学术专著：

[1] Li Chen, Jiti Gao, and Farshid Vahid, 2024. Nonlinear Trending Time Series: Theory and Practice, published by World Scientific.  

链接：https://www.worldscientific.com/worldscibooks/10.1142/13844#t=aboutBook

论文发表：（标 * 为通讯作者）

[1]. Li Chen, Jiti Gao, and Farshid Vahid*, 2022. Global temperatures and greenhouse gases: a common features approach, Journal of Econometrics, 230(2), 240-254.  

[2]. Deshui Yu, Difang Huang, and Li Chen*, 2023. Stock return predictability and cyclical movements in valuation ratios, Journal of Empirical Finance, 72, 36-53.   

[3]. Li Chen, Bin Jiang, and Chuan Wang*, 2023. Climate change and urban total factor productivity: Evidence from capital cities and municipalities in China, Empirical Economics, 65, 401-441.   

[4]. Deshui Yu, Difang Huang, Li Chen*, and Luyang Li, 2023. Forecasting dividend growth: the role of adjusted earnings yield, Economic Modelling, 120, 106188.   

[5]. Deshui Yu, Li Chen*, and Luyang Li, 2023. Nonparametric modeling for the time-varying persistence of inflation, Economics Letters, 225, 111040.

[6]. Deshui Yu, Li Chen*, and Luyang Li, 2023. Time-varying predictability of the long horizon equity premium based on semiparametric regressions, Economics Letters, 224, 111033.

[7]. Deshui Yu, and Li Chen*, 2024. Local predictability of stock returns and cash flows, Journal of Empirical Finance, 77, 101485.

[8]. Ruolin Huang, Hao Hou*, Jiahui Li, Ronald C. Estoque, Yuji Murayama, Li Chen, Xinmin Zhang, Tabgao Hu, 2025. Investigating the cooling effect of urban lakes from the perspective of their characteristics and surrounding landscapes: A case study of 82 urban lakes in China, Science of The Total Environment, 969, 178925.

[9]. Xiu Xu, Yegor Klochkov, Li Chen*, Wolfgang Karl Härdle, 2025+. Localizing Multivariate CAViaR, Statistica Sinica, published online.