【主讲】Hon Ho Kwok (Hongkong University)
【主题】Identification Methods for Social Interactions Models with Unknown Networks
【时间】2016年5月23日 (周一) 15:30-17:00
【地点】上海财经大学经济学院楼701室
【语言】英文
【摘要】This paper develops identification methods for social interactions models with unknown networks. The methods are based on change of basis and matrix triangularization. There are three situations. First, the samples span R^n. Second, the samples span a proper subspace of R^n. Third, the models have multiple equilibria; for models having multiple equilibria, an equilibrium exists only in a proper subspace of R^n. In the last two situations, the samples are in a lower dimensional subspace. The methods represent samples with respect to a basis of the subspace, identify submatrices in reduced forms, and hence identify parameters, network matrices, or both
