Selected publications

• Testing specification of distribution in stochastic frontier analysis (with M.-Y. Cheng, S. Wang and L. Xia), Journal of Econometrics, 2024, 105280.

• Hypothesis testing based on a vector of statistics (with M.L. King and M. Akram), Journal of Econometrics, 2020, 219(2), 425-455 [Free Access][Online supplementary document].

• A new semiparametric test for superior predictive ability (with Zongwu Cai, Jiancheng Jiang and J. Zhang), Empirical Economics, 2015, 48(1), 389-405.

• Smoothing spline based tests for non-linearity in a partially linear model (with Ivet Pitrun and Max King), Journal of Statistical Planning and Inference, 2006, 136, 2446-2469.

• A small-sample overlapping variance-ratio test (with Y.K. Tse and K.W. Ng), Journal of Time Series Analysis, 2004, 25, 127-135.

• A Monte Carlo investigation of some tests for stochastic dominance (with Y.K. Tse), Journal of Statistical Computation and Simulation, 2004, 74, 361-378.

• The variance ratio test with Stable Paretian errors (with Y.K. Tse), Journal of Time Series Analysis, 2002, 23, 117-126 [download extended tables and graphs].

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