A Unified Approach to Testing the Distributional Stability (joint with Liquan Huang), Forthcoming, Journal of Time Series Analysis
Diffusion Index Forecast with Tensor Data (joint with Yuefeng Han and Qiyang Yu) , Journal of Econometrics, 2026, 254, 106204
Testing for Structural Changes via Isotonic Regression (joint with Robert DeJong), Econometric Theory, 2026, 42, 837-868
Estimation and Inference for CP Tensor Factor Models (joint with Yuefeng Han and Qiyang Yu), Journal of Econometrics, 2025, 253, 106167
Time-varying Forecast Combination for High-Dimensional Data (joint with Kenwin Maung), Journal of Econometrics, 2023, online appendix
Testing for Serial Correlation in Panel Data Models with Potential Cross Sectional Dependence, Econometric Reviews, 2022, 41, 1095-1112
Nonparametric Testing for Smooth Structural Changes in Panel Data Models, (joint with Liquan Huang) Journal of Econometrics, 2018, 202, 245-267
Testing for Fundamental Vector Moving Average Representations (joint with Jinho Choi and Juan Carlos Escanciano), Quantitative Economics, 2017, 8, 149-180
Detecting for SmoothStructural Changes in GARCH Models (joint with Yongmiao Hong), Econometric Theory, 2016, 32, 740-791
Modeling and TestingSmooth Structural Changes with Endogenous Regressors, Journal of Econometrics, 2015, 185, 196-215.
A Unified Approach toValidating Univariate and Multivariate Conditional Distribution Models in TimeSeries (joint with Yongmiao Hong), Journal of Econometrics, 2014, 178, 22-44.
Testing Whether the Underlying Continuous-Time Model is Diffusion: an Infinitesimal Operator Based Approach (joint with Zhaogang Song), Journal of Econometrics, 2013, 173, 83-107.
Testing for the Markov Property in Time Series (joint with Yongmiao Hong), Econometric Theory, 2012, volume 28, issue 01, 130-178.
Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression (joint with Yongmiao Hong), Econometrica, 2012, volume 80, 3, 1157-1183 .
Generalized Spectral Testing forwww.sciencedirect.com/science/article/abs/pii/S030440761100114X Multivariate Continuous-Time Models (joint with Yongmiao Hong), Journal of Econometrics, 2011, 164, 268-293.
Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametric Regression (joint with Yongmiao Hong), Econometric Theory, 2010, volume 26, issue 04, 1115-1179.
High-Dimensional Time-varying Forecast Combination under General Loss Functions (joint with Kenwin Maung) , R&R
Time-varying Matrix Factor Models (joint with Elynn Chen, Stevenson Bolivar and Rong Chen), Submitted
Useful factors are fewer than you think (joint with Qiyang Yu, and Guofu Zhou)
Semiparametric Inference in Panel Data with Interactive and High-dimensional Confounding (joint with Yukun Ma and Qiyang Yu)
High-Dimensional Time-varying Directional Prediction (joint with Kenwin Maung and Zhan Gao)
Multidimensional Regression with Grouped Heterogeneity (joint with Yuefeng Han)
Missing Imputation of CP Factor Model with Application to Causal Inference (joint with Yuefeng Han and Qiyang Yu)
Inference of Group Factor Model for High-Dimensional Matrix Time Series (joint with Yuefeng Han and Ke Xu)