3 papers
econ.EM2020
Non-Identifiability in Network Autoregressions
Federico Martellosio
We study identifiability of the parameters in autoregressions defined on a network. Most identification conditions that are available for these models either rely on the network be…
econ.EM2019
Adjusted QMLE for the spatial autoregressive parameter
Federico Martellosio, Grant Hillier
One simple, and often very effective, way to attenuate the impact of nuisance parameters on maximum likelihood estimation of a parameter of interest is to recenter the profile scor…
econ.EM2019
Shrinkage Estimation of Network Spillovers with Factor Structured Errors
Ayden Higgins, Federico Martellosio
This paper explores the estimation of a panel data model with cross-sectional interaction that is flexible both in its approach to specifying the network of connections between cro…