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Markov models for digraph panel data: Monte Carlo-based derivative estimation

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  • Schweinberger, Michael
  • Snijders, Tom A.B.

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  • Schweinberger, Michael & Snijders, Tom A.B., 2007. "Markov models for digraph panel data: Monte Carlo-based derivative estimation," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4465-4483, May.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:9:p:4465-4483
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    1. Reuven Y. Rubinstein, 1989. "Sensitivity Analysis and Performance Extrapolation for Computer Simulation Models," Operations Research, INFORMS, vol. 37(1), pages 72-81, February.
    2. Rubinstein, Reuven Y., 1986. "The score function approach for sensitivity analysis of computer simulation models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 28(5), pages 351-379.
    3. Reuven Y. Rubinstein & Ruth Marcus, 1985. "Efficiency of Multivariate Control Variates in Monte Carlo Simulation," Operations Research, INFORMS, vol. 33(3), pages 661-677, June.
    4. Gerhard G. Van De Bunt & Marijtje A.J. Van Duijn & Tom A.B. Snijders, 1999. "Friendship Networks Through Time: An Actor-Oriented Dynamic Statistical Network Model," Computational and Mathematical Organization Theory, Springer, vol. 5(2), pages 167-192, July.
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    1. repec:dau:papers:123456789/1096 is not listed on IDEAS
    2. Xingjian Liu & Ben Derudder & Yaolin Liu & Frank Witlox & Wei Shen, 2013. "A Stochastic Actor-Based Modelling of the Evolution of an Intercity Corporate Network," Environment and Planning A, , vol. 45(4), pages 947-966, April.
    3. Finger, Karl & Lux, Thomas, 2014. "Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations," FinMaP-Working Papers 1, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    4. Karl Finger & Thomas Lux, 2014. "Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations," Working Papers 01, Chair of Monetary Economics and International Finance, Department of Economics, Kiel University.
    5. Lomi, Alessandro & Conaldi, Guido & Tonellato, Marco & Pallotti, Francesca, 2014. "Participation motifs and the emergence of organization in open productions," Structural Change and Economic Dynamics, Elsevier, vol. 29(C), pages 40-57.
    6. Viviana Amati & Felix Schönenberger & Tom A. B. Snijders, 2019. "Contemporaneous Statistics for Estimation in Stochastic Actor-Oriented Co-evolution Models," Psychometrika, Springer;The Psychometric Society, vol. 84(4), pages 1068-1096, December.
    7. Prasanta Bhattacharya & Tuan Q. Phan & Xue Bai & Edoardo M. Airoldi, 2019. "A Coevolution Model of Network Structure and User Behavior: The Case of Content Generation in Online Social Networks," Service Science, INFORMS, vol. 30(1), pages 117-132, March.
    8. Joshua Lospinoso & Michael Schweinberger & Tom Snijders & Ruth Ripley, 2011. "Assessing and accounting for time heterogeneity in stochastic actor oriented models," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 5(2), pages 147-176, July.
    9. Michael Schweinberger, 2020. "Statistical inference for continuous‐time Markov processes with block structure based on discrete‐time network data," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 74(3), pages 342-362, August.
    10. Finger, Karl & Lux, Thomas, 2014. "Friendship between banks: An application of an actor-oriented model of network formation on interbank credit relations," Kiel Working Papers 1916, Kiel Institute for the World Economy (IfW Kiel).
    11. Jennifer M. Murray & Sharon C. Sánchez-Franco & Olga L. Sarmiento & Erik O. Kimbrough & Christopher Tate & Shannon C. Montgomery & Rajnish Kumar & Laura Dunne & Abhijit Ramalingam & Erin L. Krupka & F, 2023. "Selection homophily and peer influence for adolescents’ smoking and vaping norms and outcomes in high and middle-income settings," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-35, December.
    12. Tom A.B. Snijders & Malick Faye & Julien Brailly, 2020. "Network dynamics with a nested node set: Sociability in seven villages in Senegal," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 74(3), pages 300-323, August.

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