IDEAS home Printed from https://ideas.repec.org/h/eme/aecozz/s0731-905320200000042007.html
   My bibliography  Save this book chapter

Identification Methods for Social Interactions Models with Unknown Networks

In: The Econometrics of Networks

Author

Listed:
  • Hon Ho Kwok

Abstract

This chapter develops a set of two-step identification methods for social interactions models with unknown networks, and discusses how the proposed methods are connected to the identification methods for models with known networks. The first step uses linear regression to identify the reduced forms. The second step decomposes the reduced forms to identify the primitive parameters. The proposed methods use panel data to identify networks. Two cases are considered: the sample exogenous vectors spanRn (long panels), and the sample exogenous vectors span a proper subspace ofRn(short panels). For the short panel case, in order to solve the sample covariance matrices’ non-invertibility problem, this chapter proposes to represent the sample vectors with respect to a basis of a lower-dimensional space so that we have fewer regression coefficients in the first step. This allows us to identify some reduced form submatrices, which provide equations for identifying the primitive parameters.

Suggested Citation

  • Hon Ho Kwok, 2020. "Identification Methods for Social Interactions Models with Unknown Networks," Advances in Econometrics, in: The Econometrics of Networks, volume 42, pages 27-59, Emerald Group Publishing Limited.
    • Handle: RePEc:eme:aecozz:s0731-905320200000042007
    DOI: 10.1108/S0731-905320200000042007
    as

    Download full text from publisher

    File URL: https://www.emerald.com/insight/content/doi/10.1108/S0731-905320200000042007/full/html?utm_source=repec&utm_medium=feed&utm_campaign=repec
    Download Restriction: Access to full text is restricted to subscribers
    File URL: https://www.emerald.com/insight/content/doi/10.1108/S0731-905320200000042007/full/epub?utm_source=repec&utm_medium=feed&utm_campaign=repec&title=10.1108/S0731-905320200000042007
    Download Restriction: Access to full text is restricted to subscribers
    File URL: https://www.emerald.com/insight/content/doi/10.1108/S0731-905320200000042007/full/pdf?utm_source=repec&utm_medium=feed&utm_campaign=repec
    Download Restriction: Access to full text is restricted to subscribers
    File URL: https://libkey.io/10.1108/S0731-905320200000042007?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Keywords

    Adjacency matrix; Change of basis; Jordan canonical form; Matrix triangularization; Network; Spatial weight matrix; C31; C33;
    All these keywords.

    JEL classification:

    • C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eme:aecozz:s0731-905320200000042007. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Emerald Support (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.