Identification and estimation of econometric models with group interactions, contextual factors and fixed effects

By Lung-fei Lee. 2007

486 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/2677d008be021a81492c39d8f6d9c27f13dd5bae

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In Economics and Econometrics

Citations in the corpus

GMM estimation of social interaction models with centrality (2010, methodology): “Based on a transformed model that has the group dummies eliminated, Lee et al. (2009) has generalized the ML estimation approach in Lee (2007b) to the network model with a sociomatrix having constant row sums (including the special case of a row-normalized sociomatrix).4 However, when the…”
Identifying Peer Effects in Student Academic Achievement by Spatial Autoregressive Models with Group Unobservables (2010, background): “7 The estimation and properties of the SAR model have been studied in Anselin (1988), Kelejian and Prucha (1998, 1999), and Lee (2003, 2004, 2007a), among others.”
Mostly pointless spatial econometrics (2012, background): “The parallels between these fields have already been highlighted by Lee (2004, 2007) and others.”
Identification and Estimation of Spillover Effects in Randomized Experiments (2017, methodology): “…by partially-overlapping groups (Bramoullé, Djebbari, and Fortin, 2009; De Giorgi, Pellizzari, and Redaelli, 2010), using variation in group sizes (Lee, 2007; Davezies, D’Haultfoeuille, and Fougère, 2009) or combining the availability of an exogenous instrument with the panel-like structure…”
Criminal Networks: Who is the Key Player? (2012, methodology): “Note that, even when networks are all complete, Lee (2007) shows that identication can be achieved by exploring strengths of interactions across networks of di erent sizes.”
Linear Spatial Dependence Models for Cross-Section Data (2014, background): “If both N and Ng tend to infinity, with at least two units in each group, or if the number of units in each group does not tend to infinity faster than or equal to the number of groups, condition (b) is restored (Lee 2007).”
Do Peers Affect Student Achievement? Evidence from Canada Using Group Size Variation (2010, methodology): “Following Lee (2007), we estimate the model in 1More precisely, Manski studies a social interactions model which, in terms of identification, has the same properties as a model where individuals interact in groups and each individual is included in his peer group (see Bramoullé et al. 2009).”