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Diffusion and contagion in networks with heterogeneous agents and homophily

JACKSON, Matthew O.; LOPEZ-PINTADO, Dunia - Center for Operations Research and Econometrics (CORE), … - 2012

We study how a behavior (an idea, buying a product, having a disease, adopting a cultural fad or a technology) spreads among agents in an a social network that exhibits segregation or homophily (the tendency of agents to associate with others similar to themselves). Individuals are distinguished...

Persistent link: https://www.econbiz.de/10010927693

Forecasting exchange rates: a robust regression approach

PREMINGER, Arie; FRANCK, Raphael - Center for Operations Research and Econometrics (CORE), … - 2005

The least squares estimation method as well as other ordinary estimation method for regression models can be severely affected by a small number of outliers, thus providing poor out-of-sample forecasts. This paper suggests a robust regression approach,based on the S-estimation method, to...

Persistent link: https://www.econbiz.de/10005008478

On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural network...

HOOGERHEIDE, Lennart F.; KAASHOEK, Johan F.; DIJK, … - Center for Operations Research and Econometrics (CORE), … - 2005

may exhibit rather non-elliptical contours in the parameter space. This may seriously affect inference based on Bayesian …

Persistent link: https://www.econbiz.de/10005043139

Simulation based Bayesian econometric inference: principles and some recent computational advances

HOOGERHEIDE, Lennart F.; DIJK, Herman K. VAN; OEST, … - Center for Operations Research and Econometrics (CORE), … - 2007

In this paper we discuss several aspects of simulation based Bayesian econometric inference. We start at an elementary … inference. Next, the most popular and well-known simulation techniques are discussed, the MetropolisHastings algorithm and Gibbs …

Persistent link: https://www.econbiz.de/10005043475

Trade integration and trade imbalances in the European Union: a network perspective

KRINGS, Gautier M.; CARPANTIER, Jean-François; … - Center for Operations Research and Econometrics (CORE), … - 2013

We study the ever more integrated and ever more unbalanced trade relationships between European countries. To better capture the complexity of economic networks, we propose two global measures that assess the trade integration and the trade imbalances of the European countries. These measures...

Persistent link: https://www.econbiz.de/10010735618

Subscription Mechanisms for Network Formation.

Mutuswami, S.; Winter, E. - Center for Operations Research and Econometrics (CORE), … - 2000

We analyze a model of network formation where the costs of forming links are publicly known but an individual's benefits are not know to the social planner. The objective is to design a mechanism which not only ensures that an efficient network always forms in equilibrium but also ensures that...

Persistent link: https://www.econbiz.de/10005634161

Stable Dynamics in Transportation Systems.

Nesterov, Y.; Palma, A. - Center for Operations Research and Econometrics (CORE), … - 2000

We present a new class of transportation systems, the stable dynamics models, which provides a natural link between the static and dynamic traffic network models. They can be seen as steady states of dynamic networks (flows are constant in time). These models turn out to be very easy to study...

Persistent link: https://www.econbiz.de/10005669352

Bootstrap Estimation for Nonparametric Efficiency Estimates

WILSON, Paul; SIMAR, Leopold - Center for Operations Research and Econometrics (CORE), … - 1995

bootstrap procedure also corrects for bias inherent in non parametric efficiency estimators. …This paper develops a consistent bootstrap estimation procedure to obtain confidence intervals for nonparametric … measures of productive efficiency. Although the methodology is illustrated in terms of technical efficiency measured by output …

Persistent link: https://www.econbiz.de/10005042969

A nonparametric copula based test for conditional independence with applications to Granger causality

BOUEZMARNI, Taoufik; ROMBOUTS, Jeroen; TAAMOUTI, Abderrahim - Center for Operations Research and Econometrics (CORE), … - 2009

Persistent link: https://www.econbiz.de/10008550166

Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration

SILVESTRINI, Andrea - Center for Operations Research and Econometrics (CORE), … - 2007

perform the preliminary unit roots analysis and the selection of the cointegration rank using parametric and bootstrap … procedures. In the second step we apply Bayesian inference to the estimation of the cointegrating vector and of the adjustment … parameters. In this way, we experiment the usefulness of Bayesian inference in precisely assessing the magnitude of the …

Persistent link: https://www.econbiz.de/10005043105