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Richard Arnott and Yundong Tu (2010). “Shopper City,” in Industrial Organization, Trade, and Social Interaction: Essays in Honour of B. Curtis Eaton, edited by G. K. Dow, A. Eckert, and D. S. West, Chap. 5, pp. 84-111, 2010, University of Toronto Press.
Tae-Hwy Lee, Yundong Tu and Aman Ullah (2014). “Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting,” Journal of Econometrics, 182(1), 196-210, September 2014.
Tae-Hwy Lee, Yundong Tu and Aman Ullah (2015). “Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints,” Journal of Business and Economic Statistics, 33:3, 393-402, July 2015.
Liangjun Su, Yundong Tu and Aman Ullah (2015). “Testing Additive Separability of Error Term in Nonparametric Structural Models,” Econometric Reviews, 34:6-10, 1056-1087, December 2015.
Shuo Li and Yundong Tu (2016). “On Estimating the Nonparametric Multiplicative Error Models,” Economics Letters, 143, 66-68, June 2016.
Song Xi Chen, Lihua Lei and Yundong Tu (2016). “Functional Coefficient Moving Average Model with Applications to Forecasting Chinese CPI,” Statistica Sinica, 26, 1649-1672, October 2016.
Shuo Li and Yundong Tu (2016). “Root-n Consistent Density Estimation in Semiparametric Regression Models,” Computational Statistics and Data Analysis, 104, 91-109, December 2016.
Ying Wang, Yundong Tu and Song Xi Chen (2016). “Improving Inflation Prediction with the Quantity Theory,” Economics Letters, 149, 112-115, December 2016.
Yundong Tu and Yanping Yi (2017). “Forecasting Cointegrated Nonstationary Time Series with Time-varying Variance,” Journal of Econometrics, 196(1), 83-98, January 2017.
Yundong Tu (2017). “On Spurious Regressions with Partial Unit Root Processes,” Economics Letters, 150, 142-145, January 2017.
Jing Zhou, Yundong Tu, Yuxin Chen and Hansheng Wang (2017). “Estimating Spatial Autocorrelation with Sampled Network Data,” Journal of Business and Economic Statistics, 35, 130-138, January 2017.
Yundong Tu (2017). “Efficient Estimation of Nonparametric Simultaneous Equation Models,” Communications in Statistics - Theory and Methods, 46, 3411-3416, April 2017.
Yundong Tu and Siwei Wang (2019). “Functional Kernel-weighted Least Square Estimation and Its Applications in Economics,” Systems Engineering-Theory & Practice, 39:4, 839-853.
Yundong Tu and Tae-Hwy Lee (2019). “Forecasting Using Supervised Factor Models,” Journal of Management Science and Engineering, 4, 12-27, March 2019.
Ye Chen and Yundong Tu (2019). “Is Stock Price Correlated with Oil Price? Spurious Regressions with Mildly Explosive Processes,” Oxford Bulletin of Economics and Statistics, 81(5), 1012-1044, October 2019.
Shuo Li and Yundong Tu (2019). “A Joint Test for Parametric Specification and Independence in Nonlinear Regression Models,” Econometric Reviews, 38:10, 1202-1215, December 2019.
Yu Ren, Yanping Yi and Yundong Tu (2019). “Balanced Predictive Regressions,” Journal of Empirical Finance, 54, 118-142, December 2019.
Yundong Tu and Ying Wang (2019). “Functional Coefficient Cointegration Models Subject to Time-varying Volatility with an Application to the Purchasing Power Parity,” Oxford Bulletin of Economics and Statistics, 81(6), 1401-1423, December 2019.
Shuo Li, Bin Guo and Yundong Tu (2020). “Simultaneous Diagnostic Testing for Nonlinear Time Series Models with An Application to the U.S. Federal Fund Rate,” Oxford Bulletin of Economics and Statistics, 82(1), 235-255, February 2020.
Yundong Tu and Ying Wang (2020). “Adaptive Estimation of Heteroskedastic Functional Coefficient Regressions with an Application to Fiscal Policy Evaluation on Asset Markets,” Econometric Reviews, 39:3, 299-318, March 2020.
Yingqian Lin and Yundong Tu (2020). “Sieve Extremum Estimation of a Semiparametric Transformation Model,” Economics Letters, 189, 1-5, 109020, April 2020.
Yingqian Lin, Yundong Tu and Qiwei Yao (2020). “Estimation of Doubly-Nonlinear Cointegration,” Journal of Econometrics, 216(1), 175-191, May 2020.
Yundong Tu, Qiwei Yao and Rongmao Zhang (2020). “Error Correction Factor Models for High-dimensional Cointegrated Time Series,” Statistica Sinica, 30(3), 1463-1484, July 2020.
Yundong Tu, Nigel Chan and Qiying Wang (2020). “Testing for a Unit Root with Nonstationary Nonlinear Volatility,” Econometric Reviews, 39(9), 904-929. October 2020.
Yingqian Lin and Yundong Tu (2020). “Robust Inference for Spurious Regressions and Cointegrations Involving Processes Moderately Deviated from a Unit Root,” Journal of Econometrics, 219(1), 52-65, November 2020.
Yundong Tu and Siwei Wang (2020). “Jackknife Model Averaging for Expectile Regressions in Increasing Dimension,” Economics Letters, 197, 1-5, 109607.
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.
Yingqian Lin and Yundong Tu (2021). “On Transformed Linear Cointegration Models,” Economics Letters, 198, 1-6, 109686, January 2021.
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.
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.
Yundong Tu and Ying Wang (2022). “Spurious Functional-coefficient Regression Models and Robust Inference with Marginal Integration,” Journal of Econometrics, 229(2), 396-421.
Yundong Tu, Han-Ying Liang and Qiying Wang (2022). “Nonparametric Inference for Quantile Cointegrations with Stationary Covariates,” Journal of Econometrics, 230(2), 453-482.
Shuo Li, Liuhua Peng and Yundong Tu (2022). “A Unified Approach to Testing Independence Between Exogenous Variables and Unobserved Errors,” Econometric Reviews, 41:7, 697-728.
Zhenzhong Wang, Song Xi Chen, and Yundong Tu (2023). “Analyzing Chinese Consumer Price Index Comparatively with that of United States,” forthcoming in Journal of Applied Statistics and Management.
Chenchen Ma and Yundong Tu (2023). “Group Fused LASSO for Large Factor Models with Multiple Structural Changes,” forthcoming in Journal of Econometrics.
Yingqian Lin and Yundong Tu (2023). “Transformation models with cointegrated and deterministically trending regressors,” forthcoming in Advances in Econometrics.
Yundong Tu and Siwei Wang (2023). “Variable Screening and Model Averaging for Expectile regressions,” forthcoming in Oxford Bulletin of Economics and Statistics.
Chenchen Ma and Yundong Tu (2023). “Shrinkage Estimation of Multiple Threshold Factor Models,” forthcoming in Journal of Econometrics.
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