arXiv 26 Nov 2025 · Econometrics
arXiv:2511.21446 · PDF · DOI · OpenAlex · Extracted main text
We develop a continuous-time peer-effect discrete choice model where peers that affect the preferences of a given agent are randomly selected based on their previous choices. We characterize the equilibrium behavior and study the empirical content of the model. In the model, changes in the choices of peers affect both the set of peers the agent pays attention to and her preferences over the alternatives. We exploit variation in choices coupled with variation in the size of the set of potential peers to recover agents' preferences and the peer selection mechanism. These nonparametric identification results do not rely on exogenous variation of covariates.
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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 | Blevins (2017) Identifying restrictions for finite parameter continuous time models with discrete time data | 0.737 | 3 | 2 | 100% |
| 2 | Kashaev, Lazzati and Xiao (2025) Peer effects in consideration and preferences | 0.737 | 3 | 2 | 100% |
| 3 | Aguiar, Boccardi, Kashaev and Kim (2023) Random utility and limited consideration | 0.644 | 2 | 2 | 100% |
| 4 | Blevins (2018) Identification and estimation of continuous time dynamic discrete choice games | 0.644 | 2 | 2 | 100% |
| 5 | Badev (2021) Nash equilibria on (un)stable networks | 0.405 | 1 | 1 | 100% |
| 6 | Boucher and Mourifie (2017) My friend far, far away: a random field approach to exponential random graph models | 0.405 | 1 | 1 | 100% |
| 7 | Chandrasekhar (2016) Econometrics of network formation | 0.405 | 1 | 1 | 100% |
| 8 | De Paula (2017) Econometrics of network models | 0.405 | 1 | 1 | 100% |
| 9 | de Paula, Richards-Shubik and Tamer (2018) Identifying preferences in networks with bounded degree | 0.405 | 1 | 1 | 100% |
| 10 | Durlauf and Young (2001) Social dynamics | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 20 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Semiparametric Dynamic Logit Model with Endogenous Networks | 0.405 | 1 | 1 |