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Mingli Chen

Personal Details

First Name:Mingli
Middle Name:
Last Name:Chen
Suffix:
RePEc Short-ID:pch1688
[This author has chosen not to make the email address public]
http://blogs.bu.edu/mlchen/research/

Affiliation

Department of Economics
University of Warwick

Coventry, United Kingdom
http://www.warwick.ac.uk/fac/soc/Economics/

: +44 (0) 2476 523202
+44 (0) 2476 523032
CV4 7AL COVENTRY
RePEc:edi:dewaruk (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Alexandre Belloni & Mingli Chen & Victor Chernozhukov, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk," Papers 1607.00286, arXiv.org, revised Dec 2017.
  2. Belloni, Alexandre. & Chen, Mingli & Chernozhukov, Victor, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management," The Warwick Economics Research Paper Series (TWERPS) 1125, University of Warwick, Department of Economics.
  3. Chen, Mingli, 2016. "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," The Warwick Economics Research Paper Series (TWERPS) 1120, University of Warwick, Department of Economics.
  4. Mingli Chen & Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly, 2016. "Counterfactual: An R Package for Counterfactual Analysis," Papers 1610.07894, arXiv.org.
  5. Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014. "Nonlinear Factor Models for Network and Panel Data," Papers 1412.5647, arXiv.org, revised Jun 2018.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Alexandre Belloni & Mingli Chen & Victor Chernozhukov, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk," Papers 1607.00286, arXiv.org, revised Dec 2017.

    Cited by:

    1. Matthew A. Masten & Alexandre Poirier, 2018. "Interpreting Quantile Independence," Papers 1804.10957, arXiv.org.

  2. Belloni, Alexandre. & Chen, Mingli & Chernozhukov, Victor, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management," The Warwick Economics Research Paper Series (TWERPS) 1125, University of Warwick, Department of Economics.

    Cited by:

    1. Chernozhukov, V. & Härdle, W.K. & Huang, C. & Wang, W., 2018. "LASSO-Driven Inference in Time and Space," Working Papers 18/04, Department of Economics, City University London.
    2. Victor Chernozhukov & Wolfgang K. Hardle & Chen Huang & Weining Wang, 2018. "LASSO-Driven Inference in Time and Space," Papers 1806.05081, arXiv.org, revised Aug 2018.

  3. Chen, Mingli, 2016. "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," The Warwick Economics Research Paper Series (TWERPS) 1120, University of Warwick, Department of Economics.

    Cited by:

    1. Boneva, Lena & Linton, Oliver, 2017. "A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance," Bank of England working papers 640, Bank of England.

  4. Mingli Chen & Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly, 2016. "Counterfactual: An R Package for Counterfactual Analysis," Papers 1610.07894, arXiv.org.

    Cited by:

    1. Delprato, Marcos & Chudgar, Amita, 2018. "Factors associated with private-public school performance: Analysis of TALIS-PISA link data," International Journal of Educational Development, Elsevier, vol. 61(C), pages 155-172.

  5. Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014. "Nonlinear Factor Models for Network and Panel Data," Papers 1412.5647, arXiv.org, revised Jun 2018.

    Cited by:

    1. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Nov 2015.
    2. Boneva, Lena & Linton, Oliver, 2017. "A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance," Bank of England working papers 640, Bank of England.
    3. Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2017. "Discretizing unobserved heterogeneity," IFS Working Papers W17/03, Institute for Fiscal Studies.
    4. Bonhomme, Stéphane & Lamadon, Thibaut & Manresa, Elena, 2017. "Discretizing Unobserved Heterogeneity," Working Paper Series 2017:21, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    5. Chen, Liang & Dolado, Juan J. & Gonzalo, Jesus, 2018. "Quantile Factor Models," CEPR Discussion Papers 12716, C.E.P.R. Discussion Papers.
    6. Hacioglu Hoke, Sinem & Kapetanios, George, 2017. "Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models," Bank of England working papers 683, Bank of England.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2016-03-29 2016-07-30. Author is listed
  2. NEP-RMG: Risk Management (2) 2016-07-30 2017-10-08. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2016-03-29. Author is listed
  4. NEP-ORE: Operations Research (1) 2016-03-29. Author is listed

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