Nonlinear factor models for network and panel data M Chen, I Fernández-Val, M Weidner Journal of Econometrics 220 (2), 296-324, 2021 | 82 | 2021 |
Nonlinear Panel Models with Interactive Effects M Chen, I Fernandez-Val, M Weidner http://arxiv.org/abs/1412.5647, 2014 | 33 | 2014 |
Estimation of nonlinear panel models with multiple unobserved effects M Chen University of Warwick. Department of Economics, 2016 | 32 | 2016 |
Analysis of Networks via the Sparse -Model M Chen, K Kato, C Leng https://arxiv.org/pdf/1908.03152.pdf, 2019 | 30 | 2019 |
High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing A Belloni, M Chen, O Hernan Madrid Padilla, Z Wang https://arxiv.org/pdf/1912.02151.pdf, 2019 | 27* | 2019 |
Deep Reinforcement Learning in a Monetary Model M Chen, A Joseph, M Kumhof, X Pan, R Shi, X Zhou https://arxiv.org/pdf/2104.09368.pdf, 2021 | 19 | 2021 |
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management A Belloni, M Chen, V Chernozhukov https://arxiv.org/pdf/1607.00286.pdf, 2016 | 14 | 2016 |
Counterfactual: an R package for counterfactual analysis M Chen, V Chernozhukov, I Fernández-Val, B Melly arXiv preprint arXiv:1610.07894, 2016 | 8 | 2016 |
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk A Belloni, M Chen, V Chernozhukov https://arxiv.org/abs/1607.00286, 2016 | 8 | 2016 |
Payment Instrument Choice with Scanner Data: An MM Algorithm for Fixed Effects in Multinomial Logit Models M Chen, M Rysman, S Wang, K Wozniak Working Paper, 2021 | 6 | 2021 |
Counterfactual: Estimation and Inference Methods for Counterfactual Analysis M Chen, V Chernozhukov, I Fernandez-Val, B Melly R package version 1, 2016 | 5 | 2016 |
Counterfactual analysis in R $ aa vignette M Chen, V Chernozhukov, I Fernández-Val, B Melly cemmap working paper, 2017 | 4 | 2017 |
THE ANNALS N DOSS, Y WU, P YANG, HH ZHOU, A BELLONI, M CHEN, ... The Annals of Statistics 51 (1), 2023 | 1 | 2023 |
An MM algorithm for Fixed Effects in Multinomial Models with an Application to Payment Choice in Grocery Stores M Chen, M Rysman, S Wang, K Wozniak Working Papers, 2022 | 1 | 2022 |
Research related to high dimensional econometrics M Chen | | 2015 |
Estimation of Nonlinear Panel Models with Multiple Unobserved E ects M Chen | | 2014 |
Rearrangement in R: A Vignette W Graybill, M Chen, V Chernozhukov, I Fernandez-Val, A Galichon | | 2011 |
Package ‘Rearrangement’ W Graybill, M Chen, V Chernozhukov, I Fernandez-Val, A Galichon, ... | | 2011 |