This paper provides a framework for identifying preferences in a large network where links
are pairwise stable. Network formation models present difficulties for identification …

This paper is concerned with cross-sectional dependence arising because observations are
interconnected through an observed network. Following (Doukhan and Louhichi, 1999), we …

This article is concerned with inference in the linear model with dyadic data. Dyadic data are
indexed by pairs of “units;” for example, trade data between pairs of countries. Because of …

These lecture notes represent supplementary material for a short course on time series
econometrics and network econometrics. We give emphasis on limit theory for time series …

This article introduces a measure of the diffusion of binary outcomes over a large, sparse
network, when the diffusion is observed in two time periods. The measure captures the …

This article studies identification and estimation for the network vector autoregressive model
with nonstationary regressors. In particular, network dependence is characterized by a …

In various economic environments, people observe other people with whom they
strategically interact. We can model such information‐sharing relations as an information …

This paper develops new limit theory for data that are generated by networks or more
generally display cross-sectional dependence structures that are governed by observable …

From the ordinary notion of upper-tail quantitle function, a new concept called conditionally
upper-tail quantitle function given a σ-algebra is proposed. Some basic properties of this …

This note consists of four appendices. In Appendix A, we give the mathematical proofs of
Theorems 2.1 and 2.2. We also provide details on the best response of a Bayesian decision …