Vincent Boucher publiera dans la revue The Econometrics Journal

Vincent Boucher publiera dans la revue The Econometrics Journal

11 mai 2017

Vincent Boucher et Ismael Mourifié publieront un article intitulé "My Friend Far, Far Away. A Random Field Approach to Exponential Random Graph Models" dans la revue The Econometrics Journal.

Voici un résumé de l'étude :

We explore the asymptotic properties of strategic models of network formation in very large populations. Specifically, we focus on (undirected) exponential random graph models (ERGMs). We want to recover a set of parameters from the individuals’ utility functions using the observation of a single, but large, social network. We show that under some conditions, a simple logit-based estimator is coherent, consistent and asymptotically normally distributed under a weak version of homophily. The approach is compelling as the computing time is minimal and the estimator can be easily implemented using pre-programmed estimators available in most statistical packages. We provide an application of our method using the Add Health database.