Mingli Chen : Citation Profile


Are you Mingli Chen?

University of Warwick

5

H index

2

i10 index

97

Citations

RESEARCH PRODUCTION:

1

Articles

16

Papers

RESEARCH ACTIVITY:

   7 years (2016 - 2023). See details.
   Cites by year: 13
   Journals where Mingli Chen has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 5 (4.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1688
   Updated: 2024-07-05    RAS profile: 2021-05-28    
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Relations with other researchers


Works with:

Fernandez-Val, Ivan (3)

Weidner, Martin (2)

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

Is cited by:

Su, Liangjun (8)

Boneva, Lena (6)

Weidner, Martin (6)

LINTON, OLIVER (6)

Dolado, Juan (5)

Fernandez-Val, Ivan (5)

Gonzalo, Jesus (5)

GAO, Jiti (3)

Masten, Matthew (3)

Zylkin, Thomas (3)

Chernozhukov, Victor (3)

Cites to:

Chernozhukov, Victor (22)

Hansen, Christian (13)

Hahn, Jinyong (8)

Bai, Jushan (8)

Moon, Hyungsik (7)

Fernandez-Val, Ivan (7)

Dhaene, Geert (6)

Jochmans, Koen (6)

Weidner, Martin (6)

Heckman, James (5)

Newey, Whitney (5)

Main data


Where Mingli Chen has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org6
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 (2024 and 2023)


YearTitle of citing document
2023Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987.

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2023Estimating Nonlinear Network Data Models with Fixed Effects. (2022). Hughes, David William. In: Papers. RePEc:arx:papers:2203.15603.

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2023Multidimensional Interactive Fixed-Effects. (2022). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

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2023Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199.

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2023Debiased inference for dynamic nonlinear models with two-way fixed effects. (2023). Sun, Yutao ; Leng, Xuan. In: Papers. RePEc:arx:papers:2305.03134.

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2023Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2310.01950.

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2024Learning Macroeconomic Policies based on Microfoundations: A Stackelberg Mean Field Game Approach. (2024). Zhang, Haifeng ; Wang, Jun ; Song, Yan ; Xia, Siyu ; Zhao, Zhiyu ; Mi, Qirui. In: Papers. RePEc:arx:papers:2403.12093.

Full description at Econpapers || Download paper

2023.

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2023Group fused Lasso for large factor models with multiple structural breaks. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:132-154.

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2023High-dimensional VARs with common factors. (2023). Su, Liangjun ; Phillips, Peter ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:155-183.

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2023Binary response models for heterogeneous panel data with interactive fixed effects. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin ; Liu, Fei. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1654-1679.

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2023Profile GMM estimation of panel data models with interactive fixed effects. (2023). Su, Liangjun ; Jiang, Tao ; Hong, Shengjie. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:927-948.

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2023Machine learning panel data regressions with heavy-tailed dependent data: Theory and application. (2023). Babii, Andrii ; Ghysels, Eric ; Ball, Ryan T ; Striaukas, Jonas. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001282.

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2023An empirical approach to measure unobserved cultural relations using music trade data. (2023). Takagi, Shingo ; Takara, Yuki. In: Journal of Cultural Economics. RePEc:kap:jculte:v:47:y:2023:i:2:d:10.1007_s10824-022-09455-6.

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2023Choosing exogeneity assumptions in potential outcome models. (2023). Poirier, Alexandre ; Masten, Matthew A. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:3:p:327-349..

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2023More Efficient Estimation of Multiplicative Panel Data Models in the Presence of Serial Correlation. (2023). Wooldridge, Jeffrey ; Brown, Nicholas. In: Working Paper. RePEc:qed:wpaper:1497.

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2023Dynamic Quantile Panel Data Models with Interactive Effects. (2023). Zheng, Chaowen ; Shin, Yongcheol ; Author-Name, Jia Chen. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-06.

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2023Quantifying noise in survey expectations. (2023). Kuinskas, Simas ; Juodis, Artras. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:2:p:609-650.

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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.
[Full Text][Citation analysis]
paper8
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 nother version. Agregated cites: 8
paper
2016Estimation of Nonlinear Panel Models with Multiple Unobserved Effects In: Economic Research Papers.
[Full Text][Citation analysis]
paper16
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 nother version. Agregated cites: 16
paper
2019Nonlinear Factor Models for Network and Panel Data In: Papers.
[Full Text][Citation analysis]
paper51
2021Nonlinear factor models for network and panel data.(2021) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51
article
2019Nonlinear factor models for network and panel data.(2019) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51
paper
2018Nonlinear factor models for network and panel data.(2018) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51
paper
2019Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk In: Papers.
[Full Text][Citation analysis]
paper4
2017Quantile graphical models: prediction and conditional independence with applications to systemic risk.(2017) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2016Counterfactual: An R Package for Counterfactual Analysis In: Papers.
[Full Text][Citation analysis]
paper2
2020Analysis of Networks via the Sparse $\beta$-Model In: Papers.
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paper0
2022High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing In: Papers.
[Full Text][Citation analysis]
paper9
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 nother version. Agregated cites: 9
paper
2023Deep Reinforcement Learning in a Monetary Model In: Papers.
[Full Text][Citation analysis]
paper7
2017Counterfactual analysis in R: a vignette In: CeMMAP working papers.
[Full Text][Citation analysis]
paper0
2019Analysis of Networks via the Sparse ?-Model In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
paper0

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