References
- Acemoglu, D., Ozdaglar, A., and Tahbaz-Salehi, A. (2015), “Systemic Risk and Stability in Financial Networks,” American Economic Review, 105, 564–608. DOI: 10.1257/aer.20130456.
- Barabási, A., and Albert, R. (1999), “Emergence of Scaling in Random Networks,” Science, 286, 509–512. DOI: 10.1126/science.286.5439.509.
- Cai, Z., Li, R., and Zhu, L. (2020), “Online Sufficient Dimension Reduction Through Sliced Inverse Regression,” Journal of Machine Learning Research, 21, 1–25.
- Capra, W. B., and Müller, H.-G. (1997), “An Accelerated-time Model for Response Curves,” Journal of the American Statistical Association, 92, 72–83. DOI: 10.1080/01621459.1997.10473604.
- Chen, X., Chen, Y., and Xiao, P. (2013), “The Impact of Sampling and Network Topology on the Estimation of Social Intercorrelation,” Journal of Marketing Research, 50, 95–110. DOI: 10.1509/jmr.12.0026.
- Chiou, J.-M. (2012), “Dynamical Functional Prediction and Classification, With Application to Traffic Flow Prediction,” The Annals of Applied Statistics, 6, 1588–1614. DOI: 10.1214/12-AOAS595.
- Chiou, J.-M., Müller, H.-G., and Wang, J.-L. (2003), “Functional Quasi-likelihood Regression Models With Smooth Random Effects,” Journal of the Royal Statistical Society, Series B, 65, 405–423. DOI: 10.1111/1467-9868.00393.
- Clauset, A., Shalizi, C., and Newman, M. (2009), “Power-law Distributions in Empirical Data,” SIAM Review, 51, 661–703. DOI: 10.1137/070710111.
- Faraway, J. J. (1997), “Regression Analysis for a Functional Response,” Technometrics, 39, 254–261. DOI: 10.1080/00401706.1997.10485118.
- Ferraty, F., Van Keilegom, I., and Vieu, P. (2012), “Regression When Both Response and Predictor are Functions,” Journal of Multivariate Analysis, 109, 10–28. DOI: 10.1016/j.jmva.2012.02.008.
- Hall, P., and Hosseini-Nasab, M. (2006), “On Properties of Functional Principal Components Analysis,” Journal of the Royal Statistical Society, Series B, 68, 109–126. DOI: 10.1111/j.1467-9868.2005.00535.x.
- Härdle, W. K., Wang, W., and Yu, L. (2016), “TENET: Tail-event Driven Network Risk,” Journal of Econometrics, 192, 499–513. DOI: 10.1016/j.jeconom.2016.02.013.
- Holland, P. W., and Leinhardt, S. (1981), “An Exponential Family of Probability Distributions for Directed Graphs,” Journal of the American Statistical Association, 76, 33–50. DOI: 10.1080/01621459.1981.10477598.
- Huang, D., Lan, W., Zhang, H. H., and Wang, H. (2019), “Least Squares Estimation of Spatial Autoregressive Models for Large-scale Social Networks,” Electronic Journal of Statistics, 13, 1135–1165. DOI: 10.1214/19-EJS1549.
- Huang, D., Wang, F., Zhu, X., and Wang, H. (2020), “Two-mode Network Autoregressive Model for Large-scale Networks,” Journal of Econometrics. DOI: 10.1016/j.jeconom.2020.01.014.
- Huang, M., Li, R., Wang, H., and Yao, W. (2014), “Estimating Mixture of Gaussian Processes by Kernel Smoothing,” Journal of Business & Economic Statistics, 32, 259–270.
- Lee, L. (2004a), “Asymptotic Distributions of Quasi-maximum Likelihood Estimators for Spatial Autoregressive Models,” Econometrica, 72, 1899–1925. DOI: 10.1111/j.1468-0262.2004.00558.x.
- Lee, L. (2004b), “Asymptotic Distributions of Quasi-maximum Likeli- hood Estimators for Spatial Autoregressive Models,” Econometrica, 72, 1899–1925.
- Lee, L.-f., and Yu, J. (2009), “Spatial Nonstationarity and Spurious Regression: The Case With a Row-normalized Spatial Weights Matrix,” Spatial Economic Analysis, 4, 301–327. DOI: 10.1080/17421770903114703.
- Lee, L.-f., and Yu, J. (2013), “Near Unit Root in the Spatial Autoregressive Model,” Spatial Economic Analysis, 8, 314–351.
- Leng, X., and Müller, H.-G. (2006), “Classification Using Functional Data Analysis for Temporal Gene Expression Data,” Bioinformatics, 22, 68–76. DOI: 10.1093/bioinformatics/bti742.
- Li, Q., and Racine, J. S. (2007), Nonparametric Econometrics: Theory and Practice, Princeton, NJ: Princeton University Press.
- Li, Y., and Hsing, T. (2010), “Uniform Convergence Rates for Nonparametric Regression and Principal Component Analysis in Functional/longitudinal Data,” The Annals of Statistics, 38, 3321–3351. DOI: 10.1214/10-AOS813.
- Liu, X. (2014), “Identification and Efficient Estimation of Simultaneous Equations Network Models,” Journal of Business & Economic Statistics, 32, 516–536.
- Müller, H.-g. (2005), “Functional Modelling and Classification of Longitudinal Data,” Scandinavian Journal of Statistics, 32, 223–240.
- Müller, H.-G. and Yao, F. (2008), “Funcional Additive Models,” Journal of the American Statistical Association, 103, 1534–1544. DOI: 10.1198/016214508000000751.
- Newman, M., Barabasi, A.-L., and Watts, D. J. (2011), The Structure and Dynamics of Networks, Princeton, NJ: Princeton University Press.
- Nowicki, K. and Snijders, T. A. B. (2001), “Estimation and Prediction for Stochastic Blockstructures,” Journal of the American Statistical Association, 96, 1077–1087. DOI: 10.1198/016214501753208735.
- Ramsay, J., and Dalzell, C. (1991), “Some Tools for Functional Data Analysis,” Journal of the Royal Statistical Society, Series B, 53, 539–572. DOI: 10.1111/j.2517-6161.1991.tb01844.x.
- Ramsay, J. O., and Silverman, B. W. (2007), Applied Functional Data Analysis: Methods and Case Studies, Springer.
- Rice, J. A., and Silverman, B. W. (1991), “Estimating the Mean and Covariance Structure Nonparametrically When the Data Are Curves,” Journal of the Royal Statistical Society, Series B, 53, 233–243. DOI: 10.1111/j.2517-6161.1991.tb01821.x.
- Sojourner, A. (2013), “Identification of Peer Effects With Missing Peer Data: Evidence from Project STAR,” The Economic Journal, 123, 574–605. DOI: 10.1111/j.1468-0297.2012.02559.x.
- Wang, J.-L., Chiou, J.-M., and Müller, H.-G. (2016), “Functional Data Analysis,” Annual Review of Statistics and Its Application, 3, 257–295. DOI: 10.1146/annurev-statistics-041715-033624.
- Wang, Y. J., and Wong, G. Y. (1987), “Stochastic Blockmodels for Directed Graphs,” Journal of the American Statistical Association, 82, 8–19. DOI: 10.1080/01621459.1987.10478385.
- Yang, K., and Lee, L.-f. (2017), “Identification and QML Estimation of Multivariate and Simultaneous Equations Spatial Autoregressive Models,” Journal of Econometrics, 196, 196–214. DOI: 10.1016/j.jeconom.2016.04.019.
- Yao, F., Müller, H.-G., and Wang, J.-L. (2005a), “Functional Data Analysis for Sparse Longitudinal Data,” Journal of the American Statistical Association, 100, 577–590. DOI: 10.1198/016214504000001745.
- Yao, F., Müller, H.-G., and Wang, J.-L. (2005b), “Functional Linear Regression Analysis for Longitudinal Data,” The Annals of Statistics, 33, 2873–2903.
- Yu, J. and Lee, L.-f. (2010), “Estimation of Unit Root Spatial Dynamic Panel Data Models,” Econometric Theory, 1332–1362. DOI: 10.1017/S0266466609990600.
- Zhang, X., and Wang, J.-L. (2016), “From Sparse to Dense Functional Data and Beyond,” The Annals of Statistics, 44, 2281–2321. DOI: 10.1214/16-AOS1446.
- Zhao, Y., Levina, E., and Zhu, J. (2012), “Consistency of Community Detection in Networks Under Degree-corrected Stochastic Block Models,” Annals of Statistics, 40, 2266–2292.
- Zhu, X., Huang, D., Pan, R., and Wang, H. (2020), “Multivariate Spatial Autoregressive Model for Large Scale Social Networks,” Journal of Econometrics, 215, 591–606. DOI: 10.1016/j.jeconom.2018.11.018.
- Zhu, H., Li, R., and Kong, L. (2012), “Multivariate Varying Coefficient Model for Functional Responses,” The Annals of Statistics, 40, 2634. DOI: 10.1214/12-AOS1045.
- Zhu, X., Pan, R., Li, G., Liu, Y., and Wang, H. (2017), “Network Vector Autoregression,” The Annals of Statistics, 45, 1096–1123. DOI: 10.1214/16-AOS1476.
- Zhu, X., Wang, W., Wang, H., and Härdle, W. K. (2019), “Network Quantile Autoregression,” Journal of Econometrics, 212, 345–358. DOI: 10.1016/j.jeconom.2019.04.034.
- Zhu, L.-P., Zhu, L.-X., and Feng, Z.-H. (2010), “Dimension Reduction in Regressions Through Cumulative Slicing Estimation,” Journal of the American Statistical Association, 105, 1455–1466. DOI: 10.1198/jasa.2010.tm09666.
- Zou, T., Lan, W., Wang, H., and Tsai, C.-L. (2017), “Covariance Regression Analysis,” Journal of the American Statistical Association, 112, 266–281. DOI: 10.1080/01621459.2015.1131699.