Social threshold regression

A-Tier
Journal: Journal of Econometrics
Year: 2023
Volume: 235
Issue: 2
Pages: 2057-2081

Authors (3)

Konstantinidi, Antri (not in RePEc) Kourtellos, Andros (not in RePEc) Sun, Yiguo (University of Guelph)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:econom:v:235:y:2023:i:2:p:2057-2081
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-29