In this study, we consider cross-sectional interaction models including spatial autoregressive models and peer effects models as special cases. Our model allows the endogenous effect---the effect of others' outcomes on one's own outcome--- to be nonlinear and nonparametric. For the model...

In this study, we consider linear social interaction models under incomplete information that allow for missing outcome data due to sample selection. For model estimation, assuming that each individual forms his/her belief about the other members' outcomes based on heterogeneous rational...

We empirically assess the treatment effects of a place-based policy in Japan and propose socially desirable and practically feasible treatment assignment rules for the program. To account for the heterogeneity of treatment effects, we estimate the conditional average treatment effect for each...

In this paper, we consider sieve instrumental variable quantile regression (IVQR) estimation of functional coefficient models where the coefficients of endogenous regressors are unknown functions of some exogenous covariates. We approximate the unknown functional coefficients by some basis...

This study proposes the use of semiparametric varying-coefficient methods to estimate the preference heterogeneity within stated choice data. Semiparametric varying-coefficient methods have the potential to overcome the disadvantages of conventional random parameter models and latent class...

In this paper, we consider sieve instrumental variable quantile regression (IVQR) estimation of functional coefficient models where the coefficients of endogenous regressors are unknown functions of some exogenous covariates. We approximate the unknown functional coefficients by some basis...