2026 年 3 月 19 日 CRETA Seminar - Tractable Identification of Strategic Network Formation Models with Unobserved Heterogeneity

訊息標題：

2026 年 3 月 19 日 CRETA Seminar - Tractable Identification of Strategic Network Formation Models with Unobserved Heterogeneity

簡介摘要：

國立臺灣大學計量理論與應用研究中心 (CRETA) ，國立臺灣大學經濟學系及臺灣經濟計量學會 (TES) 將於 2026 年 3 月 19 日舉辦 CRETA Seminar。相關資訊如下：

 

【 3 月 19 日 CRETA Seminar】

時間：2026 年 3 月 19 日 (週四) 下午 1:30~3:00

地點：國立臺灣大學管理學院二號館 3 樓 304 教室

講者：Prof. Ming Li (National University of Singapore)

演講主題：Tractable Identification of Strategic Network Formation Models with Unobserved Heterogeneity (joint with Wayne Yuan Gao and Zhengyan Xu) 

講題摘要：

We develop a tractable identification approach for strategic network formation models that accommodate both strategic link interdependence and individual unobserved  heterogeneity (fixed effects). The key challenge in this setting is that endogenous network statistics (such as the number of common friends) enter the link formation equation, while the mapping from model primitives to equilibrium network structure is generally intractable to characterize and compute. Using a ``bounding-by-c'' technique, our approach circumvents this difficulty by treating endogenous covariates as random variables and exploiting monotonicity restrictions to extract identifying information without requiring characterization of the equilibrium. We derive a system of identifying restrictions based on subnetwork configurations: leading tetrad-based restrictions achieve complete elimination of all individual fixed effects, triad-based restrictions that only partially difference out fixed effects, and general weighted cycle-based restrictions.

講者介紹：

https://mingliecon.github.io/

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