Advances in Econometrics, Volume 42: Econometrics of Networks

DOI 10.1108/S0731-9053202042 Publication date 2020-10-19 Series copyright holder: Emerald Publishing Limited ISBN 978-1-83867-576-9 eISBN 978-1-83867-575-2 Book series ISSN 0731-9053

• Introduction: Econometrics of Networks, Áureo de Paula, Elie Tamer and Marcel Voia

Section 1 Identification of Network Models

• Chapter 1 Identification and Estimation of Network Models with Heterogeneous 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, Julian TszKin Chan

Section 2 Network Formation

• Chapter 4 Trade Networks and the Strength of Strong Ties, Áureo 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 H. Egger
• Chapter 9 Survival Analysis of Banknote Circulation: Fitness, Network Structure, and Machine Learning, Diego Rojas, Juan Estrada, Kim P. Huynh and David T.Jacho-Chávez

Section 4 Applications of Financial Networks

• Chapter 10 Financial Contagion in Cross-holdings Networks: The Case of Ecuador, Pablo Estrada and Leonardo Sánchez-Aragón
• 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 Hördle