Identification Methods for Social Interaction Models with Unknown Networks
2016/02/26
研討會日期 : 2016-02-26
時間 : 10:30
主講人 : Professor Hon-Ho Kwok
主持人 : Professor Chu-An Liu
地點 : Conference Room B110
演講者簡介 : Professor Kwok received his Ph.D. in economics from the University of Wisconsin-Madison. He is currently an Assistant Professor at The University of Hong Kong. His research focuses on econometrics and macroeconomics.
演講摘要 : This paper provides an identification analysis of linear social interaction models with unknown exogenous networks and proposes two methods. The first method applies matrix triangularization technique in linear algebra. The second method interprets linear social interaction models as simultaneous equation systems and adopts the ideas in the literature of simultaneous equation system identification. The first method is better for models with group-specific fixed effects. The second one is better for models with distinct networks for endogenous and exogenous effects.
