GMM Identi cation and Estimation of Peer E ¤ ects in a System of Simultaneous Equations

@inproceedings{Liu2016GMMIC,
  title={GMM Identi cation and Estimation of Peer E ¤ ects in a System of Simultaneous Equations},
  author={Xiaodong Liu},
  year={2016}
}
This paper considers the identi…cation and estimation of network models with agents interacting in multiple activities. We establish the model identi…cation using both linear and quadratic moment conditions. The quadratic moment conditions exploit the covariance structure of individuals’choices in the same and related activities, and facilitate the identi… CONTINUE READING