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Identification and inference of network formation games with misclassified links
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Candelaria, Luis E. and Ura, Takuya (2023) Identification and inference of network formation games with misclassified links. Journal of Econometrics, 235 (2). pp. 862-891. doi:10.1016/j.jeconom.2022.07.007 ISSN 0304-4076.
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Official URL: https://doi.org/10.1016/j.jeconom.2022.07.007
Abstract
This paper considers a network formation model when links are potentially misclassified. We focus on a game-theoretical model of strategic network formation with incomplete information, in which the linking decisions depend on agents’ exogenous attributes and endogenous network characteristics. In the presence of link misclassification, we derive moment conditions that characterize the identified set for the preference parameters associated with homophily and network externalities. Based on the moment equality conditions, we provide an inference method that is asymptotically valid when a single network of many agents is observed. Finally, we apply our misclassification-robust method to study the preference parameters of a lending network in rural villages in southern India.
Item Type: | Journal Article | ||||||||
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Subjects: | H Social Sciences > HB Economic Theory Q Science > QA Mathematics |
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Divisions: | Faculty of Social Sciences > Economics | ||||||||
Library of Congress Subject Headings (LCSH): | Econometrics, Economics, Mathematical, Social networks -- Economic aspects | ||||||||
Journal or Publication Title: | Journal of Econometrics | ||||||||
Publisher: | Elsevier | ||||||||
ISSN: | 0304-4076 | ||||||||
Official Date: | August 2023 | ||||||||
Dates: |
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Volume: | 235 | ||||||||
Number: | 2 | ||||||||
Page Range: | pp. 862-891 | ||||||||
DOI: | 10.1016/j.jeconom.2022.07.007 | ||||||||
Status: | Peer Reviewed | ||||||||
Publication Status: | Published | ||||||||
Access rights to Published version: | Open Access (Creative Commons) | ||||||||
Date of first compliant deposit: | 15 July 2022 | ||||||||
Date of first compliant Open Access: | 10 October 2022 | ||||||||
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