer effect…

Methodology · Statistics 2025-03-25 Jae Ho Chang , Subhadeep Paul

Many popular estimation methods in panel data rely on the assumption that the covariates of interest are strictly exogenous. However, this assumption is empirically restrictive in a wide range of settings. In this paper I argue that…

Econometrics · Economics 2025-12-22 Stephane Bonhomme
‹ Prev 1 2 3 10 Next ›