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The Review of Economics and Statistics Vol. 104 No. 2 2022

A Structural Model for the Coevolution of Networks and Behavior

Chih‐Sheng Hsieh1; Michael König2; Xiaodong Liu3

1 National Taiwan University · 2 CEPR, ETH Zurich, KOF Swiss Economic Institute, Tinbergen Institute, and VU Amsterdam · 3 University of Colorado Boulder

open access

Abstract

This paper introduces a structural model for the coevolution of networks and behavior. We characterize the equilibrium of the underlying game and adopt the Bayesian Double Metropolis-Hastings algorithm to estimate the model. We further extend the model to incorporate unobserved heterogeneity and show that ignoring this heterogeneity can lead to biased estimates in simulation experiments. We apply the model to study R&D investment and collaboration decisions in the chemical and pharmaceutical industry and find a positive knowledge spillover effect. Our model also provides a tractable framework for a long-run key player analysis.

DOI
10.1162/rest_a_00958
Volume
104
Issue
2
Pages
355-367
Language
en
Sources
openalex crossref

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