Sophia Ding

Last Name

Ding

First Name

Sophia

ORCID

0000-0001-5118-3802

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Publications 1 - 6 of 6

A Panel Data Approach For Spatial and Network Selection Models
Ding, Sophia; Egger, Peter (2018)
A Panel Data Approach For Spatial and Network Selection Models
Ding, Sophia; Egger, Peter (2018)
Selection Models in the Presence of Networks: Theory and Application for Panel Data
Ding, Sophia (2019)
Full-information Bayesian Estimation of Cross-sectional Sample Selection Models
Ding, Sophia; Egger, Peter (2020)
Advances in Econometrics ~ The Econometrics of Networks
This chapter proposes an approach toward the estimation of cross-sectional sample selection models, where the shocks on the units of observation feature some interdependence through spatial or network autocorrelation. In particular, this chapter improves on prior Bayesian work on this subject by proposing a modified approach toward sampling the multivariate-truncated, cross-sectionally dependent latent variable of the selection equation. This chapter outlines the model and implementation approach and provides simulation results documenting the better performance of the proposed approach relative to existing ones.
A Panel Data Model With Generalized Higher-order Network Effects
Baltagi, Badi H.; Ding, Sophia; Egger, Peter (2022)
Advances in Econometrics ~ Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
Many data situations require the consideration of network effects among the cross-sectional units of observation. In this chapter, the authors present a generalized panel model which accounts for two features: (i) network effects present through weighted dependent variables as regressors, exogenous variables, as well as the error components, and (ii) higher-order network effects due to ex ante unknown network decay functions or the presence of multiplex (multi-layer) networks among all of those. The authors outline the model, the basic assumptions, and present simulation results.
A Panel Data Approach For Spatial and Network Selection Models
Ding, Sophia; Egger, Peter (2018)

Publications 1 - 6 of 6

Sophia Ding

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