1.“Testing Parametric Conditional Distributions Using the Nonparametric Smoothing Method"Metrika(已接受)
2.“Testing Heteroskedasticity in Nonlinear and Nonparametric Regressions,” Canadian Journal ofStatistics,37,282-300 (May 2009)
3.“Testing for Discrete Choice Models,” Economics Letters, 98, 176-184 (2008).
4.“Efficiency as Correlation: Solution,” Econometric Theory, 10, 228 (1994).
5.“A Consistent Test of Conditional Parametric Distributions,” Econometric Theory, 16, 667-691(2000)
6.“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).
7.“Consistent Specification Testing for Conditional Symmetry,” Econometric Theory, 14, 139-149(1998).
8.“A Consistent Nonparametric Test of Parametric Regression Models under Conditional QuantileRestrictions,” Econometric Theory, 14, 123-138 (1998).
9.“A Consistent Specification Test of Independence,” Journal of Nonparametric Statistics, 7, 297-306 (1997).
10.“A Strong Law of Large Numbers: Solution,” Econometric Theory, 12, 210-212 (1996).
11.“A Consistent Test of Functional Form via Nonparametric Estimation Techniques,” Journal of Econometrics, 75, 263-289 (1996).
12.“Semiparametric Efficiency Bounds for the Binary Choice and Sample Selection Models under Symmetry,” Economic Letters, 47, 249-253 (1995).
13.“Deriving Restricted Least Squares Estimator without a Lagrangean: Solution,” Econometric Theory, 10, 447-448 (1994).
14.“A Residual-Based Consistent Test of Parametric Regression Models,” manuscript, December 1993.
15.“A Test of Heteroskedasticity Based on Kernel Estimation of the Score Function,” submitted
16.“Bootstrapping a Nonparametric Test of Conditional Moment Restrictions,” submitted
17.“Testing Models of Short-Term Interest Rate,” under revision
18.“Bootstrapping the Maximum Rank Correlation Estimator,” in progress.
19.“A Specification Test of Conditional Parametric Distributions using Kernel Estimation Methods,”manuscript, March 1995.
20.“A Goodness of Fit Test of Parametric Distributions,” manuscript, July 1994.
5. 2007年7月,在臺(tái)北舉辦的國(guó)際計(jì)量經(jīng)濟(jì)學(xué)學(xué)會(huì)遠(yuǎn)東會(huì)議上宣讀論文“Testing Heteroskedasticity in Nonlinear and Nonparametric Regressions with an Application to Interest Rate Volatility”。
6. 2007年6月,在北京大學(xué)舉辦的International Symposium on Financial Engineering and Risk Management 國(guó)際會(huì)議上宣讀論文“Testing Models of Short-Term InterestRate”。
7. 2006年7月,在清華大學(xué)舉辦的國(guó)際計(jì)量經(jīng)濟(jì)學(xué)學(xué)會(huì)遠(yuǎn)東會(huì)議上宣讀論文“Testing for Discrete Choice Models”。
9. 1999年6月,“A Consistent Test of Conditional Parametric Distributions,” presented at the North American Summer Meeting of the Econometric Society, Madison, Wisconsin.
11. 1997年6月,“A Consistent Nonparametric Test of Parametric Regression Models under Conditional Quantile Restrictions,” presented at the North American Summer Meeting of the Econometric Society, Pasadena, CA.
13. 1995年8月,“A Specification Test of Conditional Parametric Distributions using Kernel Estimation Methods,” presented at the Econometric Society 7th World Congress, Tokyo, Japan.
14. 1995年1月,“A Residual-Based Consistent Test of Parametric Regression Models,” presented at the North American Winter Meeting of the Econometric Society, Washington, DC.
15. 1994年4月,Econometric Analysis of Education and Training, discussant at the Murray S. Johnson Conference, Austin, TX.
16. 1994年1月,Topics in Theoretical and Applied Econometrics, discussant at the Allied Social Science Association, Boston, MA.
17. 1993年6月,“A Consistent Test of Functional Form via Nonparametric Estimation Techniques,” presented at the Far-Eastern Meeting of the Econometric Society, Taipei, Taiwan.