报告题目：Estimation of a Binary Choice Game Model with Network Links

报告人：Xingbai XU（许杏柏），厦门大学王亚南经济研究院、经济学院助理教授

报告地点：三教102会议室

报告时间：2016年11月25日（星期五）下午13：00-15：00

主持人：吴玉鸣 教授

邀请部门：经济学系、城市与区域分析实验室

报告摘要：

This paper studies a binary choice game model with network links, where the network peer effects are non-negative, and there might be only one or few networks in the sample. The model might have multiple Nash equilibria. We assume that the maximum Nash equilibrium, which always exists and is strongly coalition-proof and Pareto optimal, is selected. We investigate a simulated moment method for estimation. The challenging econometric issues are the possible correlation among all dependent variables in a network setting and the discontinuous functional form of our simulated moments. We overcome these challenges via the empirical process theory and derive the spatial near-epoch dependence (NED) of the dependent variable. We establish a criterion for an NED random field to be stochastically equicontinuous and we apply it to develop the consistency and asymptotic normality of the estimator. We examine computational issues and finite sample properties of the simulated moment method by some Monte Carlo experiments.

 

报告人简介：

许杏柏（Xingbai XU），厦门大学王亚南经济研究院、经济学院助理教授。2008年获清华大学数理基础科学学士学位，2010和2011分别获北京大学和俄亥俄州立大学经济学硕士学位，2016年获俄亥俄州立大学经济学博士学位。主要从事空间计量经济学、社交网络及城市与区域经济学研究，在计量经济学顶级期刊Journal of Econometrics发表空间计量经济学理论研究方面的论文2篇。