发表文章:
“Testing for the Presence of Jump Components in Jump Diffusion Models”, Journal of Econometrics, forthcoming (with Bin Wang)
“Do shifts in regimes impact the disposition effect implied by prospect theory models?”, Applied Economics Letters, https://doi.org/10.1080/13504851.2021.1915947 (with Haonan Lin)
“A Goodness-of-fit Test for Copulas Based on Martingale Transformation”, Journal of Econometrics, 215, 84-117 (2020) (with Xiaohui Lu)
“The Comparison of the Hedonic, Repeated Sales, and Hybrid Models: Evidence from the Chinese Paintings Market”, Cogent Economics and Finance, 6(1) (2018) (with Fang Wang)
“基于现金流因子的股票反转交易策略”，《投资研究》, 2017，36（11）：59-75（与朱盈霏）
“Performance analysis of investing in Chinese oil paintings based on a hedonic regression model of price index“，China Finance Review International, 7(3),323-342 (2017) (with Fang Wang)
“Long Memory in Asymmetric Dependence between LME and Chinese Aluminum Futures”, The Journal of Futures Markets, 36, 267-294 (2016) (with Yuting Gong)
“基于Copula模型的尾部相依性长记忆效应研究”，《系统科学与数学》，6，783-799（2016）（与龚玉婷）
“谁真正影响了股票和债券市场的相关性?—基于混频Copula模型的视角”，《经济学：季刊》，3,1205-1224（2016）（龚玉婷、陈强）
“基于股价日均线的趋势策略有效性分析”，《上海管理科学》，2016，38（2），102-108（与林朝雄）
“A Model-free Test for Contagion between Energy Market and Stock Market”， Economics Letters, 130, 1-4 (2015) (with Zhiyuan Pan and Yuting Gong)
“Asymptotically Distribution-free Tests for the Volatility Function of a Diffusion”, Journal of Econometrics，2015, 184,124-144 （with Qiang Chen and Zhiyuan Pan)
“基于鞅转化的利率模型漂移函数设定检验”,《管理科学学报》，2014， 17（11），43-56（与陈强、许秀）
“基于混频模型的CPI 短期预测研究”，统计研究，2014,31（12),25-31(与龚玉婷、陈强）
“Testing Asymmetric Correlations in Stock Returns via Empirical Likelihood Method,” China Finance Review International, 4, 42-57 (2014) (with Zhiyuan Pan and Qiang Chen)
“中国股市与股指期市的对冲表现及市场非完备性”，《系统工程理论与实践》，2013， 33（11）：2734-2745）（与陈强、林小强）
“中国股市跳跃行为与股指期货定价表现的实证分析”，《投资研究》, 2013，32（6）：144-158，（与陈强、潘志远）
“Testing Parametric Conditional Distributions Using the Nonparametric Smoothing Method" Metrika，75，455-469 (2012)
“基于价格预测能力的基金羊群效应模型与算例分析”,《上海管理科学》，33，24-26 （2011）（与谢鹏）
“Testing Heteroskedasticity in Nonlinear and Nonparametric Regressions,” Canadian Journal of Statistics，37，282-300 (May 2009)
“Testing for Discrete Choice Models,” Economics Letters, 98, 176-184 (2008)
“Nonlinear Methods in Microeconometrics,” 西方人文社科研究前沿发展评析丛书, 2008 (with Chunrong Ai)
“A Consistent Test of Conditional Parametric Distributions,” Econometric Theory, 16, 667-691 (2000)
“Specification Testing and Nonparametric Estimation of the Human Capital Model,” in T. B. Fomby and R. C. Hill, eds., Advances in Econometrics: Applying Kernel and Nonparametric Estimation to Economic Topics, Volume 14, JAI Press (1999)
“Consistent Specification Testing for Conditional Symmetry,” Econometric Theory, 14, 139-149 (1998)
“A Consistent Nonparametric Test of Parametric Regression Models under Conditional Quantile Restrictions,” Econometric Theory, 14, 123-138 (1998)
“A Consistent Specification Test of Independence,” Journal of Nonparametric Statistics, 7, 297-306 (1997)
“A Strong Law of Large Numbers: Solution,” Econometric Theory, 12, 210-212 (1996)
“A Consistent Test of Functional Form via Nonparametric Estimation Techniques,” Journal of Econometrics, 75, 263-289 (1996)
“Semiparametric Efficiency Bounds for the Binary Choice and Sample Selection Models under Symmetry,” Economic Letters, 47, 249-253 (1995)
“Deriving Restricted Least Squares Estimator without a Lagrangean: Solution,” Econometric Theory, 10, 447-448 (1994)
“Efficiency as Correlation: Solution,” Econometric Theory, 10, 228 (1994)
