메뉴 건너뛰기




Volumn 159, Issue 1, 2010, Pages 99-115

GMM estimation of social interaction models with centrality

Author keywords

Centrality; Efficiency; GMM; Social network; Spatial autoregressive model

Indexed keywords

ASYMPTOTICALLY EFFICIENT; AUTO REGRESSIVE MODELS; CENTRALITY; CENTRALITY MEASURES; FIXED EFFECTS; GMM; GMM ESTIMATORS; GROUP MEMBERS; NETWORK STRUCTURES; SAMPLE SIZES; SOCIAL EFFECTS; SOCIAL INTERACTIONS; SOCIAL NETWORKS;

EID: 79956204874     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2010.04.009     Document Type: Article
Times cited : (79)

References (44)
  • 1
    • 0141718495 scopus 로고    scopus 로고
    • The time series and cross-section asymptotics of dynamic panel data estimators
    • J. Alvarez, and M. Arellano The time series and cross-section asymptotics of dynamic panel data estimators Econometrica 71 2003 1121 1159
    • (2003) Econometrica , vol.71 , pp. 1121-1159
    • Alvarez, J.1    Arellano, M.2
  • 3
    • 77956552409 scopus 로고    scopus 로고
    • On the asymptotic optimality of the liml estimator with possibly many instruments
    • University of Tokyo
    • Anderson, T., Kunitomo, N., Matsushita, Y., 2007. On the asymptotic optimality of the liml estimator with possibly many instruments. Working Paper. University of Tokyo.
    • (2007) Working Paper
    • Anderson, T.1    Kunitomo, N.2    Matsushita, Y.3
  • 5
    • 0000881864 scopus 로고
    • Alternative approximations to the distributions of instrumental variable estimators
    • P. Bekker Alternative approximations to the distributions of instrumental variable estimators Econometrica 62 1994 657 681
    • (1994) Econometrica , vol.62 , pp. 657-681
    • Bekker, P.1
  • 6
    • 22544452763 scopus 로고    scopus 로고
    • Instrumental variable estimation based on grouped data
    • P. Bekker, and J. van der Ploeg Instrumental variable estimation based on grouped data Statistica Neerlandica 59 2005 239 267
    • (2005) Statistica Neerlandica , vol.59 , pp. 239-267
    • Bekker, P.1    Van Der Ploeg, J.2
  • 7
    • 0034387579 scopus 로고    scopus 로고
    • Applying the generalized method of moments approach to spatial problems involving micro-level data
    • K.P. Bell, and N.E. Bockstael Applying the generalized method of moments approach to spatial problems involving micro-level data Review of Economics and Statistics 82 2000 72 82
    • (2000) Review of Economics and Statistics , vol.82 , pp. 72-82
    • Bell, K.P.1    Bockstael, N.E.2
  • 8
    • 84936824655 scopus 로고
    • Power and centrality: A family of measures
    • P. Bonacich Power and centrality: a family of measures American Journal of Sociology 92 1987 1170 1182
    • (1987) American Journal of Sociology , vol.92 , pp. 1170-1182
    • Bonacich, P.1
  • 10
    • 27744480498 scopus 로고    scopus 로고
    • Consistent estimation with a large number of weak instruments
    • J. Chao, and N. Swanson Consistent estimation with a large number of weak instruments Econometrica 73 2005 1673 1692
    • (2005) Econometrica , vol.73 , pp. 1673-1692
    • Chao, J.1    Swanson, N.2
  • 11
    • 33847239082 scopus 로고    scopus 로고
    • Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
    • J. Chao, and N. Swanson Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction Journal of Econometrics 137 2007 515 555
    • (2007) Journal of Econometrics , vol.137 , pp. 515-555
    • Chao, J.1    Swanson, N.2
  • 12
    • 0038729543 scopus 로고    scopus 로고
    • Reciprocal state and local airport spending spillovers and symmetric responses to cuts and increases in federal airport grants
    • J. Cohen Reciprocal state and local airport spending spillovers and symmetric responses to cuts and increases in federal airport grants Public Finance Review 30 2002 41 55
    • (2002) Public Finance Review , vol.30 , pp. 41-55
    • Cohen, J.1
  • 13
    • 0016794660 scopus 로고
    • Partial likelihood
    • D.R. Cox Partial likelihood Biometrika 62 1975 269 276
    • (1975) Biometrika , vol.62 , pp. 269-276
    • Cox, D.R.1
  • 14
    • 0000736414 scopus 로고    scopus 로고
    • Choosing the number of instruments
    • S.G. Donald, and W.K. Newey Choosing the number of instruments Econometrica 69 2001 1161 1191
    • (2001) Econometrica , vol.69 , pp. 1161-1191
    • Donald, S.G.1    Newey, W.K.2
  • 15
    • 39649088935 scopus 로고    scopus 로고
    • A generalized method of moments estimator for a spatial panel model with an endogenous spatial lag and spatial moving average errors
    • B. Fingleton A generalized method of moments estimator for a spatial panel model with an endogenous spatial lag and spatial moving average errors Spatial Economic Analysis 3 2008 27 44
    • (2008) Spatial Economic Analysis , vol.3 , pp. 27-44
    • Fingleton, B.1
  • 16
    • 33645030504 scopus 로고    scopus 로고
    • GMM with many moment conditions
    • C. Han, and P.C. Phillips GMM with many moment conditions Econometrica 74 2006 147 192
    • (2006) Econometrica , vol.74 , pp. 147-192
    • Han, C.1    Phillips, P.C.2
  • 18
    • 77956534399 scopus 로고    scopus 로고
    • Instrumental variable estimation with heteroscedasticity and many instruments
    • Hausman, J., Newey, W., Woutersen, T., Chao, J., Swanson, N., 2008. Instrumental variable estimation with heteroscedasticity and many instruments. Working Paper.
    • (2008) Working Paper
    • Hausman, J.1    Newey, W.2    Woutersen, T.3    Chao, J.4    Swanson, N.5
  • 19
  • 20
    • 0003559593 scopus 로고    scopus 로고
    • Cambridge University Press Cambridge
    • C. Hsiao Analysis of Panel Data 2003 Cambridge University Press Cambridge
    • (2003) Analysis of Panel Data
    • Hsiao, C.1
  • 22
    • 0032373368 scopus 로고    scopus 로고
    • A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbance
    • H.H. Kelejian, and I.R. Prucha A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbance Journal of Real Estate Finance and Economics 17 1998 99 121
    • (1998) Journal of Real Estate Finance and Economics , vol.17 , pp. 99-121
    • Kelejian, H.H.1    Prucha, I.R.2
  • 23
    • 0346942395 scopus 로고    scopus 로고
    • A generalized moments estimator for the autoregressive parameter in a spatial model
    • H.H. Kelejian, and I.R. Prucha A generalized moments estimator for the autoregressive parameter in a spatial model International Economic Review 40 1999 509 533
    • (1999) International Economic Review , vol.40 , pp. 509-533
    • Kelejian, H.H.1    Prucha, I.R.2
  • 24
    • 0001566986 scopus 로고    scopus 로고
    • On the asymptotic distribution of the Moran i test statistic with applications
    • H.H. Kelejian, and I.R. Prucha On the asymptotic distribution of the Moran I test statistic with applications Journal of Econometrics 104 2001 219 257
    • (2001) Journal of Econometrics , vol.104 , pp. 219-257
    • Kelejian, H.H.1    Prucha, I.R.2
  • 25
    • 77951130338 scopus 로고    scopus 로고
    • Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
    • Department of Economics, University of Maryland
    • Kelejian, H.H., Prucha, I.R., 2007. Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances. Working Paper. Department of Economics, University of Maryland.
    • (2007) Working Paper
    • Kelejian, H.H.1    Prucha, I.R.2
  • 26
    • 0002424976 scopus 로고
    • Spatial correlation: A suggested alternative to autoregressive models
    • H.H. Kelejian, and D.P. Robinson Spatial correlation: a suggested alternative to autoregressive models L. Anselin, R. Florax, New Directions in Spatial Econometrics 1995 Springer Berlin
    • (1995) New Directions in Spatial Econometrics
    • Kelejian, H.H.1    Robinson, D.P.2
  • 27
    • 0001099021 scopus 로고    scopus 로고
    • The incidental parameter problem since 1948
    • T. Lancaster The incidental parameter problem since 1948 Journal of Econometrics 95 2000 391 413
    • (2000) Journal of Econometrics , vol.95 , pp. 391-413
    • Lancaster, T.1
  • 28
    • 0036004259 scopus 로고    scopus 로고
    • Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models
    • L.F. Lee Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models Econometric Theory 18 2002 252 277
    • (2002) Econometric Theory , vol.18 , pp. 252-277
    • Lee, L.F.1
  • 29
    • 1542393434 scopus 로고    scopus 로고
    • Best spatial two-stage least squares estimators for a spatial autoregressive model with autoregressive disturbances
    • L.F. Lee Best spatial two-stage least squares estimators for a spatial autoregressive model with autoregressive disturbances Econometric Reviews 22 2003 307 335
    • (2003) Econometric Reviews , vol.22 , pp. 307-335
    • Lee, L.F.1
  • 30
    • 8344266845 scopus 로고    scopus 로고
    • Asymptotic distributions of quasi-maximum likelihood estimators for spatial econometric models
    • L.F. Lee Asymptotic distributions of quasi-maximum likelihood estimators for spatial econometric models Econometrica 72 2004 1899 1926
    • (2004) Econometrica , vol.72 , pp. 1899-1926
    • Lee, L.F.1
  • 31
    • 33847203590 scopus 로고    scopus 로고
    • GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
    • L.F. Lee GMM and 2SLS estimation of mixed regressive, spatial autoregressive models Journal of Econometrics 137 2007 489 514
    • (2007) Journal of Econometrics , vol.137 , pp. 489-514
    • Lee, L.F.1
  • 32
    • 34547661964 scopus 로고    scopus 로고
    • Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
    • L.F. Lee Identification and estimation of econometric models with group interactions, contextual factors and fixed effects Journal of Econometrics 140 2007 333 374
    • (2007) Journal of Econometrics , vol.140 , pp. 333-374
    • Lee, L.F.1
  • 33
    • 34547527852 scopus 로고    scopus 로고
    • The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
    • L.F. Lee The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models Journal of Econometrics 140 2007 155 189
    • (2007) Journal of Econometrics , vol.140 , pp. 155-189
    • Lee, L.F.1
  • 34
    • 77951095361 scopus 로고    scopus 로고
    • Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
    • L.F. Lee, and X. Liu Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances Econometric Theory 26 2010 187 230
    • (2010) Econometric Theory , vol.26 , pp. 187-230
    • Lee, L.F.1    Liu, X.2
  • 35
    • 77953804753 scopus 로고    scopus 로고
    • Specification and estimation of social interaction models with network structures
    • L.F. Lee, X. Liu, and X. Lin Specification and estimation of social interaction models with network structures The Econometrics Journal 13 2010 145 176
    • (2010) The Econometrics Journal , vol.13 , pp. 145-176
    • Lee, L.F.1    Liu, X.2    Lin, X.3
  • 36
    • 77956500683 scopus 로고    scopus 로고
    • Near unit root in the spatial autoregressive model
    • Ohio State University
    • Lee, L.F., Yu, J., 2009. Near unit root in the spatial autoregressive model. Working Paper. Ohio State University.
    • (2009) Working Paper
    • Lee, L.F.1    Yu, J.2
  • 38
    • 77956501874 scopus 로고    scopus 로고
    • GMM estimation of spatial autoregressive models with unknown heteroskedasticity
    • X. Lin, and L.F. Lee GMM estimation of spatial autoregressive models with unknown heteroskedasticity Journal of Econometrics 157 2010 34 52
    • (2010) Journal of Econometrics , vol.157 , pp. 34-52
    • Lin, X.1    Lee, L.F.2
  • 39
    • 77956554602 scopus 로고    scopus 로고
    • An efficient GMM estimator of spatial autoregressive models
    • Department of Economics, University of Colorado at Boulder
    • Liu, X., Lee, L.F., Bollinger, C., 2009. An efficient GMM estimator of spatial autoregressive models. Working Paper. Department of Economics, University of Colorado at Boulder.
    • (2009) Working Paper
    • Liu, X.1    Lee, L.F.2    Bollinger, C.3
  • 40
    • 84960575613 scopus 로고
    • Identification of endogenous social effects: The reflection problem
    • C.F. Manski Identification of endogenous social effects: the reflection problem The Review of Economic Studies 60 1993 531 542
    • (1993) The Review of Economic Studies , vol.60 , pp. 531-542
    • Manski, C.F.1
  • 41
    • 0003347775 scopus 로고    scopus 로고
    • Policy interventions, low-level equilibria, and social interactions
    • R.A. Moffitt Policy interventions, low-level equilibria, and social interactions S.N. Durlauf, H.P. Young, Social Dynamics 2001 MIT Press Cambridge
    • (2001) Social Dynamics
    • Moffitt, R.A.1
  • 42
    • 0001831031 scopus 로고
    • Consistent estimates based on partially consistent observations
    • J. Neyman, and E.L. Scott Consistent estimates based on partially consistent observations Econometrica 16 1948 1 32
    • (1948) Econometrica , vol.16 , pp. 1-32
    • Neyman, J.1    Scott, E.L.2
  • 43
    • 77951142680 scopus 로고    scopus 로고
    • Many instruments asymptotic approximations under nonnormal error distributions
    • M. van Hasselt Many instruments asymptotic approximations under nonnormal error distributions Econometric Theory 26 2010 633 645
    • (2010) Econometric Theory , vol.26 , pp. 633-645
    • Van Hasselt, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.