The Econometrics of networks

This volume in Advances in Econometrics showcases fresh methodological and empirical research on the econometrics of networks. Comprising both theoretical, empirical and policy papers, the authors bring together a wide range of perspectives to facilitate a dialogue between academics and practitioner...

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Bibliographic Details
Other Authors Paula, Áureo de (Editor), Tamer, Elie (Editor), Voia, Marcel-Cristian (Editor)
Format Electronic eBook
LanguageEnglish
Published Bingley, U.K. : Emerald Publishing Limited, 2020.
SeriesAdvances in econometrics ; 42.
Subjects
Econometric models.
Econometrics.
elektronické knihy
electronic books
Online AccessFull text
ISBN9781838675776
9781838675752
DOI10.1108/s0731-9053202042
Physical Description1 online resource (496 pages)

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Table of Contents:
  • Section 1: Identification of network models
  • Chapter 1: Identification and estimation of network models with different between and within-type interactions; Tiziano Arduini, Eleonora Patacchini and Edoardo Rainone
  • Chapter 2: Identification methods for social interactions models with unknown networks; Hon Ho Kwok
  • Chapter 3: Snowball sampling and sample selection in a social network; TszKin Julian Chan
  • Section 2: Network formation
  • Chapter 4: Trade networks and the strength of strong ties; Aureo de Paula
  • Chapter 5: Application and computation of a flexible class of network formation models; Seth Richards-Shubik
  • Section 3: Networks and spatial econometrics
  • Chapter 6: Implementing Faustmann-Marshall-Pressler at scale: stochastic dynamic programming in space; Harry J. Paarsch and John Rust
  • Chapter 7: A spatial panel model of bank branches in Canada; Heng Chen and Matthew Strathearn
  • Chapter 8: Full-information Bayesian estimation of cross-sectional sample selection models; Sophia Ding and Peter Egger
  • Chapter 9: Survival analysis of banknote circulation: fitness, network structure, and machine learning; Diego Rojas, Juan Estrada, Kim Pl Huynh and David T. Jacho-Chavez
  • Section 4: Applications of financial networks
  • Chapter 10: Financial contagion in cross-holdings networks: the case of Ecuador; Pablo Estrada and Leonardo Sanchez-Aragon
  • Chapter 11: Estimating spillover effects with bilateral outcomes; Edoardo Rainone
  • Chapter 12: Interconnectedness through the lens of consumer credit markets; Anson T.Y. Ho
  • Chapter 13: FRM financial risk meter; Andrija Mihoci, Michael Althof, Cathy Yi-Hsuan Chen and Wolfgang Karl Hardle.

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