
The Library
Browse by Warwick Author
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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 (Unpublished)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 (Unpublished)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 (Unpublished)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.