Z. Cen, Y. Chen, and C. Lam (2025+), Inference on Dynamic Spatial Autoregressive Models with Change Point Detection, Journal of Business & Economic Statistics. - paper - arXiv -

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

C. Lam and Z. Cen (2025), Matrix-valued Factor Model with Time-varying Main Effects, Journal of Econometrics. - paper - arXiv -

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

Referee for:

• Annals of Statistics

• Computational Statistics and Data Analysis

• Econometrics and Statistics

• IEEE Transactions on Information Theory

• Journal of Business & Economic Statistics

• Journal of Computational and Graphical Statistics

• Journal of the Royal Statistical Society Series B

• Journal of the American Statistical Association

• Journal of Multivariate Analysis

• Journal of Nonparametric Statistics

• 2026 IEEE International Symposium on Information Theory

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