Mingli Chen
Contact Details
Telephone: +44 (0)24 765 22901
Email: M dot Chen dot 3 at warwick dot ac dot uk
Room: S1.114
Office Hour: Wed 2-4pm
Related Links
Assistant Professor
On Study Leave - Term 1Research Interests
- Econometrics
- Time Series Econometrics
- Financial Econometrics
- Industrial Organization
Education
- Ph.D., Economics, Boston University, Boston, US, May 2015
Teaching
- EC9A3: Advanced Econometric Theory
Current PhD Students
- Zizhong Yan
- Nikolas Kuhlen
Research
- Estimation of Nonlinear Panel Models with Multiple Unobserved Effects
- Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management (with Alexandre Belloni (Duke) and Victor Chernozhukov (MIT))
- Nonlinear Panel Models with Interactive Effects (with Ivan Fernandez-Val (BU) and Martin Weidner (UCL))
Others
- Co-organizer, Turing workshop on "Statistics of Network Analysis", 29-30 May 2018, sponsored by the Alan Turing Institute.
- (Co-)organizer, Econometrics Seminars and Workshop Series at Warwick, 2015 - present
- Link for 2016
Theme: High Dimensional Econometrics/Statistics
Masterclasses delivered by Victor Chernozhukov (MIT), topics on Machine Learning in Econometrics - Link for 2017
Theme: Panel Data
Masterclasses delivered by Bo Honoré (Princeton), topics on Panel Data Models - Link for 2018
Theme: Network Analysis
Masterclasses to be delivered by Bryan Graham (UC Berkeley), topics on Econometrics Analysis of Network Data
- Link for 2016
- Junior Hiring Committee, 2015-2017