Econometric Models of Network Formation

A Structural Econometric Analysis of Network Formation Games∗

The objective of this paper is to identify and estimate network formation models using observed data on network structure. We characterize network formation as a simultaneous-move game, where the utility from forming a link depends on the structure of the network, thereby generating strategic interactions between links. Because a unique equilibrium may not exist, the parameters are not necessar...

forecasting of agricultural crops import in iran artificial neural network and econometric models application

abstract in the present study, agricultural sector import was forecasted by using the econometric and the ann methods. import data from 1971 to 2004 and 2004-2009 was used for forecasting, network training and testing forecast accuracy, respectively. the results shown that feed-forward neural network has much less error and better performance than the arima and the var methods. on the basis of ...

Dynamic Econometric Models

K e y w o r d s: Family of Sign RCA Models, Value at Risk, backtesting, loss function.

Economic and Econometric Models

Dynamic Econometric Models

K e y w o r d s: patent activity, panel model, decomposition of intercept.