@TechReport{iza:izadps:dp14167,
            	author={Lin, Zhongjian and Vella, Francis},
            	title={Selection and Endogenous Treatment Models with Social Interactions: An Application to the Impact of Exercise on Self-Esteem},
            	year={2021},
	month={Mar},
            	institution={Institute of Labor Economics (IZA)},
            	address={Bonn},
            	type={IZA Discussion Paper},
            	number={14167},
            	url={https://www.iza.org/publications/dp14167},
	abstract={We address the estimation of sample selection and endogenous treatment models with social interactions. To model the interaction between individuals in an internally consistent matter we employ a game theoretic approach based on the use of a discrete Bayesian game. We overcome the substantial computational burden this introduces through a sequential version of the nested fixed point algorithm. We describe how our methodology can be applied to a large class of commonly employed models. We employ our approach to examine the impact of an individual's frequency of exercise on her level of self esteem in a setting where an individual's exercise frequency is treated as endogenous and is potentially influenced by her belief of her friends' exercise frequency.},
	keywords={endogenous treatment;sample selection;social interactions;sequential estimation;exercise;self-esteem},
            }