This paper considers the specification and estimation of social interaction models with network structures and the presence of endogenous, contextual and correlated effects. With macro group settings, group-specific fixed effects are also incorporated in the model. The network structure provides...

With long time series for dynamic discrete choice panel models, the Geweke--Hajivassiliou--Keane sampler has been observed to have large biases and root-mean-square errors. The Richard--Zhang accelerated importance sampler is extended for the simulation estimation of such models. It is...