[1] Lee; Lung-fei; Yu; Jihai(2015), Estimation of fixed effects panel regression models with separable and nonseparable space-time filters, Journal of Econometrics, 1(184), 174-192.

[2] Chang; Jinyuan; Chen; Song Xi; Chen; Xiaohong(2015), High dimensional generalized empirical likelihood for moment restrictions with dependent data, Journal of Econometrics, 1(185), 283-304.

[3] Chang; Jinyuan; Guo; Bin; Yao; Qiwei(2015), High dimensional stochastic regression with latent factors, endogeneity and nonlinearity, Journal of Econometrics, 2(189), 297-312.

[4] Sgouropoulos; Nikolaos; Yao; Qiwei; Yastremiz; Claudia(2015), Matching a Distribution by Matching Quantiles Estimation, Journal of the American Statistical Association, 510(110), 742-759.

[5] Qiu; Yumou; Chen; Song Xi(2015), Bandwidth Selection for High-Dimensional Covariance Matrix Estimation, Journal of the American Statistical Association, 511(110), 1160-1174.

[6] Gong, JG; Li, YD  ; Peng, L ; Yao, QW(2015), Estimation of extreme quantiles for functions of dependent random variables, Journal of the Royal Statistical Society Series B-Statistical Methodology, 5(77), 1001-1024.

[7] Ma; Yingying; Lan; Wei; Wang; Hansheng(2015), Testing predictor significance with ultra high dimensional multivariate responses, Computational Statistics & Data Analysis, 83, 275-286.

[8] Su; Liangjun; Tu; Yundong; Ullah; Aman(2015), Testing Additive Separability of Error Term in Nonparametric Structural Models, Econometric Reviews, 34, 1056-1087.

[9] Wei Wang; Jihai Yu(2015), Estimation of Spatial Panel Data Models with Time Varying Spatial Weights Matrices, Economics Letters, 128, 95-99.

[10] Zhao; Wandi; Wang; Mingjin (2015), On the computation of LOT liquidity measure, Economics Letters, 136, 76-80.

[11] Lan; Wei; Luo; Ronghua; Tsai; Chih-Ling; Wang; Hansheng; Yang; Yunhong(2015), Testing the Diagonality of a Large Covariance Matrix in a Regression Setting, Journal of Business & Economic Statistics, 1(33), 76-86.

[12] Lee; Tae-Hwy; Tu; Yundong; Ullah; Aman(2015), Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints, Journal of Business & Economic Statistics, 3(33), 393-402.

[13] Ma; Yingying; Lan; Wei; Wang; Hansheng(2015), A high dimensional two-sample test under a low dimensional factor structure, Jouranl of Multivariate Analysis, 140, 162-170.

[14] Zhu, X., Huang, D., Pan, R., and Wang, H.(2015),  An EM algorithm for click fraud detection,Statistics and its Interface, 9(3),389-394.

[15] Lu, X., Zhao, J., Chen, Y., and Wang, H.(2015), A choice model with a diverging choice set for POI data analysis, Statistics and its Interface, 9(3), 355-363.

[16] Haeran Cho；Yannig Goude；Qiwei Yao；Xavier Brossat(2015), Modelling and forecasting daily electricity load via curve linear regression, Lecture Notes in Statistics, 217, 35-54.

[17] Li; Chenxu; Li; Xiaocheng(2015), A closed-form expansion approach for pricing discretely monitored variance swaps, Operations Research Letters, 4(43), 450-455.

[18] An; Yu; Li; Chenxu(2015), APPROXIMATING LOCAL VOLATILITY FUNCTIONS OF STOCHASTIC VOLATILITY MODELS: A CLOSED-FORM EXPANSION APPROACH, Probability in the Engineering and Informational Sciences, 4(29), 547-563.

[19] Liang; Xuan; Zou; Tao; Guo; Bin; Li; Shuo; Zhang; Haozhe; Zhang; Shuyi; Huang; Hui; Chen; Song Xi(2015), Assessing Beijing's PM2.5 pollution: severity, weather impact, APEC and winter heating, Proceedings of the Royal Society A-Mathematical Physical and engineering Sciences, 471, 1019-1039.

[20] Pan Rui; Wang HanShengA note on testing conditional independence for social network analysis, Science China-Mthematics, 58, 1179-1190.

[21] Li; Fan; Li; Dongxu; Wang; Chunhui; Chen; Shanguang; Lv; Ming; Wang; Miao(2015), The detection of long-range correlations of operation force and sEMG with multifractal detrended fluctuation analysis, Bio-Medical Materials and Engineering, 26, S1157-S1168.

中文论文：

[1] 李辰旭;乔坤元;高彬馨(2015), 非线性动量交易策略——理论和基于中国商品期货市场的应用, 金融学季刊, 1, 108-143.

[2] 林野，周静，王汉生(2015), 电视广告定价与社交收视率”, 统计学评论, 9, 93-103.

[3] 贾峰, 杨东宁, 张俊妮, 郭沛源, 祝真旭, 栾彩霞, 金玉婷, 陈颖, 徐艺翀, 李文博, 张睿, 张洪福(2015), 高校学生企业社会责任态度调查（2014）（上）, 世界环境, 2, 49-51.

出版著作：

[1] Lung-fei Lee; Jihai Yu(2015), Spatial Panel Data Models, Oxford Handbook of Panel Data