上海财经大学经济学院
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Liang CHEN
Assistant Professor
Econometrics
(Ph.D., Unversidad Carlos III de Madrid, 2013)

Office Address:
306, School of Economics
111 Wuchuan Rd

Contact Information:
Telephone: +86-21-65902387
Email: chenliang.uc3m@gmail.com
Bio
Publications
Working Papers


Bio

Employment:
From 2016:Assistant Professor, School of Economics, Shanghai University of Finance and Economics.
2013 to 2016, Postdoctral Research Fellow, INTE, Nuffield College and Department of Economics, University of Oxford.

Education:
2007 to 2013:PhD in Economics, Unversidad Carlos III de Madrid.
2003 to 2007: B.A. in Economics, Huazhong University of Science and Technology.


Publications

  1. Set Identification of Panel Data Models with Interactive Effects via Quantile Restrictions, Economics Letters, 2015. 
  2. Estimating the Common Break Date in Large Factor Models, Economics Letters, 2015. 
  3. Detecting Big Structural Breaks in Large Factor Models, Journal of Econometrics, 2014. (with J. J. Dolado and J. Gonzalo)
Working Papers
  1. Quantile Factor Models, (with J.J Dolado and J. Gonzalo). 
  2. Set Identification via Quantile Restrictions in Panel Data Models with Additive and Interactive Effects. 
  3. Identifying Observed Factors in High Dimensional Factor Models. 
  4. Input-Output Linkages and Aggregate Volatility: A Dynamic Factor Model Approach.
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