论文标题
具有群体异质性的成对战略网络形成模型：申请国际旅行
A Pairwise Strategic Network Formation Model with Group Heterogeneity: With an Application to International Travel
论文作者
论文摘要
在这项研究中，我们考虑了一个成对网络形成模型，其中每个代理的每个二元组都战略性地确定它们之间的链接状态。我们的模型使代理在链路形成的倾向中具有未观察到的组异质性。对于模型估计，我们提出了三步最大似然（ML）方法。首先，我们使用ML估计量获得了单个级别的异质性参数的一致估计。其次，我们根据从第一步获得的结果估算使用二进制分割算法的潜在组结构。最后，根据估计的小组成员身份，我们重新执行了ML估计。在某些规律性条件下，我们表明所提出的估计量是渐近公正的，并且按照参数速率正常分布。作为经验例证，我们专注于无签证旅行的网络数据。结果表明网络形成行为中存在重要的战略互补性和一定程度的程度异质性。
In this study, we consider a pairwise network formation model in which each dyad of agents strategically determines the link status between them. Our model allows the agents to have unobserved group heterogeneity in the propensity of link formation. For the model estimation, we propose a three-step maximum likelihood (ML) method. First, we obtain consistent estimates for the heterogeneity parameters at individual level using the ML estimator. Second, we estimate the latent group structure using the binary segmentation algorithm based on the results obtained from the first step. Finally, based on the estimated group membership, we re-execute the ML estimation. Under certain regularity conditions, we show that the proposed estimator is asymptotically unbiased and distributed as normal at the parametric rate. As an empirical illustration, we focus on the network data of international visa-free travels. The results indicate the presence of significant strategic complementarity and a certain level of degree heterogeneity in the network formation behavior.
