10 citations · 16 across the 4 of their papers we have counts for
3 papers · 1 filter
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…