Z. Cen and C. Lam (2025+), Tensor Time Series Imputation through Tensor Factor Modelling, Journal of Econometrics (In Press). - paper - arXiv -

Z. Cen (2025+), Identification and Estimation of Multi-order Tensor Factor Models. - arXiv -

Z. Cen, K. Liu, and C. Lam (2025+), Sparsity of the Main Effect Matrix Factor Model. - arXiv -

Z. Cen and C. Lam (2025+), On Testing Kronecker Product Structure in Tensor Factor Models. - arXiv -

Z. Cen, Y. Chen, and C. Lam (2024+), Inference on Dynamic Spatial Autoregressive Models with Change Point Detection. - arXiv -

C. Lam and Z. Cen (2024+), Matrix-valued Factor Model with Time-varying Main Effects. - arXiv -

Referee for: Journal of Nonparametric Statistics

R packages: tensorFun (archived), tensorMiss, MEFM, KOFM