Refined GMM estimators for simultaneous equations models with network interactions
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DOI: 10.2139/ssrn.4285424
Abstract: The paper proposes a refinement of the generalized spatial two-stage and three-stage least squares estimators for simultaneous systems of equations with network interdependence, recently introduced in Drukker (Econom Theory 1-48, 2022). Specifically, we propose a… read more here.
Keywords: network; simultaneous equations; estimators simultaneous; refined gmm ... See more keywords