Multivariate spatial autoregressive model for large scale social networks

DOI10.1016/j.jeconom.2018.11.018zbMath1456.62229OpenAlexW2983516252WikidataQ126791692 ScholiaQ126791692MaRDI QIDQ2182147

Rui Pan, Xuening Zhu, Hansheng Wang, Danyang Huang

Publication date: 21 May 2020

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.11.018

zbMATH Keywords

least squares estimatorsocial networkquasi maximum likelihood estimatormultivariate responsesnetwork autoregression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Social networks; opinion dynamics (91D30)

Related Items (16)

Network Influence Analysis ⋮ Bootstrap inference for network vector autoregression in large-scale social network ⋮ Likelihood theory for the graph Ornstein-Uhlenbeck process ⋮ Polynomial network autoregressive models with divergent orders ⋮ A distributed community detection algorithm for large scale networks under stochastic block models ⋮ Network Functional Varying Coefficient Model ⋮ Estimating flow data models of international trade: dual gravity and spatial interactions ⋮ Scalable interpretable learning for multi-response error-in-variables regression ⋮ Subnetwork estimation for spatial autoregressive models in large-scale networks ⋮ Distributed estimation and inference for spatial autoregression model with large scale networks ⋮ Crawling subsampling for multivariate spatial autoregression model in large-scale networks ⋮ Parallel integrative learning for large-scale multi-response regression with incomplete outcomes ⋮ A blockwise network autoregressive model with application for fraud detection ⋮ Grouped spatial autoregressive model ⋮ Efficient closed-form estimation of large spatial autoregressions ⋮ A spatial panel quantile model with unobserved heterogeneity

Uses Software

• Arc_Mat
• spBayes
• plfit

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