A1766
Title: A nonparametric test for cross-unit spillovers
Authors: Abhimanyu Gupta - Queen\'s University (Canada) [presenting]
Margherita Comola - Universite Paris-Saclay and PSE (France)
Camila Comunello - University of Essex (United Kingdom)
Abstract: A novel nonparametric test for cross-unit spillovers that may operate through peers' attributes, peers' outcomes, or both is proposed. The test is straightforward to implement, as it requires only estimation under the null of no spillovers, and it is shown to have a convenient asymptotic standard normal distribution. It is also versatile, accommodating data generated by a wide range of interaction structures. Three empirical illustrations demonstrate that the test is effective at detecting cross-unit spillovers arising in a nonparametric manner that existing approaches may fail to uncover.
