{"id":7690,"date":"2024-08-13T14:46:39","date_gmt":"2024-08-13T17:46:39","guid":{"rendered":"https:\/\/economicas.uba.ar\/iiep\/netlab\/?p=7690"},"modified":"2024-12-04T15:21:21","modified_gmt":"2024-12-04T18:21:21","slug":"subgraph-network-random-effects-error-components-models-specification-and-testing","status":"publish","type":"post","link":"https:\/\/economicas.uba.ar\/iiep\/netlab\/subgraph-network-random-effects-error-components-models-specification-and-testing\/","title":{"rendered":"Subgraph network random effects error components models: Specification and testing"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"7690\" class=\"elementor elementor-7690\" data-elementor-post-type=\"post\">\n\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-53b5461 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"53b5461\" data-element_type=\"section\" data-e-type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-a3e1567\" data-id=\"a3e1567\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-940bb4b elementor-widget elementor-widget-spacer\" data-id=\"940bb4b\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"spacer.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-spacer\">\n\t\t\t<div class=\"elementor-spacer-inner\"><\/div>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t<div class=\"elementor-element elementor-element-f09ec1c e-flex e-con-boxed e-con e-parent\" data-id=\"f09ec1c\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-5c668e9 elementor-widget elementor-widget-heading\" data-id=\"5c668e9\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Subgraph network random effects error components models: Specification and testing<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-879cd56 e-con-full e-flex e-con e-child\" data-id=\"879cd56\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-21f388e elementor-widget elementor-widget-heading\" data-id=\"21f388e\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h1 class=\"elementor-heading-title elementor-size-default\">Montes-Rojas, Gabriel\n<\/h1>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-dc1de73 elementor-widget elementor-widget-button\" data-id=\"dc1de73\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/drive.google.com\/file\/d\/1BsUwqBXANl1qLe3RcrYfNFtRzaQgF52m\/view?usp=drive_link\" target=\"_blank\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-icon\">\n\t\t\t\t<i aria-hidden=\"true\" class=\"fas fa-arrow-down\"><\/i>\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">bajar<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-88669af elementor-widget elementor-widget-heading\" data-id=\"88669af\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<p class=\"elementor-heading-title elementor-size-default\">2022<\/p>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-021ee9f e-flex e-con-boxed e-con e-parent\" data-id=\"021ee9f\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-aa3e9a0 elementor-widget elementor-widget-heading\" data-id=\"aa3e9a0\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<p class=\"elementor-heading-title elementor-size-default\"><a href=\"https:\/\/drive.google.com\/file\/d\/1BsUwqBXANl1qLe3RcrYfNFtRzaQgF52m\/view?usp=drive_link\" target=\"_blank\">Journal of Econometric Methods, 11(1), 17-34. https:\/\/doi.org\/10.1515\/jem-2021-0001\n\n\n<\/a><\/p>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-d3ea42e e-flex e-con-boxed e-con e-parent\" data-id=\"d3ea42e\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-37b9936 elementor-widget elementor-widget-text-editor\" data-id=\"37b9936\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p><span style=\"font-weight: 400;\">This paper develops a subgraph random effects error components model for network data linear regression where the unit of observation is the node. In particular, it allows for link and triangle specific components, which serve as a basal model for modeling network effects. It then evaluates the potential effects of ignoring network effects in the estimation of the coefficients\u2019 variance-covariance matrix. It also proposes consistent estimators of the variance components using quadratic forms and Lagrange Multiplier tests for evaluating the appropriate model of random components in networks. Monte Carlo simulations show that the tests have good performance in finite samples. It applies the proposed tests to the Call interbank market in Argentina.<\/span><\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-e306e3e e-flex e-con-boxed e-con e-parent\" data-id=\"e306e3e\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-6e65d16b elementor-section-full_width elementor-section-stretched elementor-section-height-default elementor-section-height-default\" data-id=\"6e65d16b\" data-element_type=\"section\" data-e-type=\"section\" data-settings=\"{&quot;stretch_section&quot;:&quot;section-stretched&quot;,&quot;background_background&quot;:&quot;classic&quot;}\">\n\t\t\t\t\t\t\t<div class=\"elementor-background-overlay\"><\/div>\n\t\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-568465ff\" data-id=\"568465ff\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<section class=\"elementor-section elementor-inner-section elementor-element elementor-element-2e05a694 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"2e05a694\" data-element_type=\"section\" data-e-type=\"section\">\n\t\t\t\t\t\t\t<div class=\"elementor-background-overlay\"><\/div>\n\t\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-33 elementor-inner-column elementor-element elementor-element-7a4841ad\" data-id=\"7a4841ad\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t<div class=\"elementor-element elementor-element-23883508 e-grid e-con-boxed e-con e-parent\" data-id=\"23883508\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-1777eaca elementor-view-framed elementor-shape-circle elementor-widget elementor-widget-icon\" data-id=\"1777eaca\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"icon.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-icon-wrapper\">\n\t\t\t<a class=\"elementor-icon\" href=\"\" target=\"_blank\">\n\t\t\t<i aria-hidden=\"true\" class=\"far fa-envelope\"><\/i>\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-33 elementor-inner-column elementor-element elementor-element-618cf589\" data-id=\"618cf589\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-3c953616 elementor-view-framed elementor-shape-circle elementor-widget elementor-widget-icon\" data-id=\"3c953616\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"icon.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-icon-wrapper\">\n\t\t\t<a class=\"elementor-icon\" href=\"https:\/\/x.com\/netlab_iiep\" target=\"_blank\">\n\t\t\t<i aria-hidden=\"true\" class=\"fab fa-x-twitter\"><\/i>\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-33 elementor-inner-column elementor-element elementor-element-420185fb\" data-id=\"420185fb\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-5e323962 elementor-view-framed elementor-shape-circle elementor-widget elementor-widget-icon\" data-id=\"5e323962\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"icon.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-icon-wrapper\">\n\t\t\t<a class=\"elementor-icon\" href=\"https:\/\/www.youtube.com\/c\/IIEPUBACONICET\" target=\"_blank\">\n\t\t\t<i aria-hidden=\"true\" class=\"fab fa-youtube\"><\/i>\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t<div class=\"elementor-element elementor-element-1b0a85b1 e-flex e-con-boxed e-con e-parent\" data-id=\"1b0a85b1\" data-element_type=\"container\" data-e-type=\"container\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;}\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t<div class=\"elementor-element elementor-element-19b36296 e-grid e-con-boxed e-con e-child\" data-id=\"19b36296\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-10daff99 elementor-widget elementor-widget-image\" data-id=\"10daff99\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<img decoding=\"async\" src=\"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-content\/uploads\/IIEP_sinfondo.png\" title=\"\" alt=\"\" loading=\"lazy\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-5f60f467 elementor-widget elementor-widget-text-editor\" data-id=\"5f60f467\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p>Av. C\u00f3rdoba 2122 &#8211; 1\u00b0 piso (C1120 AAQ)<br \/>Ciudad Aut\u00f3noma de Buenos Aires |\u00a0 Argentina<br \/>Tel\/fax: +54 11 5285-6578\u00a0<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-660b2207 e-grid e-con-boxed e-con e-child\" data-id=\"660b2207\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-4aac2ce0 elementor-widget elementor-widget-heading\" data-id=\"4aac2ce0\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h4 class=\"elementor-heading-title elementor-size-default\"><a href=\"http:\/\/eepurl.com\/gvhK2j\">\u00bfQuer\u00e9s conocer nuestras novedades?\nSumate a nuestra lista de correo<\/a><\/h4>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>Subgraph network random effects error components models: Specification and testing Montes-Rojas, Gabriel bajar 2022 Journal of Econometric Methods, 11(1), 17-34. https:\/\/doi.org\/10.1515\/jem-2021-0001 This paper develops a subgraph random effects error components<\/p>\n","protected":false},"author":8,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[97],"tags":[94],"class_list":["post-7690","post","type-post","status-publish","format-standard","hentry","category-paper","tag-publicaciones"],"_links":{"self":[{"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/posts\/7690","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/users\/8"}],"replies":[{"embeddable":true,"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/comments?post=7690"}],"version-history":[{"count":19,"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/posts\/7690\/revisions"}],"predecessor-version":[{"id":8407,"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/posts\/7690\/revisions\/8407"}],"wp:attachment":[{"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/media?parent=7690"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/categories?post=7690"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/economicas.uba.ar\/iiep\/netlab\/wp-json\/wp\/v2\/tags?post=7690"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}