Identification and Estimation of a Semiparametric Logit Model using Network Data

• Tác giả: Brice Romuald Gueyap Kounga
• Ngôn ngữ: eng
• Ký hiệu phân loại: 003.1 System identification
• Thông tin xuất bản: 2023
• Bộ sưu tập: Metadata
• ID: 198319

Tóm tắt

This paper studies the identification and estimation of a semiparametric binary network model in which the unobserved social characteristic is endogenous, that is, the unobserved individual characteristic influences both the binary outcome of interest and how links are formed within the network. The exact functional form of the latent social characteristic is not known. The proposed estimators are obtained based on matching pairs of agents whose network formation distributions are the same. The consistency and the asymptotic distribution of the estimators are proposed. The finite sample properties of the proposed estimators in a Monte-Carlo simulation are assessed. We conclude this study with an empirical application.