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Yacine, Aït-Sahalia, and Dacheng Xiu. A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data. Journal of Econometrics, 2019, 211 (1): 176-205.
Chang, Chun, Zheng Liu, Mark M. Spiegel and Jingyi Zhang. Reserve Requirements and Optimal Chinese Stabilization Policy. Journal of Monetary Economics, 2019, 103: 33-51.
Li, Xiaoyang, and A. Liu. Imitating to export. China Economic Review, 2019, 53: 254-270.
Yacine, Aït-Sahalia, and Dacheng Xiu. Principal Component Analysis of High Frequency Data. Journal of the American Statistical Association, 2019, 114 (525): 287-303.
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