A Panel Data Model With Generalized Higher-order Network Effects
dc.contributor.author
Baltagi, Badi H.
dc.contributor.author
Ding, Sophia
dc.contributor.author
Egger, Peter
dc.contributor.editor
Chudik, Alexander
dc.contributor.editor
Hsiao, Cheng
dc.contributor.editor
Timmermann, Allan
dc.date.accessioned
2023-03-27T14:07:14Z
dc.date.available
2023-01-24T11:34:30Z
dc.date.available
2023-03-27T14:07:14Z
dc.date.issued
2022-01
dc.identifier.isbn
978-1-80262-066-5
en_US
dc.identifier.isbn
978-1-80262-065-8
en_US
dc.identifier.issn
0731-9053
dc.identifier.other
10.1108/S0731-90532021000043B002
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/594446
dc.description.abstract
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.
en_US
dc.language.iso
en
en_US
dc.publisher
Emerald
en_US
dc.subject
Spatial and network interdependence
en_US
dc.subject
Panel data
en_US
dc.subject
Higher-order network effects
en_US
dc.subject
Random effects
en_US
dc.subject
Error components
en_US
dc.subject
Maximum-likelihood estimation
en_US
dc.title
A Panel Data Model With Generalized Higher-order Network Effects
en_US
dc.type
Book Chapter
ethz.book.title
Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
en_US
ethz.journal.title
Advances in Econometrics
ethz.journal.volume
43B
en_US
ethz.journal.abbreviated
Adv. Econom.
ethz.pages.start
9
en_US
ethz.pages.end
35
en_US
ethz.publication.place
Bingley
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03840 - Egger, Peter / Egger, Peter
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03840 - Egger, Peter / Egger, Peter
en_US
ethz.date.deposited
2023-01-24T11:34:30Z
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2023-03-27T14:07:15Z
ethz.rosetta.lastUpdated
2023-03-27T14:07:15Z
ethz.rosetta.versionExported
true
ethz.COinS
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Book Chapter [9457]