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Knowledge spillovers occur when a firm researches a new technology and that technology is adapted or adopted by another firm, resulting in a social value of the technology that is larger than the initially predicted private value. As a…

Optimization and Control · Mathematics 2021-01-14 Matt Barker , Pierre Degond , Ralf Martin , Mirabelle Muûls

This paper introduces a measure of the diffusion of binary outcomes over a large, sparse network, when the diffusion is observed in two time periods. The measure captures the aggregated spillover effect of the state-switches in the initial…

Methodology · Statistics 2023-03-16 Xiaoqi He , Kyungchul Song

The bulk of causal inference studies rule out the presence of interference between units. However, in many real-world scenarios, units are interconnected by social, physical, or virtual ties, and the effect of the treatment can spill from…

Methodology · Statistics 2023-11-03 Falco J. Bargagli-Stoffi , Costanza Tortù , Laura Forastiere

The behavior of ecological systems mainly relies on the interactions between the species it involves. We consider the problem of inferring the species interaction network from abundance data. To be relevant, any network inference…

Applications · Statistics 2019-10-29 Raphaëlle Momal , Stéphane Robin , Christophe Ambroise

Various company interactions can be described by networks, for instance the ownership networks and the board membership networks. To understand the ecosystem of companies, these interactions cannot be seen in isolation. For this purpose we…

Physics and Society · Physics 2019-03-27 Jeroen van Lidth de Jeude , Tomaso Aste , Guido Caldarelli

Carbon emissions are currently attributed to producers although a consumption-aware accounting is advocated. After constructing the Carbon Trade Network, we trace the flow of emissions over the past two decades. Our analysis reveals the…

Physics and Society · Physics 2024-12-24 Gianluca Guidi , Rossana Mastrandrea , Angelo Facchini , Tiziano Squartini , Christopher Kennedy

Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables,…

Methodology · Statistics 2019-10-16 Mingli Chen , Iván Fernández-Val , Martin Weidner

Nowadays, social networks of ever increasing size are studied by researchers from a range of disciplines. The data underlying these networks is often automatically gathered from API's, websites or existing databases. As a result, the…

Social and Information Networks · Computer Science 2022-01-24 Javier Garcia-Bernardo , Frank W. Takes

As impressively shown by the financial crisis in 2007/08, contagion effects in financial networks harbor a great threat for the stability of the entire system. Without sufficient capital requirements for banks and other financial…

Risk Management · Quantitative Finance 2019-11-19 Daniel Ritter

This study investigates the causal interpretation of linear social interaction models in the presence of endogeneity in network formation under a heterogeneous treatment effects framework. We consider an experimental setting in which…

Econometrics · Economics 2023-10-23 Tadao Hoshino

The global financial system can be represented as a large complex network in which banks, hedge funds and other financial institutions are interconnected to each other through visible and invisible financial linkages. Recently, a lot of…

Risk Management · Quantitative Finance 2018-04-11 Fabio Caccioli , Paolo Barucca , Teruyoshi Kobayashi

While there is ample evidence that social and communication networks play a key role during the spread of new ideas, products, or services, network effects are expected to have diminished influence in the stationary state, when all users…

Physics and Society · Physics 2007-05-23 G. Szabo , A. -L. Barabasi

This study estimates the relationships between street network characteristics and transport-sector CO2 emissions across every urban area in the world and investigates whether they are the same across development levels and urban design…

Physics and Society · Physics 2024-01-04 Geoff Boeing , Clemens Pilgram , Yougeng Lu

Social influence cannot be identified from purely observational data on social networks, because such influence is generically confounded with latent homophily, i.e., with a node's network partners being informative about the node's…

Methodology · Statistics 2025-01-07 Edward McFowland , Cosma Rohilla Shalizi

Randomized experiments, or A/B tests are used to estimate the causal impact of a feature on the behavior of users by creating two parallel universes in which members are simultaneously assigned to treatment and control. However, in social…

Social and Information Networks · Computer Science 2019-02-20 Craig Tutterow , Guillaume Saint-Jacques

Propagation of balance-sheet or cash-flow insolvency across financial institutions may be modeled as a cascade process on a network representing their mutual exposures. We derive rigorous asymptotic results for the magnitude of contagion in…

Risk Management · Quantitative Finance 2014-03-26 Hamed Amini , Rama Cont , Andreea Minca

Future wireless networks are required to support 1000 times higher data rate, than the current LTE standard. In order to meet the ever increasing demand, it is inevitable that, future wireless networks will have to develop seamless…

Information Theory · Computer Science 2015-06-23 Young Jin Chun , Mazen Omar Hasna , Ali Ghrayeb , Marco Di Renzo

This paper considers a linear panel model with interactive fixed effects and unobserved individual and time heterogeneities that are captured by some latent group structures and an unknown structural break, respectively. To enhance realism…

Econometrics · Economics 2023-08-01 Yiren Wang , Peter C B Phillips , Liangjun Su

Estimating causal effects in the presence of spillover among individuals embedded within a social network is often challenging with missing information. The spillover effect is the effect of an intervention if a participant is not exposed…

We provide new identification results for panel data models with peer effects operating through unobserved individual heterogeneity. The results apply for general network structures governing peer interactions and allow for correlated…

Econometrics · Economics 2021-09-14 Marisa Miraldo , Carol Propper , Christiern Rose
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