2022

Belloni, Alexandre, Chen, Mingli, Madrid-Padilla, Oscar Hernan and Wang, Zixuan (Kevin) (2022) High dimensional latent panel quantile regression with an application to asset pricing. Annals of Statistics . ISSN 0090-5364. (In Press)

2021

Chen, Mingli, Kato, Kengo and Leng, Chenlei (2021) Analysis of networks via the sparse β-Model. Journal of the Royal Statistical Society : Series B (Statistical Methodology), 83 (5). pp. 887-910. doi:10.1111/rssb.12444 ISSN 1369-7412.

Chen, Mingli, Fernandez-Val, Ivan and Weidner, Martin (2021) Nonlinear factor models for network and panel data. Journal of Econometrics, 220 (2). pp. 296-324. doi:10.1016/j.jeconom.2020.04.004 ISSN 0304-4076.

2019

Belloni, Alexandre, Chen, Mingli, Padilla, Oscar Hernan Madrid and Wang, Zixuan (Kevin) (2019) High dimensional latent panel quantile regression with an application to asset pricing. Working Paper. Coventry: University of Warwick. Department of Economics. Warwick economics research papers series (WERPS) (1230). (Unpublished)

Chen, Mingli, Kato, Kengo and Leng, Chenlei (2019) Analysis of networks via the Sparse β-Model. Working Paper. Coventry: Department of Economics, University of Warwick. Warwick economics research papers series (WERPS) , 2019 (1222). (Unpublished)

2017

Chen, Mingli, Chernozhukov, Victor, Fernández-Val, Iván and Melly, Blaise (2017) Counterfactual : an R package for counterfactual analysis. The R Journal, 9 (1). pp. 370-384.

2016

Belloni, Alexandre, Chen, Mingli and Chernozhukov, Victor (2016) Quantile graphical models : prediction and conditional independence with applications to financial risk management. Working Paper. Coventry: University of Warwick. Department of Economics. Warwick economics research papers series (WERPS) (1125). (Unpublished)

Chen, Mingli (2016) Estimation of nonlinear panel models with multiple unobserved effects. Working Paper. Coventry: University of Warwick. Department of Economics. Warwick economics research papers series (WERPS) (1120).