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dc.contributor.author
Drukker, David M.
dc.contributor.author
Egger, Peter
dc.contributor.author
Prucha, Ingmar R.
dc.date.accessioned
2024-02-21T15:32:44Z
dc.date.available
2024-02-21T15:32:44Z
dc.date.issued
2023-12
dc.identifier.issn
0266-4666
dc.identifier.issn
1469-4360
dc.identifier.other
10.1017/S026646662200007X
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/660984
dc.identifier.doi
10.3929/ethz-b-000649566
dc.description.abstract
This paper develops an estimation methodology for network data generated from a system of simultaneous equations, which allows for network interdependencies via spatial lags in the endogenous and exogenous variables, as well as in the disturbances. By allowing for higher-order spatial lags, our specification provides important flexibility in modeling network interactions. The estimation methodology builds, among others, on the two-step generalized method of moments estimation approach introduced in Kelejian and Prucha (1998, Journal of Real Estate Finance and Economics 17, 99–121; 1999, International Economic Review 40, 509–533; 2004, Journal of Econometrics 118, 27–50). The paper considers limited and full information estimators, and one- and two-step estimators, and establishes their asymptotic properties. In contrast to some of the earlier two-step estimation literature, our asymptotic results facilitate joint tests for the absence of all forms of network spillovers.
en_US
dc.format
application/pdf
en_US
dc.language.iso
en
en_US
dc.publisher
Cambridge University Press
en_US
dc.rights.uri
http://creativecommons.org/licenses/by/4.0/
dc.title
Simultaneous Equations Models with Higher-Order Spatial or Social Network Interactions
en_US
dc.type
Journal Article
dc.rights.license
Creative Commons Attribution 4.0 International
dc.date.published
2023-03-28
ethz.journal.title
Econometric Theory
ethz.journal.volume
39
en_US
ethz.journal.issue
6
en_US
ethz.journal.abbreviated
Econom. theory
ethz.pages.start
1154
en_US
ethz.pages.end
1201
en_US
ethz.version.deposit
publishedVersion
en_US
ethz.identifier.scopus
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
2023-12-25T13:08:18Z
ethz.source
SCOPUS
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Open access
en_US
ethz.rosetta.installDate
2024-02-21T15:32:47Z
ethz.rosetta.lastUpdated
2024-02-21T15:32:47Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
dc.identifier.olduri
http://hdl.handle.net/20.500.11850/649566
dc.identifier.olduri
http://hdl.handle.net/20.500.11850/655151
ethz.COinS
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