Social Interactions Quantiles-厦门大学金融系

Social Interactions Quantiles
主讲人 Zhongjian Lin 简介 <p>This paper provides the semiparametric analysis of binary choice with social interactions and investigates the heterogeneity of the social interactions. We introduce the quantile regression to the binary response model with social interactions in a large network. We study the heterogeneity of the covariate effects as well as peer effects which richen the understanding beyond the center. Nested pseudo smoothed maximum score (NPSMS) algorithm is proposed to estimate the model. We illustrate the finite sample performance of the model and NPSMS with Monte Carlo experiments and an empirical application to the social interactions among students over exercise decision.</p>
时间 2018-06-04(Monday)13:00-14:20 地点 N302, Econ Building
讲座语言 English 主办单位
承办单位 类型 系列讲座
联系人信息 主持人 Qingliang Fan
专题网站 专题
主讲人简介 <p>Assistant Professor at Emory University.</p> <p><a href="/Upload/File/2018/5/20180522050950463.pdf"><span style="color: rgb(255, 102, 0);">Prof. Zhongjian Lin's CV</span></a></p> 期数
系列讲座