Del 42 - Advances in Econometrics

Econometrics of Networks

Inbunden, Engelska, 2020

AvÁureo de Paula,Elie Tamer,Marcel-Cristian Voia,UK) de Paula, Aureo (University College London,USA) Tamer, Elie (Harvard University,France) Voia, Marcel-Cristian (University of Orleans

1 839 kr

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This volume in Advances in Econometrics showcases fresh methodological and empirical research on the econometrics of networks. Comprising both theoretical, empirical and policy papers, the authors bring together a wide range of perspectives to facilitate a dialogue between academics and practitioners for better understanding this groundbreaking field and its role in policy discussions. This edited collection includes thirteen chapters which covers various topics such as identification of network models, network formation, networks and spatial econometrics and applications of financial networks. Readers can also learn about network models with different types of interactions, sample selection in social networks, trade networks, stochastic dynamic programming in space, spatial panels, survival and networks, financial contagion, spillover effects, interconnectedness on consumer credit markets and a financial risk meter. The topics covered in the book, centered on the econometrics of data and models, are a valuable resource for graduate students and researchers in the field. The collection is also useful for industry professionals and data scientists due its focus on theoretical and applied works.

Produktinformation

Utgivningsdatum2020-10-19
Mått152 x 229 x 24 mm
Vikt669 g
FormatInbunden
SpråkEngelska
SerieAdvances in Econometrics
Antal sidor392
FörlagEmerald Publishing Limited
ISBN9781838675769

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Mikroekonomi inom Ekonomi och Ledarskap

Áureo de Paula is Professor of Economics at University College London, UK. Professor de Paula's research focuses on the intersection of applied economic theory, econometrics, and empirical microeconomics. Elie Tamer is the Louis Berkman Professor of Economics at Harvard University, USA. His work centers on econometrics and empirical industrial organization. Marcel-Cristian Voia is Professor of Economics at University of Orléans, France. His work centers on econometrics and its applications in the fields of industrial organization, banking, labor, political science and environment.

Section 1: Identification of Network ModelsChapter 1. Identification and Estimation of Network Models with Different Between and Within-type Interactions; Tiziano Arduini, Eleonora Patacchini and Edoardo RainoneChapter 2. Identification Methods for Social Interactions Models with Unknown Networks; Hon Ho KwokChapter 3. Snowball Sampling and Sample Selection in a Social Network; TszKin Julian ChanSection 2: Network FormationChapter 4. Trade Networks and the Strength of Strong Ties; Aureo de PaulaChapter 5. Application and Computation of a Flexible Class of Network Formation Models; Seth Richards-ShubikSection 3: Networks and Spatial EconometricsChapter 6. Implementing Faustmann–Marshall–Pressler at Scale: Stochastic Dynamic Programming in Space; Harry J. Paarsch and John Rust Chapter 7. A Spatial Panel Model of Bank Branches in Canada; Heng Chen and Matthew StrathearnChapter 8. Full-information Bayesian Estimation of Cross-sectional Sample Selection Models; Sophia Ding and Peter EggerChapter 9. Survival Analysis of Banknote Circulation: Fitness, Network Structure, and Machine Learning; Diego Rojas, Juan Estrada, Kim Pl Huynh and David T. Jacho-ChavezSection 4: Applications of Financial NetworksChapter 10. Financial Contagion in Cross-holdings Networks: The Case of Ecuador; Pablo Estrada and Leonardo Sanchez-AragonChapter 11. Estimating Spillover Effects with Bilateral Outcomes; Edoardo RainoneChapter 12. Interconnectedness through the Lens of Consumer Credit Markets; Anson T.Y. HoChapter 13. FRM Financial Risk Meter; Andrija Mihoci, Michael Althof, Cathy Yi-Hsuan Chen and Wolfgang Karl Hardle

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