Table · dataset · 2026
Estimating Unobserved Cross-Sectional Network Links with Large-T Panel Data
Listed in figshare and Loughborough Research Repository — shown once because both records carry DOI 10.6084/m9.figshare.33968739.v1
<p>We propose a simple three-step method to estimate the cross-sectional interdependence in a customary network econometric model with an unobserved network and a large T. First, we estimate the reduced-form model to construct instruments for the endogenous peer outcomes.
Description
Second, we use two-stage least squares to estimate the direct and contextual effects of the exogenous regressors, as well as the endogenous peer effect.
Third, we estimate the network weight matrix. Monte Carlo results for small- to medium-sized samples indicate that the estimators of the parameters of interest have small biases and root mean squared errors. We apply the approach to estimate the network structure of the 100 largest listed depository institutions worldwide using daily data over 2011-2020.
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This reveals the detailed structure of interbank network links and identifies influential banks in the data, of which some but not all are Global Systemically Important Banks designated by the Financial Stability Board.</p>
Links
Where it is published
- DOI doi.org/10.6084/m9.figshare.33968739.v1 ↗
DOI / persistent id · from figshare com
Catalogue records · 1
- OAI-PMH record api.figshare.com/v2/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai%3Af… ↗
metadata API · from figshare com
Topics
- From keywords
- Astronomy & Astrophysics · Cancer · Cancer · Chemistry · Chemistry · Computer Science & AI · Computer Science & AI · Earth & Environmental Science · Earth & Environmental Science · Economics & Finance · Economics & Finance · Engineering · Engineering · Genetics · Genetics · Humanities · Humanities · Life Sciences · Life Sciences · Materials Science · Mathematics & Statistics · Mathematics & Statistics · Medicine & Health · Medicine & Health · Ocean & Atmospheric Science · Psychology & Behavioral Science · Social Science · Social Science
Provenance · 2 source records, 33 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| figshare | oai:figshare.com:article/33968739 | 7 d ago | JSON v1 |
| Loughborough Research Repository | oai:figshare.com:article/33968739 | 7 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · figshare com | connector:figshare_com@1.0.0 | |
| concepts[disease].local:disease:cancer | mapping · figshare com | vocabulary-mapper@1.0.0 | keywords['Cancer'] |
| concepts[disease].local:disease:cancer | mapping · repository lboro ac uk | vocabulary-mapper@1.0.0 | keywords['Cancer'] |
| concepts[field].anzsrc:group:3105 | mapping · figshare com | vocabulary-mapper@1.0.0 | keywords['Genetics'] |
| concepts[field].anzsrc:group:3105 | mapping · repository lboro ac uk | vocabulary-mapper@1.0.0 | keywords['Genetics'] |
| concepts[field].local:field:astronomy | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:chemistry | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:chemistry | mapping · repository lboro ac uk | connector:repository_lboro_ac_uk@1.0.0 | |
| concepts[field].local:field:computer-science-ai | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:computer-science-ai | mapping · repository lboro ac uk | connector:repository_lboro_ac_uk@1.0.0 | |
| concepts[field].local:field:earth-environmental | mapping · repository lboro ac uk | connector:repository_lboro_ac_uk@1.0.0 | |
| concepts[field].local:field:earth-environmental | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:economics-finance | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:economics-finance | mapping · repository lboro ac uk | connector:repository_lboro_ac_uk@1.0.0 | |
| concepts[field].local:field:engineering | mapping · repository lboro ac uk | connector:repository_lboro_ac_uk@1.0.0 | |
| concepts[field].local:field:engineering | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:humanities | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:humanities | mapping · repository lboro ac uk | connector:repository_lboro_ac_uk@1.0.0 | |
| concepts[field].local:field:life-sciences | mapping · repository lboro ac uk | connector:repository_lboro_ac_uk@1.0.0 | |
| concepts[field].local:field:life-sciences | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:materials-science | mapping · repository lboro ac uk | connector:repository_lboro_ac_uk@1.0.0 | |
| concepts[field].local:field:mathematics-statistics | mapping · repository lboro ac uk | connector:repository_lboro_ac_uk@1.0.0 | |
| concepts[field].local:field:mathematics-statistics | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:medicine-health | mapping · repository lboro ac uk | connector:repository_lboro_ac_uk@1.0.0 | |
| concepts[field].local:field:medicine-health | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:ocean-atmospheric | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:psychology-behavioral | mapping · repository lboro ac uk | connector:repository_lboro_ac_uk@1.0.0 | |
| concepts[field].local:field:social-science | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:social-science | mapping · repository lboro ac uk | connector:repository_lboro_ac_uk@1.0.0 | |
| description | source · figshare com | connector:figshare_com@1.0.0 | /metadata/dc/description |
| license | source · figshare com | connector:figshare_com@1.0.0 | /metadata/dc/rights |
| publication_date | source · figshare com | connector:figshare_com@1.0.0 | |
| title | source · figshare com | connector:figshare_com@1.0.0 | /metadata/dc/title |