Details about Mingli Chen

Access statistics for papers by Mingli Chen.

Last updated 2021-05-28. Update your information in the RePEc Author Service.

Short-id: pch1688

Working Papers

2023

1. Deep Reinforcement Learning in a Monetary Model
   Papers, arXiv.org View citations (8)

2022

2. High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing
   Papers, arXiv.org View citations (6)
   Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2019) View citations (10)

2020

3. Analysis of Networks via the Sparse $\beta$-Model
   Papers, arXiv.org

2019

4. Analysis of Networks via the Sparse β-Model
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
5. Nonlinear Factor Models for Network and Panel Data
   Papers, arXiv.org View citations (10)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (7)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (13)
   See also Journal Article Nonlinear factor models for network and panel data, Journal of Econometrics, Elsevier (2021) View citations (30) (2021)
6. Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk
   Papers, arXiv.org View citations (3)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (3)

2017

7. Counterfactual analysis in R: a vignette
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies

2016

8. Counterfactual: An R Package for Counterfactual Analysis
   Papers, arXiv.org View citations (2)
9. Estimation of Nonlinear Panel Models with Multiple Unobserved Effects
   Economic Research Papers, University of Warwick - Department of Economics View citations (17)
   Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2016) View citations (14)
10. Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (8)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2016) View citations (8)

Journal Articles

2021

1. Nonlinear factor models for network and panel data
   Journal of Econometrics, 2021, 220, (2), 296-324 View citations (30)
   See also Working Paper Nonlinear Factor Models for Network and Panel Data, Papers (2019) View citations (10) (2019)