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2023
- handle: 10670/1.9er27k
- hal: hal-04164668
- ARXIV: 2008.07886
- doi: 10.1016/j.jeconom.2022.10.004
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info:eu-repo/semantics/altIdentifier/arxiv/2008.07886
Ce document est lié à :
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jeconom.2022.10.004
info:eu-repo/semantics/OpenAccess
Mots-clés
Instrumental variable Linear-in-means model Network Self-selection C - Mathematical and Quantitative Methods/C.C3 - Multiple or Simultaneous Equation Models • Multiple Variables/C.C3.C31 - Cross-Sectional Models • Spatial Models • Treatment Effect Models • Quantile Regressions • Social Interaction Models C - Mathematical and Quantitative Methods/C.C3 - Multiple or Simultaneous Equation Models • Multiple Variables/C.C3.C36 - Instrumental Variables (IV) EstimationCiter ce document
Koen Jochmans, « Peer effects and endogenous social interactions », HAL-SHS : économie et finance, ID : 10.1016/j.jeconom.2022.10.004
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Résumé
This paper proposes a solution to the problem of the self-selection of peers in the linear-in-means model. We do not require to specify a model for how the selection of peers comes about. Rather, we exploit two restrictions that are inherent in many such specifications to construct conditional moment conditions. The restrictions in question are that link decisions that involve a given individual are not all independent of one another, but that they are independent of the link decisions made between other pairs of individuals that are located sufficiently far away in the network. These conditions imply that instrumental variables can be constructed from leave-own-out networks.