1. Estimation of Semi-Varying Coefficient Models with Nonstationary Regressors, (with Kunpeng Li, Degui Li, and Cheng Hsiao), Econometric Reviews 36, 354-369, 2017.
2. Local Constant Kernel Estimation of a Partially Linear Varying Coefficient Cointegration Model, (with Luya Wang, Juan Lin, and Qi Li), Annals of Economics and Finance 16-2, 353-369, 2015.
3. Binary Response Correlated Random Coefficient Panel Data Models, (with Yichen Gao, Cong Li), Journal of Econometrics 188, 421-434, 2015.
4. Asymptotics for Nonparametric and Semiparametric Fixed Effects Panel Models, (with Cong Li), Journal of Econometrics 185, 420-434, 2015.
5. Local Linear Estimation of a Nonparametric Cointegration Model, (with Zhongjian Lin, Cheng Hsiao), Econometric Reviews 34, 881-905, 2015.
6. Testing Cointegration Relationship in a Semiparametric Varying Coefficient Model, (with Jingping Gu), Journal of Econometrics 178, 57-70, 2014.
7. Functional Coefficient Regression Models with Time Trend, (with Qi Li), Journal of Econometrics 170, 15-31, 2012.
8. Nonparametric Estimation of Multivariate CDF with Categorical and Continuous Data, (with Gaosheng Ju, Rui Li), Advances in Econometrics 25, 291-318, 2009.