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Author:   Áureo de Paula (University College London, UK) ,  Elie Tamer (Harvard University, USA) ,  Marcel-Cristian Voia (University of Orleans, France)
Publisher:   Emerald Publishing Limited
Imprint:   Emerald Publishing Limited
Volume:   42
Weight:   0.669kg
ISBN:  

9781838675769

ISBN 10:   1838675760
Pages:   392
Publication Date:   19 October 2020
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

Section 1: Identification of Network ModelsChapter 1. Identification and Estimation of Network Models with Different Between and Within-type Interactions; Tiziano Arduini, Eleonora Patacchini and Edoardo Rainone Chapter 2. Identification Methods for Social Interactions Models with Unknown Networks; Hon Ho Kwok Chapter 3. Snowball Sampling and Sample Selection in a Social Network; TszKin Julian Chan Section 2: Network Formation Chapter 4. Trade Networks and the Strength of Strong Ties; Aureo de Paula Chapter 5. Application and Computation of a Flexible Class of Network Formation Models; Seth Richards-Shubik Section 3: Networks and Spatial Econometrics Chapter 6. Implementing Faustmann–Marshall–Pressler at Scale: Stochastic Dynamic Programming in Space; Harry J. Paarsch and John Rust  Chapter 7. A Spatial Panel Model of Bank Branches in Canada; Heng Chen and Matthew Strathearn Chapter 8. Full-information Bayesian Estimation of Cross-sectional Sample Selection Models; Sophia Ding and Peter Egger Chapter 9. Survival Analysis of Banknote Circulation: Fitness, Network Structure, and Machine Learning; Diego Rojas, Juan Estrada, Kim Pl Huynh and David T. Jacho-Chavez Section 4: Applications of Financial Networks Chapter 10. Financial Contagion in Cross-holdings Networks: The Case of Ecuador; Pablo Estrada and Leonardo Sanchez-Aragon Chapter 11. Estimating Spillover Effects with Bilateral Outcomes; Edoardo Rainone Chapter 12. Interconnectedness through the Lens of Consumer Credit Markets; Anson T.Y. Ho Chapter 13. FRM Financial Risk Meter; Andrija Mihoci, Michael Althof, Cathy Yi-Hsuan Chen and Wolfgang Karl Hardle

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Author Information

Áureo de Paula is Professor of Economics at University College London, UK. Professor de Paula's research focuses on the intersection of applied economic theory, econometrics, and empirical microeconomics.  Elie Tamer is the Louis Berkman Professor of Economics at Harvard University, USA. His work centers on econometrics and empirical industrial organization.  Marcel-Cristian Voia is Professor of Economics at University of Orléans, France. His work centers on econometrics and its applications in the fields of industrial organization, banking, labor, political science and environment.

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