Econometric Analysis of Heterogeneous Treatment and Network Models


Sarnetzki, Florian


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URL: https://ub-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.

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Sarnetzki, Florian (2015) Econometric Analysis of Heterogeneous Treatment and Network Models. Open Access Mannheim [Doctoral dissertation]
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