2020

Chen, Mingli, Fernandez-Val, Ivan and Weidner, Martin (2020) Nonlinear factor models for network and panel data. Journal of Econometrics . doi:10.1016/j.jeconom.2020.04.004 (In Press)

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 (Unpublished)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. (In Press)

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 (Unpublished)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 (Unpublished)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).