Showing 11 - 20 of 22
We develop a methodology for proving central limit theorems in network models with strategic interactions and homophilous agents. We consider an asymptotic framework in which the size of the network tends to infinity, which is useful for inference in the typical setting in which the sample...
Persistent link: https://www.econbiz.de/10012849444
This paper studies causal inference in randomized experiments under network interference. Commonly used models of interference posit that treatments assigned to alters beyond a certain network distance from the ego have no effect on the ego's response. However, this assumption is violated in...
Persistent link: https://www.econbiz.de/10012847000
Counterfactual policy evaluation often requires computation of game-theoretic equilibria. We provide new algorithms for computing pure-strategy Nash equilibria of games on networks with finite action spaces. The algorithms exploit the fact that many agents may be endowed with types such that a...
Persistent link: https://www.econbiz.de/10012848647
Persistent link: https://www.econbiz.de/10013441728
This paper studies inference in models of discrete choice with social interactions when the data consists of a single large network. We provide theoretical justification for the use of spatial and network HAC variance estimators in applied work, the latter constructed by using network path...
Persistent link: https://www.econbiz.de/10012863729
This paper studies the dependence structure of sparse networks realized according to a strategic model of network formation with homophilous agents. We argue that equilibrium selection and chains of indirect dependence generated by strategic interactions are the main drivers of network...
Persistent link: https://www.econbiz.de/10012903975
We model network formation as a simultaneous game of incomplete information, allowing linking decisions to depend on the structure of the network as well as the attributes of agents. When the data is rationalized by a symmetric equilibrium, meaning observationally equivalent agents choose the...
Persistent link: https://www.econbiz.de/10013035694
We study nonparametric and regression estimators of treatment and spillover effects when interference is mediated by a network. Inference is nonstandard due to dependence induced by treatment spillovers and network correlated effects. We derive restrictions on the network degree distribution...
Persistent link: https://www.econbiz.de/10014128233
We develop inference procedures robust to general forms of weak dependence. The procedures use test statistics constructed by resampling data in a manner that does not depend on the unknown correlation structure of the data. We prove that the statistics are asymptotically normal under the weak...
Persistent link: https://www.econbiz.de/10014034120
Network data commonly consists of observations on a single large network. Accordingly, researchers often partition the network into clusters in order to apply cluster-robust inference methods. All existing such methods require clusters to be asymptotically independent. We show that for this...
Persistent link: https://www.econbiz.de/10013237496