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（1）Inference for Large Dimensional Factor Models under General Missing Data Patterns (with Liangjun Su), Journal of Econometrics 250, 2025 [SSRN]
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（2）Estimation and Inference for High Dimensional Factor Model with Regime Switching (with Giovanni Urga), Journal of Econometrics 241, 2024 [SSRN] [MATLAB]
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（3）Maximum Likelihood Estimation and Inference for High Dimensional Generalized Factor Models with Application to Factor-augmented Regressions, Journal of Econometrics 229, 180-200, 2022 [SSRN] [MATLAB]
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（4）Estimating and Testing High Dimensional Factor Models with Multiple Structural Changes (with Badi Baltagi and Chihwa Kao), Journal of Econometrics 220, 349-365, 2021 [SSRN] [MATLAB]
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（5）Fixed Effects Likelihood Approach for Large Panels (with Chihwa Kao), Panel Data Econometrics, 2019 [SSRN]
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（6）Identification and Estimation of a Large Factor Model with Structural Instability (with Badi Baltagi and Chihwa Kao), Journal of Econometrics 197, 87-100, 2017 [SSRN] [MATLAB]
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（7）Asymptotic Power of the Sphericity Test under Weak and Strong Factors in a Fixed Effects Panel Data Model (with Badi Baltagi and Chihwa Kao), Econometric Reviews 36, 853-882, 2017 [SSRN]
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（1）Estimation and Inference for Unbalanced Panel Data Models with Interactive Fixed Effects (with Liangjun Su and Yiren Wang), Revise&Resubmit, 2025 [SSRN]
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（2）On Alternating Least Squares for Factor Models (with Ke Miao and Liangjun Su), Revise & Resubmit, 2024
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（3）Post-Regularization Inference for Matrix Completion (with Liangjun Su), 2024
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（4）Nowcasting and Turning Points Detection with Regime Switching Mixed Frequency Factor models (with Giovanni Urga), 2023
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（5）Nowcasting China's PPI Inflation Using Low Frequency and Mixed Frequency Dynamic Factor Models (with Run Liang and Jiawen Xu), 2020
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（6）Testing Multiple Structural Changes with Generally Nonstationary Regressors (with Giovanni Urga), 2020
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（7）Change Point Estimation in Large Heterogeneous Panels (with Badi Baltagi and Chihwa Kao), 2015
