Social Threshold Regression
Journal of econometrics(2023)
摘要
This paper develops a threshold social interaction model which introduces group-specific endogenous effects as well as contextual effects into a conventional spatial Durbin model. We propose a two-step GMM estimator for the threshold and regression parameters, derive asymptotic theory, and provide bootstrap inference. Finally, we assess the performance of our methods using a Monte Carlo simulation and provide an empirical application on the role of peer effects on student academic achievement using Add Health data.
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关键词
Social interactions,Social networks,Spatial autoregression,Threshold regression
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