International Journals

1.        Wu, R., Yang, Y.*, Shang, H. and Zhu, H. (2026), Making Distributionally Robust Portfolios Feasible in High Dimension, Journal of Econometrics, forthcoming.

2.        Bi, D., Shang, H., Yang, Y.* and Zhu, H. (2026), AR-sieve Bootstrap for High-Dimensional Time Series, Journal of Statistical Planning and Inference, forthcoming.

3.        Zhu, H., Zhu, Y. and Zhu, J.* (2025), Quantifying Change: The Impact of Digital Financial Inclusion across Income Quantiles in China, China Economic Review, 91, 102399.

4.        He, W., Mei, X.*, Zhong, W. and Zhu, H. (2025), Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability, Journal of Business & Economic Statistics, 43(2), 351-364.

5.        Mei, X., Peng, B. and Zhu, H.* (2023), Variable Selection in Heterogeneous Panel Data Models with Cross-Sectional Dependence, Australian & New Zealand Journal of Statistics, 65(1), 14-34.

6.        Mei, X., Zhu, H.* and Chen, C. (2022), Mean-Variance Portfolio Selection with Estimation Risk, Applied Economics, 55(13), 1436-1453.

7.        Han, X., Peng, B., Yang, Y. and Zhu, H.* (2021), Shrinkage Estimation of the Varying-Coefficient Model with Continuous and Categorical Covariates, Economics Letters, 202, 109819.

8.        Gao, J.*, Xia, K. and Zhu, H. (2020), Heterogeneous Panel Data Models with Cross-Sectional Dependence, Journal of Econometrics, 219(2), 329-353.

9.        Zhu, H., Sarafidis, V.* and Silvapulle, M.J. (2020), A New Structural Break Test for Panels with Common Factors, The Econometrics Journal, 23(1), 137-155.

Chinese Journals

1.      Luan, X., Zhu, H.*, Peng, Y. and Xu, Q. (2024), "Sovereign Debt Risk under Geopolitical Shocks: Spillover Effects and Transmission Channels," Journal of Financial Research, 530(8), 1-19.

Book Publication

Econometrics, edited by Hong, Y. and Zhou, Y., Higher Education Press, 2026. Ministry of Education “101 Project”; contributed Chapters 6 and 8.