Econometric analysis of heterogeneous treatment and network models


Sarnetzki, Florian


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URL: https://madoc.bib.uni-mannheim.de/38817
URN: urn:nbn:de:bsz:180-madoc-388174
Document Type: Doctoral dissertation
Year of publication: 2015
Place of publication: Mannheim
University: Universität Mannheim
Evaluator: Mammen, Enno
Date of oral examination: 12 May 2015
Publication language: English
Institution: School of Law and Economics > Statistik (Mammen)
Subject: 310 Statistics
Subject headings (SWD): Nichtparametrischer Test , Asymptotik , Analyse latenter Strukturen , Maximum-Likelihood-Schätzung , Konsistenz <Stochastik> , Zentralität
Keywords (English): treatment effects , unobserved heterogeneity , overidentification test , instrumental variables , generated regressors , wild bootstrap , teenage pregnancies , network analysis , stochastic block model , latent position model , centrality
Abstract: My dissertation investigates commonly used testing and estimation procedures and extends these by taking into account more heterogeneity. In chapter 2, me and my co-author Andreas Dzemski provide a new overidentification test that allows for essential heterogeneity. In chapter 3, I prove weak consistency up to a measure preserving transformation for maximum-likelihood estimation of unobserved latent positions in a Euclidean space just based on observable information of the agent's linking behavior. In chapter 4, I propose a new measure of centrality which exploits the latent space structure and identifies agents who connect clusters.

Dieser Eintrag ist Teil der Universitätsbibliographie.

Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.




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Sarnetzki, Florian (2015) Econometric analysis of heterogeneous treatment and network models. Open Access Mannheim [Doctoral dissertation]
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