arXiv 16 Nov 2019 · Econometrics · 1 citations (OpenAlex)
arXiv:1911.07106 · PDF · DOI · OpenAlex · Extracted main text
This paper studies inference in models of discrete choice with social interactions when the data consists of a single large network. We provide theoretical justification for the use of spatial and network HAC variance estimators in applied work, the latter constructed by using network path distance in place of spatial distance. Toward this end, we prove new central limit theorems for network moments in a large class of social interactions models. The results are applicable to discrete games on networks and dynamic models where social interactions enter through lagged dependent variables. We illustrate our results in an empirical application and simulation study.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Conley and Udry (2010) Learning About a New Technology: Pineapple in Ghana | 1.000 | 8 | 4 | 100% |
| 2 | Xu and Lee (2015) Estimation of a Binary Choice Game Model with Network Links | 1.000 | 8 | 3 | 100% |
| 3 | Conley (1999) GMM Estimation with Cross Sectional Dependence | 1.000 | 5 | 3 | 100% |
| 4 | Kojevnikov, Marmer and Song (2019) Limit Theorems for Network Dependent Random Variables | 0.941 | 6 | 3 | 83% |
| 5 | Li and Zhao (2016) A Partial Identification Subnetwork Approach to Discrete Games in Large Networks: An Application to Quantifying Peer Effects | 0.874 | 5 | 2 | 100% |
| 6 | Xu (2018) Social Interactions in Large Networks: A Game Theoretic Approach | 0.843 | 3 | 3 | 100% |
| 7 | Penrose (2003) | 0.794 | 8 | 6 | 50% |
| 8 | Bramoullé, Djebbari and Fortin (2009) Identification of Peer Effects Through Social Networks | 0.737 | 3 | 2 | 100% |
| 9 | Brock and Durlauf (2001) Discrete Choice with Social Interactions | 0.737 | 3 | 2 | 100% |
| 10 | Kojevnikov (2019) The Bootstrap for Network Dependent Processes | 0.737 | 3 | 2 | 100% |
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arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.