1. Song, X., & Wei, H. (2021). Nonparametric Tests of Conditional Independence for Time Series. arXiv preprint arXiv:2110.04847 .
2. Wei, H., & Song, X. (2021). Smooth Tests for Normality in ANOVA. arXiv preprint arXiv:2110.04849 .
3. Liao, J. C., Song, X., & Wang, H. J. (2021). Testing impacts on inefficiency in a semiparametric stochastic frontier model.
4. Chang, H. Y., Song, X., & Yu, J. (2021). Trending time-varying coefficient spatial panel data models. Available at SSRN .
5. Li, X., Song, X., & Sun, Z. (2022). A Unified Nonparametric Test of Transformations on Distribution Functions with Nuisance Parameters. arXiv preprint arXiv:2202.11031 .
6. Specification analysis of conditional distribution functions (with Shengtao Dai and Zhijie Xiao), 2022
7. Semiparametric estimation of recurrent diffusion models (with Bin Wang), Work in progress
8. Nonparametric consistent tests for quantile regression models with endogeneity (with Jen-Che Liao), Work in progress
9. A new class of joint tests for conditional distributions (with Shengtao Dai and Jilin Wu), Work in progress
10. Testing linearity in semi-functional partially linear regression models (with Yongzhen Feng and Jie Li), Work in progress