Social threshold regression

Citation

Konstantinidi, Antri; Kourtellos, Andros; & Sun, Yiguo (2023). Social threshold regression. Journal of Econometrics. vol. 235 (2) pp. 2057-2081

Abstract

This paper develops a threshold social interaction model which introduces group-specific endogenous effects as well as contextual effects into a conventional spatial Durbin model. We propose a two-step GMM estimator for the threshold and regression parameters, derive asymptotic theory, and provide bootstrap inference. Finally, we assess the performance of our methods using a Monte Carlo simulation and provide an empirical application on the role of peer effects on student academic achievement using Add Health data.

URL

https://doi.org/10.1016/j.jeconom.2023.02.010

Keyword(s)

Social interactions

Reference Type

Journal Article

Journal Title

Journal of Econometrics

Author(s)

Konstantinidi, Antri
Kourtellos, Andros
Sun, Yiguo

Year Published

2023

Volume Number

235

Issue Number

2

Pages

2057-2081

Edition

August 01, 2023

DOI

10.1016/j.jeconom.2023.02.010

Reference ID

10400