- 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.
- Generalized Spectral Testing for Multivariate Continuous-Time Models (joint with Yongmiao Hong), Journal of Econometrics, 2011, 164, 268-293.
- 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 .
- 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.
- A Unified Approach toValidating Univariate and Multivariate Conditional Distribution Models in TimeSeries (joint with Yongmiao Hong),
forthcoming in Journal of Econometrics.
- Modeling and TestingSmooth Structural Changes with Endogenous Regressors, accepted in Journal of Econometrics.
- Detecting for SmoothStructural Changes in GARCH Models (joint with Yongmiao Hong), revised and resubmitted, 2014.
- Testing for FundamentalVector Moving Average Representations (joint with Jinho Choi and Juan Carlos Escanciano), revision requested, 2013.
- Nonparametric Testingfor Smooth Structural Changes in Panel Data Models (joint with Liquan Huang), 2013.