1. Yundong Tu (2020). “Entropy-based Model Averaging Estimation of Nonparametric Models,” Chapter 18 in Advances in Info-Metrics: Information and Information Processing across Disciplines , Edited by M. Chen, J.M. Dunn, A. Golan, and A. Ullah. Oxford University Press. December 2020.
2. Yingqian Lin and Yundong Tu (2021). “On Transformed Linear Cointegration Models,” Economics Letters , 198, 1-6, 109686, January 2021.
3. Minya Xu, Yaqiong Wang and Yundong Tu (2021). “Uncovering the Invisible Effect of PM2.5 on Stock Returns,” Finance Research Letters , 39, 1-10, 101646, March 2021.
4. Li Li and Yundong Tu (2022). “The Varying Spillover effect of U.S. Systemic Risk: A Functional-coefficient Cointegration Approach,” Economics Letters , 212, 1-4, 110306, March 2022.
5. Yundong Tu and Ying Wang (2022). “Spurious Functional-coefficient Regression Models and Robust Inference with Marginal Integration,” forthcoming in Journal of Econometrics .
6. Yundong Tu, Han-Ying Liang and Qiying Wang (2022). “Nonparametric Inference for Quantile Cointegrations with Stationary Covariates,” forthcoming in Journal of Econometrics .
7. Zhenzhong Wang, Song Xi Chen, and Yundong Tu (2022). “Analyzing Chinese Consumer Price Index Comparatively with that of United States,” forthcoming in Journal of Applied Statistics and Management .
8. Shuo Li, Liuhua Peng and Yundong Tu (2022). “A Unified Approach to Testing Independence Between Exogenous Variables and Unobserved Errors,” forthcoming in Econometric Reviews .
9. Chenchen Ma and Yundong Tu (2022). “Group Fused LASSO for Large Factor Models with Multiple Structural Changes,” forthcoming in Journal of Econometrics .
10. Yingqian Lin and Yundong Tu (2022). “Transformation models with cointegrated and deterministically trending regressors,” forthcoming in Advances in Econometrics .