In this paper we analyse the problem of modelling individual transitions in the presence of an incomplete sampling scheme. This problem is particularly cumbersome when a continuous time-scale is used for the modelling and when the model incorporates unobserved heterogeneity. This problem arises,...

This paper studies the econometric properties of a linear-in-means model of social interactions. Under a slightly more restrictive framework than Lee (2007), we show that this model is generally identified when at least three different sizes of peer groups are observed in the sample at hand....