EXACT LIKELIHOOD INFERENCE IN GROUP INTERACTION NETWORK MODELS
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Publication:4637612
DOI10.1017/S0266466616000505zbMath1441.62731OpenAlexW2468927186MaRDI QIDQ4637612
Federico Martellosio, Grant Hillier
Publication date: 25 April 2018
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466616000505
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 (5)
Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference ⋮ An estimation approach for the influential-imitator diffusion ⋮ ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES ⋮ Adjusted QMLE for the spatial autoregressive parameter ⋮ A robust test for network generated dependence
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