Pablo Estrada
Pablo Estrada
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netivreg: Estimation of Peer Effects in Endogenous Social Networks
The command netivreg implements the Generalized Three-Stage Least Squares (G3SLS) estimator and the Generalized Method of Moments (GMM) estimator for the endogenous linear-in-means model.
Estrada P
,
Estrada J
,
Huynh K
,
Jacho-Chavez D
,
Sanchez-Aragon L
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Financial Contagion in Cross-holdings Networks: The Case of Ecuador
Financial contagion refers to the propagation of shocks that can generate widespread failures. The authors use a novel dataset to study the potential channels for contagion.
Estrada P
,
Sanchez-Aragon L
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