Associates

Mingli Chen

Selected Publications

Nonlinear factor models for network and panel data

Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. […]

Martin Weidner, Ivan Fernandez-Val, Mingli Chen
11 April 2019 | CWP18/19

Previous version

Nonlinear factor models for network and panel data
Martin Weidner, Ivan Fernandez-Val, Mingli Chen
3 July 2018 | CWP38/18
Nonlinear factor models for network and panel data

Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. […]

Martin Weidner, Ivan Fernandez-Val, Mingli Chen
3 July 2018 | CWP38/18

Latest version

Nonlinear factor models for network and panel data
Martin Weidner, Ivan Fernandez-Val, Mingli Chen
11 April 2019 | CWP18/19
Counterfactual analysis in R: a vignette

The R package Counterfactual implements the estimation and inference methods of Chernozhukov et al. (2013) for […]

Blaise Melly, Ivan Fernandez-Val, Victor Chernozhukov, Mingli Chen
30 December 2017 | CWP64/17
Quantile graphical models: prediction and conditional independence with applications to systemic risk

The understanding of co-movements, dependence, and influence between variables of interest is key in many applications. […]

Victor Chernozhukov, Mingli Chen, Alexandre Belloni
5 December 2017 | CWP54/17