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An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation, 2022, Econometric Reviews, 41:2, 177-206 (with Yixiao Sun, UCSD)
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A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations, 2022, JBES, 40:2, 505-521 ( with Yixiao Sun, UCSD)
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An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence, 2020, Journal of Time Series Analysis, 41(4):536-550 (with Yixiao Sun, UCSD)
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A New Class of Tests for Overidentifying Restrictions in Moment Condition Models, 2020, Econometric Reviews, Volume 39, 5, 495-509.
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Asymptotic F Tests under Possibly Weak Identification, 2020, Journal of Econometrics, 218 (1) 140-177 (with Julián Martínez-Iriarte and Yixiao Sun, UCSD)
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A General Approach to Conditional Moment Specification Testing with Projections, 2018, Econometric Reviews, Volume 37, 2, 140-165
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A Joint Portmanteau Test for Conditional Mean and Variance Time Series Models, 2015, Journal of Time Series Analysis, Volume 36, 1, 39-60 (with Carlos Velasco, UC3M)