Northwestern Events Calendar


Seminar in Econometrics

When: Tuesday, October 22, 2019
3:30 PM - 5:00 PM  

Where: Kellogg Global Hub, 1410, 2211 Campus Drive, Evanston, IL 60208 map it

Audience: Faculty/Staff - Post Docs/Docs - Graduate Students

Contact: Cindy Pingry   847.467.7263

Group: Department of Economics: Seminar in Econometrics

Category: Academic


Michael Leung (University of Southern California): "Normal Approximation in Large Network Models."

 Abstract: We prove central limit theorems for models of network formation and network processes with homophilous agents. The results hold under large-network asymptotics, enabling inference in the typical setting where the sample consists of a small set of large networks. We first establish a general central limit theorem under high-level `stabilization' conditions that provide a useful formulation of weak dependence, particularly in models with strategic interactions. The result delivers a root-n rate of convergence and a closed-form expression for the asymptotic variance. Then using techniques in branching process theory, we derive primitive conditions for stabilization in the following applications: static and dynamic models of strategic network formation, network regressions, and treatment effects with network spillovers. Finally, we suggest some practical methods for inference.


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