| Detecting big structural breaks in large factor models L Chen, JJ Dolado, J Gonzalo Journal of Econometrics 180 (1), 30-48, 2014 | 156 | 2014 |
| Quantile factor models L Chen, JJ Dolado, J Gonzalo Econometrica 89 (2), 875-910, 2021 | 140 | 2021 |
| Estimating the common break date in large factor models L Chen Economics Letters 131, 70-74, 2015 | 28 | 2015 |
| A simple estimator for quantile panel data models using smoothed quantile regressions L Chen, Y Huo The Econometrics Journal 24 (2), 247-263, 2021 | 10 | 2021 |
| Two-step estimation of quantile panel data models with interactive fixed effects L Chen Econometric Theory, 2022 | 9 | 2022 |
| Heterogeneous predictive association of CO2 with global warming L Chen, JJ Dolado, J Gonzalo, A Ramos Economica 90 (360), 1397-1421, 2023 | 5 | 2023 |
| Nonparametric quantile regressions for panel data models with large T L Chen arXiv preprint arXiv:1911.01824, 2019 | 5 | 2019 |
| Estimation of Characteristics-Based Quantile Factor Models J Gonzalo, L Chen, JJ Dolado, H Pan Available at SSRN 4873356, 2024 | 2* | 2024 |
| Set identification of panel data models with interactive effects via quantile restrictions L Chen Economics Letters 137, 36-40, 2015 | 1 | 2015 |
| Essays in high dimensional factor models L Chen Universidad Carlos III de Madrid, 2013 | 1* | 2013 |
| Common correlated effects estimation of nonlinear panel data models L Chen, M Zhang The Econometrics Journal, utae022, 2024 | | 2024 |
| FASTER UNIFORM CONVERGENCE RATES FOR DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS L Chen, M Zhang Econometric Theory, 1-33, 2024 | | 2024 |
juan j doladoProfessor of Economics, EUIZweryfikowany adres z eui.eu
