The Econometric Analysis of Network Data
Coordonnateurs : Graham Bryan, de Paula Aureo
The Econometric Analysis of Network Data serves as an entry point for advanced students, researchers, and data scientists seeking to perform effective analyses of networks, especially inference problems. It introduces the key results and ideas in an accessible, yet rigorous way. While a multi-contributor reference, the work is tightly focused and disciplined, providing latitude for varied specialties in one authorial voice.
2. Dyadic regression
3. Strategic network formation
4. Testing for externalities in network formation using simulation
5. Econometric analysis of bipartite networks
6. An empirical model for strategic network formation
7. Econometric analysis of models with social interactions
8. Many player asymptotics for large network formation problems
Graduate students, first year PhDs, and active researchers in economics, computer science, statistics and related fields. Also relevant to data scientists in industry including Google, Amazon, Facebook and startups
Aureo de Paula is a Professor of Economics at University College London. His research focuses on the econometric analysis of games and networks. His work has appeared in Econometrica and the Review of Economic Studies. Aureo was also a co-editor at the Review of Economic Studies.
- Answers both ‘why’ and ‘how’ questions in network analysis, bridging the gap between practice and theory allowing for the easier entry of novices into complex technical literature and computation
- Fully describes multiple worked examples from the literature and beyond, allowing empirical researchers and data scientists to quickly access the ‘state of the art’ versioned for their domain environment, saving them time and money
- Disciplined structure provides latitude for multiple sources of expertise while retaining an integrated and pedagogically focused authorial voice, ensuring smooth transition and easy progression for readers
- Fully supported by companion site code repository
- 40+ diagrams of ‘networks in the wild’ help visually summarize key points
Date de parution : 05-2020
Ouvrage de 244 p.
15x22.8 cm
Thème de The Econometric Analysis of Network Data :
Mots-clés :
Bayesian methods; Bipartite graph; de Finetti"s theorem; Dyadic regression; Equilibrium selection; Explanatory variable; Exponential random graph model (ERGM); Imperfect transferable utility model (ITU); Importance sampling; Iterative network formation; Linear-in-means model; Link formation probability; Nash equilibria; Nash equilibrium; Network analysis; Network neighborhood; Networks; Non-linear model; Non-transferable utility model (NTU); Peer effects; Response function; Set-valued edge-level response; Social networks; ß Model; Strategic interaction; Tâtonnement process; Testing; Transferable utility model (TU); Treatment effect; Unobserved heterogeneity; U-statistics; Utility function; Value function