论文发表:
(1) Trending time varying coefficient time series models with serially correlated errors,《Journal of Econometrics》,2007年01月
(2) Functional coefficient instrumental variables models,《Journal of Econometrics》,2006年07月
(3) Local linear estimation for time-dependent coefficients in Cox’s regression models,《Scandinavian Journal of Statistics》,2003年01月
(4) A two-stage approach to additive time series models,《Statistica Neerlandica》,2002年01月
(5) Regression quantiles for time series data,《Econometric Theory》,2002年01月
(6) Smoothing for discrete-value time series,《Journal of the Royal Statistical Society, series B》,2001年06月
(7) Denoised least squares estimators: An application to estimating advertising effectiveness,《Statistica Sinica》,2000年09月
(8) Functional-coefficient regression models for nonlinear time series.,《Journal of the American Statistical Association》,2000年09月
(9) Efficient estimation and inferences for varying-coefficient models,《Journal of the American Statistical Association》,2000年09月
(10) Nonparametric estimation in nonlinear ARX time series models: Projection and linear fitting,《Econometric Theory》,2000年03月
(11) Application of a local linear autoregressive model to BOD time series,《Environmetrics》,2000年03月
(12) Score tests for heteroscedasticity in wavelet regression models,《Biometrika》,1998年03月