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Number of items: 8.
Journal Article
Belloni, Alexandre, Chen, Mingli, Madrid-Padilla, Oscar Hernan and Wang, Zixuan (Kevin) (2023) High dimensional latent panel quantile regression with an application to asset pricing. Annals of Statistics, 51 (1). pp. 96-121. doi:10.1214/22-AOS2223 ISSN 0090-5364.
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.
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.
Working or Discussion Paper
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 (Unpublished)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 (Unpublished)
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 (Unpublished)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 Mar 28 11:56:15 2024 GMT.