10 citations · 16 across the 4 of their papers we have counts for
6 papers
Robust Priors in Nonlinear Panel Models with Individual and Time Effects
Zizhong Yan, Zhengyu Zhang, Mingli Chen +2
We develop likelihood-based bias reduction for nonlinear panel models with additive individual and time effects. In two-way panels, integrated-likelihood corrections are attractive…
Deep Reinforcement Learning in a Monetary Model
Mingli Chen, Andreas Joseph, Michael Kumhof +2
We propose using deep reinforcement learning to solve dynamic stochastic general equilibrium models. Agents are represented by deep artificial neural networks and learn to solve th…
High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing
Alexandre Belloni, Mingli Chen, Oscar Hernan Madrid Padilla +2
We propose a generalization of the linear panel quantile regression model to accommodate both \textit{sparse} and \textit{dense} parts: sparse means while the number of covariates…
Counterfactual: An R Package for Counterfactual Analysis
Mingli Chen, Victor Chernozhukov, Iván Fernández-Val +1
The Counterfactual package implements the estimation and inference methods of Chernozhukov, Fernández-Val and Melly (2013) for counterfactual analysis. The counterfactual distribut…
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk
Alexandre Belloni, Mingli Chen, Victor Chernozhukov
We propose two types of Quantile Graphical Models (QGMs) --- Conditional Independence Quantile Graphical Models (CIQGMs) and Prediction Quantile Graphical Models (PQGMs). CIQGMs ch…
Nonlinear Factor Models for Network and Panel Data
Mingli Chen, Iván Fernández-Val, Martin Weidner
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. We consider fixed effect estimation of nonlinear panel single-…