Author : Peter Toth
Publisher :
ISBN 13 :
Total Pages : 33 pages
Book Rating : 4.:/5 (13 download)
Book Synopsis Nonparametric Identification and Estimation of Distance Functions in Network Formation Models with Fixed Effects by : Peter Toth
Download or read book Nonparametric Identification and Estimation of Distance Functions in Network Formation Models with Fixed Effects written by Peter Toth and published by . This book was released on 2018 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second chapter of the dissertation discusses the non-parametric extension of the network formation model in Toth (2018), when the researcher does not assume the functional form of the distance function. An intuitive way for the non-parametric extension is to use the parametric estimator for linear indices coupled with a series expansion. While the technique is generally applicable, it comes with the caveat that the identification of the models must be assured a priori. After demonstrating the applicability of the method on classical models of Manski (1987) and Han (1987), we prove the nonparametric identification of the distance function for the network formation model, and define the corresponding series estimator. We give a proof for consistency, and also analyze the rate of convergence.