- IV and VA based predictive regression - companion working paper
- Long memory testing in the time domain - companion working paper
- Fractional cointegration testing with estimated d
- Panel cross-unit dependence test
- Corrigendum to Cai and Wang 2014, JoE
- Predictive regressions under asymmetric loss
- Panel cointegration testing under generic cross-dependence
- Inference on long memory of modulated processes
- Inference on asymmetry of loss functions
- M Testing Long Memory
- Factors asymmetric loss
- Residual Effects
- Finite-sample properties IVX
- Nonlinear predictive regression
- Robust fixed-b inference
- Residual-augment IVX
- cv-demetrescu
- Structural VAR breaks
- Real-time forecasters
- Bias corrections
- Panel STAR