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Identification, Estimation, and Inference in Two-Sided Interaction Models

Federico Crippa

arXiv 27 Oct 2025 · Econometrics

arXiv:2510.22884 · PDF · Extracted main text

Abstract

This paper studies a class of models for two-sided interactions, where outcomes depend on latent characteristics of two distinct agent types. Models in this class have two core elements: the matching network, which records which agent pairs interact, and the interaction function, which maps latent characteristics of these agents to outcomes and determines the role of complementarities. I introduce the Tukey model, which captures complementarities with a single interaction parameter, along with two extensions that allow richer complementarity patterns. First, I establish an identification trade-off between the flexibility of the interaction function and the density of the matching network: the Tukey model is identified under mild conditions, whereas the more flexible extensions require dense networks that are rarely observed in applications. Second, I propose a cycle-based estimator for the Tukey interaction parameter and show that it is consistent and asymptotically normal even when the network is sparse. Third, I use its asymptotic distribution to construct a formal test of no complementarities. Finally, an empirical illustration shows that the Tukey model recovers economically meaningful complementarities.

Citation extraction

54
references
100
in-text mentions
54
distinct cited
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self-citations
20,242
main-text words

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Most heavily cited references

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.

ReferenceIntensityMentionsSectionsMain text
1Card, D., J. Heining, and P. Kline (2013) Workplace heterogeneity and the rise of West German wage inequality1.00074100%
2Kline, P (2024) Firm wage effects1.00073100%
3Bonhomme, S., T. Lamadon, and E. Manresa (2019) A distributional framework for matched employer employee data1.00063100%
4Tukey, J. W (1949) One degree of freedom for non-additivity1.00053100%
5Limodio, N (2021) Bureaucrat allocation in the public sector: Evidence from the world bank0.87492100%
6Abowd, J. M., F. Kramarz, and D. N. Margolis (1999) High Wage Workers and High Wage Firms0.87462100%
7Jochmans, K. and M. Weidner (2019) Fixed-effect regressions on network data0.84333100%
8Fenizia, A (2022) Managers and productivity in the public sector0.81142100%
9Kline, P., R. Saggio, and M. Slvsten (2020) Leave-out estimation of variance components0.7373367%
10Bai, J (2009) Panel data models with interactive fixed effects0.64422100%

Showing the top 10 of 54 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
11 Linear Regression with Centrality Measures0.64422