Bayesian Time Series Models
Intrinsic Bayesian Estimation of Linear Time Series Models (with D. Sun), Statistical Theory and Related Fields 2020, April, 1-13. working paper version
A Bayesian Analysis of Normalized VAR Models (with D. Sun), Journal of Multivariate Analysis, 2014, vol.124, 247-259.
Bayesian Testing of Restrictions on Vector Autoregressive Models, (with D. Sun), Journal of Statistical Planning and Inference, 2012, vol. 142, 3008-3022.
Selection of Multivariate Stochastic Volatility Models Bayesian Stochastic Search (with A. Loddo and D. Sun), Journal of Business and Economic Statistics, July 2011, vol. 29, pp342-355.
Bayesian Stochastic Search for VAR Model Restrictions (with E. George and D. Sun), Journal of Econometrics, January 2008, vol. 142, pp553-580.
Intrinsic Bayesian estimation of VAR Impulse Responses (with D. Sun and X. Sun), Journal of Business and Economic Statistics, Apr 2007, vol. 25, pp163-176.
Bayesian Estimates of Vector Autoregressive Models (with D. Sun), Journal of Business and Economic Statistics, Jan 2005, vol. 23, pp105-117.
Bayesian Analysis of VAR Models with Noninformative Priors (with D. Sun), Journal of Statistical Planning and Inference, 2004, vol. 121, 291-309.
Noninformative Priors and Frequentist Risks of Bayesian Estimators of Vector-Autoregressive Models(with D. Sun), Journal of Econometrics, July 2003, vol. 115, pp159-197.