| Detecting big structural breaks in large factor models L Chen, JJ Dolado, J Gonzalo Journal of Econometrics 180 (1), 30-48, 2014 | 144 | 2014 |
| Quantile factor models L Chen, JJ Dolado, J Gonzalo Econometrica 89 (2), 875-910, 2021 | 117 | 2021 |
| Estimating the common break date in large factor models L Chen Economics Letters 131, 70-74, 2015 | 26 | 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 | 8 | 2021 |
| Two-step estimation of quantile panel data models with interactive fixed effects L Chen Econometric Theory, 2022 | 7 | 2022 |
| Nonparametric quantile regressions for panel data models with large T L Chen arXiv preprint arXiv:1911.01824, 2019 | 5 | 2019 |
| Common Correlated Effects Estimation of Nonlinear Panel Data Models L Chen, M Zhang arXiv preprint arXiv:2304.13199, 2023 | 1 | 2023 |
| 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 | 1* | 2013 |
| Heterogeneous predictive association of CO2 with global warming L Chen, JJ Dolado, J Gonzalo, A Ramos Economica 90 (360), 1397-1421, 2023 | | 2023 |
| Estimation of characteristics-based quantile factor models L Chen, JJ Dolado, J Gonzalo, H Pan arXiv preprint arXiv:2304.13206, 2023 | | 2023 |
| Revisiting Granger Causality of 𝑪𝑶𝟐 on global warming: a quantile factor approach L Chen, JJ Dolado, J Gonzalo, A Ramos | | 2022 |
juan j doladoProfessor of Economics, EUIVerified email at eui.eu
