Associates

Mingli Chen

Warwick

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…. Continue reading.

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

Previous version

Nonlinear factor models for network and panel data
Mingli Chen, Ivan Fernandez-Val, Martin Weidner
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…. Continue reading.

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

Latest version

Nonlinear factor models for network and panel data
Mingli Chen, Ivan Fernandez-Val, Martin Weidner
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… Continue reading.

Mingli Chen, Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly
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…. Continue reading.

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