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Found 6 papers, 3 papers with code
Scenario Sampling for Large Supermodular Games
This paper introduces a simulation algorithm for evaluating the log-likelihood function of a large supermodular binary-action game.
Identification in a Binary Choice Panel Data Model with a Predetermined Covariate
The choice model is indexed by a scalar parameter $\theta$, whereas the distribution of unit-specific heterogeneity, as well as the feedback process that maps lagged outcomes into future covariate realizations, are left unrestricted.
Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression
Second, we calculate (i) pointwise and (ii) uniform convergence rates for the dyadic analog of the familiar Nadaraya-Watson (NW) kernel regression estimator.
Statistics Theory Econometrics Statistics Theory 62G08, 49K35, 91D30
Sparse network asymptotics for logistic regression
Under sparse network asymptotics, the first and last terms in an extended Hoeffding-type variance decomposition of the score of the logit composite log-likelihood are of equal order.
An optimal test for strategic interaction in social and economic network formation between heterogeneous agents
We show how to test the null with power optimized in specific directions.
Testing for Externalities in Network Formation Using Simulation
We discuss a simplified version of the testing problem considered by Pelican and Graham (2019): testing for interdependencies in preferences over links among N (possibly heterogeneous) agents in a network.
Methodology Econometrics 90B15, 91D30, 62G10
