[1] "The exact general formulas for the moments of a ridge regression estimator when the regression error terms follow a multivariate t distribution", Haifeng Xu, Communications in Statistics - Theory and Methods 41 (2012), 2788-2802.
[2] "MSE performance and minimax regret significance points for a HPT estimator when each individual regression coefficient is estimated", Haifeng Xu, Communications in Statistics - Theory and Methods 42 (2013), 2152-2164.
[3] "Dynamic linkages of stock prices between BRICs and the United States: Effects of the 2008-09 financial crisis", Haifeng Xu & Shigeyuki Hamori, Journal of Asian Economics 23 (2012), 344-352.
[4] "Financial Intermediation and Economic Growth in China: New Evidence from Panel Data", Haifeng Xu, Emerging Markets Finance & Trade, 52 (2016), 724-732.
[5] "Finite Sample Properties of an HPT Estimator When Each Individual Regression Coefficient is Estimated in a Misspecified Linear Regression Model ", Haifeng Xu, Communications in Statistics - Theory and Methods, 45 (2016), 506-519.
[6] "MSE performance and minimax regret significance points for a HPT estimator under a multivariate t distribution ", Haifeng Xu, Communications in Statistics - Theory and Methods, 46 (2017), 3123-3134.
[7] "A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model", Akio Namba & Haifeng Xu, Journal of Statistical Computation and Simulation, 88 (2018), 2034-2047.
[8] "PMSE Dominance of the Positive-Part Shrinkage Estimator in a Regression Model with Proxy Variables", Akio Namba & Haifeng Xu, Journal of Statistical Computation and Simulation, 88 (2018), 2893-2908.
[9] "MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated", Haifeng Xu & Akio Namba, Communications in Statistics - Theory and Methods, 48 (2019), 3280-3290.
[10] "PMSE performance of two different types of preliminary test estimators under a multivariate t error term", Haifeng Xu & Kazuhiro Ohtani, Communications in Statistics - Theory and Methods, 48 (2019), 4320-4338.
[11] "Moving average threshold heterogeneous autoregressive (MAT-HAR) models", Kaiji Motegi, Xiaojing Cai, Shigeyuki Hamori & Haifeng Xu, Journal of forecasting, 39 (2020), 1035-1042.
[12] "Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference", Chu, J., Lee, T., Ullah, A., Xu, H., Journal of Statistical Computation and Simulation, published online.