[Forum SIS] DSE Seminar Series - February 8th, 2017 / E. GAUTIER (TSE)

[Catia Scricciolo]

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DSE SEMINAR SERIES - UNIVERSITY OF VERONA 
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The Department of Economics (DSE), University of Verona, cordially invites all interested to attend the following seminar: 

Speaker: Eric GAUTIER (Toulouse School of Economics) 
Title: INFERENCE ON SOCIAL EFFECTS WHEN THE NETWORK IS SPARSE AND UNKNOWN 
Date: February 8th, 2017 
Time: 12:30 pm 
Venue: Polo Santa Marta, Via Cantarane 24, Room 1.59 

Abstract 
This paper considers models of social interaction when the underlying networks are unobserved but sparse 
and there are endogenous, contextual, and correlated effects. We accommodate prior knowledge on the 
sparsity pattern (group sparsity, known existing or nonexisting links) and restrictions on the parameters. We 
provide results on identification, rates of convergence, model selection, and inference for the parameters 
and linear functionals in the high-dimensional paradigm. Inference is robust to identification and uniform 
over large classes of sparse identifiable parameters and data generating processes. Some results hold in 
finite samples. This extends the STIV (Gautier and Tsybakov 2011, 2014) to systems of high-dimensional 
structural equations with cross equation restrictions and group sparsity. For computational convenience, 
we only rely on convex programs. 

For more information on the DSE Seminar Series, please visit 
http://www.dse.univr.it/?ent=seminario&lang=en 

Best regards, 
Catia Scricciolo 


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