Related papers: Identification and Estimation of Network Models wi…
We provide new results showing identification of a large class of fixed-T panel models, where the response variable is an unknown, weakly monotone, time-varying transformation of a latent linear index of fixed effects, regressors, and an…
Network autocorrelation models are widely used to evaluate the impact of social influence on some variable of interest. This is a large class of models that parsimoniously accounts for how one's neighbors influence one's own behaviors or…
I propose a quantile-based nonadditive fixed effects panel model to study heterogeneous causal effects. Similar to standard fixed effects (FE) model, my model allows arbitrary dependence between regressors and unobserved heterogeneity, but…
Estimating heterogeneous treatment effects in network settings is complicated by interference, meaning that the outcome of an instance can be influenced by the treatment status of others. Existing causal machine learning approaches usually…
I provide a model of rational inattention with heterogeneity and prove it is observationally equivalent to a state-dependent stochastic choice model subject to attention costs. I demonstrate that additive separability of unobservable…
Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…
We address the conditions and design of controllers and observers for homogeneous networks of linear MIMO agents. We develop networked controllers and observers that ensure the stability of both the system state and the estimation error,…
Average partial effects (APEs) are often not point identified in panel models with unrestricted unobserved individual heterogeneity, such as a binary response panel model with fixed effects and logistic errors as a special case. This lack…
This work studies the problem of inferring whether an agent is directly influenced by another agent over an adaptive diffusion network. Agent i influences agent j if they are connected (according to the network topology), and if agent j…
Causal discovery from data affected by unobserved variables is an important but difficult problem to solve. The effects that unobserved variables have on the relationships between observed variables are more complex in nonlinear cases than…
This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…
We present an extensive study of the joint effects of heterogeneous social agents and their heterogeneous social links in a bounded confidence opinion dynamics model. The full phase diagram of the model is explored for two different…
How should researchers conduct causal inference when the outcome of interest is latent and measured imperfectly by multiple indicators? We develop a general nonparametric framework for identifying and estimating average treatment effects on…
In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…
I introduce heterogeneity into the analysis of peer effects that arise from conformity, allowing the strength of the taste for conformity to vary across agents' actions. Using a structural model based on a simultaneous network game with…
This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which…
An existing model of opinion dynamics on an adaptive social network is extended to introduce update policy heterogeneity, representing the fact that individual differences between social animals can affect their tendency to form, and be…
This paper examines the nonparametric identifiability of production functions, considering firm heterogeneity beyond Hicks-neutral technology terms. We propose a finite mixture model to account for unobserved heterogeneity in production…
In various economic environments, people observe other people with whom they strategically interact. We can model such information-sharing relations as an information network, and the strategic interactions as a game on the network. When…
We develop a general model of discrete choice that incorporates peer effects in preferences and consideration sets. We characterize the equilibrium behavior and establish conditions under which all parts of the model can be recovered from a…