Skip to content Skip to navigation
University of Warwick
  • Study
  • |
  • Research
  • |
  • Business
  • |
  • Alumni
  • |
  • News
  • |
  • About

University of Warwick
Publications service & WRAP

Highlight your research

  • WRAP
    • Home
    • Search WRAP
    • Browse by Warwick Author
    • Browse WRAP by Year
    • Browse WRAP by Subject
    • Browse WRAP by Department
    • Browse WRAP by Funder
    • Browse Theses by Department
  • Publications Service
    • Home
    • Search Publications Service
    • Browse by Warwick Author
    • Browse Publications service by Year
    • Browse Publications service by Subject
    • Browse Publications service by Department
    • Browse Publications service by Funder
  • Help & Advice
University of Warwick

The Library

  • Login
  • Admin

Browse by Warwick Author

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Official Date | Item Type | Funder | No Grouping
Jump to: 2022 | 2021 | 2019 | 2017 | 2016
Number of items: 8.

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 Ξ²-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 (Unpublished)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 Ξ²-Model. Working Paper. Coventry: Department of Economics, University of Warwick. Warwick economics research papers series (WERPS) , 2019 (1222). (Unpublished)

2017

Chen, Mingli, Chernozhukov, Victor, FernΓ‘ndez-Val, IvΓ‘n 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).

This list was generated on Thu Feb 2 03:39:37 2023 GMT.
twitter

Email us: wrap@warwick.ac.uk
Contact Details
About Us