Mingli Chen : Citation Profile


Are you Mingli Chen?

University of Warwick

3

H index

1

i10 index

26

Citations

RESEARCH PRODUCTION:

15

Papers

RESEARCH ACTIVITY:

   3 years (2016 - 2019). See details.
   Cites by year: 8
   Journals where Mingli Chen has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 1 (3.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1688
   Updated: 2020-07-04    RAS profile: 2020-01-10    
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Relations with other researchers


Works with:

Chernozhukov, Victor (6)

Fernandez-Val, Ivan (4)

Weidner, Martin (3)

Melly, Blaise (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mingli Chen.

Is cited by:

Koerber, Lena (6)

LINTON, OLIVER (6)

Chernozhukov, Victor (3)

Weidner, Martin (3)

Dolado, Juan (2)

Su, Liangjun (2)

Bonhomme, Stéphane (2)

Fernandez-Val, Ivan (2)

Lamadon, Thibaut (2)

Härdle, Wolfgang (2)

Gonzalo, Jesus (2)

Cites to:

Chernozhukov, Victor (15)

Fernandez-Val, Ivan (7)

Bai, Jushan (7)

Jochmans, Koen (6)

Dhaene, Geert (6)

Graham, Bryan (5)

Moon, Hyungsik (5)

Cunha, Flavio (5)

Hahn, Jinyong (5)

Heckman, James (5)

Schennach, Susanne (4)

Main data


Where Mingli Chen has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org5
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics4
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies4
Economic Research Papers / University of Warwick - Department of Economics2

Recent works citing Mingli Chen (2019 and 2018)


YearTitle of citing document
2018Individual and Time Effects in Nonlinear Panel Models with Large N, T. (2018). Weidner, Martin ; Fernandez-Val, Ivan. In: Papers. RePEc:arx:papers:1311.7065.

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2018Interpreting Quantile Independence. (2018). Poirier, Alexandre ; Masten, Matthew A. In: Papers. RePEc:arx:papers:1804.10957.

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2020LASSO-Driven Inference in Time and Space. (2019). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen ; Hardle, Wolfgang K. In: Papers. RePEc:arx:papers:1806.05081.

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2019Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987.

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2019Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

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2020Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Stammann, Amrei ; Czarnowske, Daniel. In: Papers. RePEc:arx:papers:2004.03414.

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2020Detecting Latent Communities in Network Formation Models. (2020). Su, Liangjun ; Zhang, Yichong ; Ma, Shujie. In: Papers. RePEc:arx:papers:2005.03226.

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2017A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance. (2017). LINTON, OLIVER ; Koerber, Lena ; Boneva, Lena. In: Bank of England working papers. RePEc:boe:boeewp:0640.

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2017Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models. (2017). Hacioglu Hoke, Sinem ; Kapetanios, George. In: Bank of England working papers. RePEc:boe:boeewp:0683.

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2017A Discrete Choice Model For Large Heterogeneous Panels with Interactive Fixed Effects with an Application to the Determinants of Corporate Bond Issuance. (2017). LINTON, OLIVER ; Koerber, Lena ; Boneva, L. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1703.

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2017Quantile Factor Models. (2017). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Muoz, Jesus Gonzalo. In: UC3M Working papers. Economics. RePEc:cte:werepe:25299.

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2018LASSO-Driven Inference in Time and Space. (2018). Härdle, Wolfgang ; Chernozhukov, Victor ; Wang, W ; Huang, C ; Hardle, W K. In: Working Papers. RePEc:cty:dpaper:18/04.

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2019Non-separable models with high-dimensional data. (2019). Su, Liangjun ; Ura, Takuya ; Zhang, Yichong. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:646-677.

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2020Nonparametric identification of discrete choice models with lagged dependent variables. (2020). Williams, Benjamin. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:286-304.

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2018Estimation of an unbalanced panel data Tobit model with interactive effects. (2018). Ye, Xiaoqing ; Wu, Xiangjun ; Xu, Juan. In: Journal of choice modelling. RePEc:eee:eejocm:v:28:y:2018:i:c:p:108-123.

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2018Factors associated with private-public school performance: Analysis of TALIS-PISA link data. (2018). Delprato, Marcos ; Chudgar, Amita . In: International Journal of Educational Development. RePEc:eee:injoed:v:61:y:2018:i:c:p:155-172.

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2017Discretizing Unobserved Heterogeneity. (2017). Lamadon, Thibaut ; Bonhomme, Stéphane ; Manresa, Elena. In: Working Paper Series. RePEc:hhs:ifauwp:2017_021.

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2017A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance. (2017). LINTON, OLIVER ; Koerber, Lena ; Boneva, Lena. In: CeMMAP working papers. RePEc:ifs:cemmap:02/17.

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2019LASSO-Driven Inference in Time and Space. (2019). Härdle, Wolfgang ; Chernozhukov, Victor ; Wang, Weining ; Huang, Chen ; Hardle, Wolfgang. In: CeMMAP working papers. RePEc:ifs:cemmap:20/19.

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2018Fixed effect estimation of large T panel data models. (2018). Weidner, Martin ; Fernandez-Val, Ivan. In: CeMMAP working papers. RePEc:ifs:cemmap:22/18.

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2017Discretizing unobserved heterogeneity. (2017). Lamadon, Thibaut ; Bonhomme, Stéphane ; Manresa, Elena. In: IFS Working Papers. RePEc:ifs:ifsewp:17/03.

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2019Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions. (2019). Wang, FA. In: MPRA Paper. RePEc:pra:mprapa:93484.

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Works by Mingli Chen:


YearTitleTypeCited
2016Quantile Graphical Models : Prediction and Conditional Independence with Applications to Financial Risk Management In: Economic Research Papers.
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paper4
2016Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management.(2016) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2016Estimation of Nonlinear Panel Models with Multiple Unobserved Effects In: Economic Research Papers.
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paper7
2016Estimation of Nonlinear Panel Models with Multiple Unobserved Effects.(2016) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2019Nonlinear Factor Models for Network and Panel Data In: Papers.
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paper12
2019Nonlinear factor models for network and panel data.(2019) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 12
paper
2018Nonlinear factor models for network and panel data.(2018) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2019Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk In: Papers.
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paper1
2017Quantile graphical models: prediction and conditional independence with applications to systemic risk.(2017) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016Counterfactual: An R Package for Counterfactual Analysis In: Papers.
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paper1
2019Analysis of Networks via the Sparse $\beta$-Model In: Papers.
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paper0
2019High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing In: Papers.
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paper1
2019High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing.(2019) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Counterfactual analysis in R: a vignette In: CeMMAP working papers.
[Full Text][Citation analysis]
paper0
2019Analysis of Networks via the Sparse β-Model In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
paper0

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