1. Statistical inference for panel dynamic simultaneous equations models (with Cheng Hsiao), Journal of Econometrics 189, 383–396, 2015. online appendix 2. Asymptotic theory for linear diffusion processes under alternative sampling schemes (with Jun Yu), Economics Letters 128, 1-5, 2015. 3. A Stein-like estimator for linear panel data models (with Yun Wang and Yonghui Zhang), Economics Letters 141, 156-161, 2016. 4. Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large (with Cheng Hsiao), Statistical Methods and Applications 25(4), 675-683, 2016. 5. Common Correlated Effects Estimation of Unbalanced Panel Data Models with Cross-Sectional Dependence (with Yonghui Zhang), Journal of Economic Theory and Econometrics 27, 25-45, 2016. 6. Panel Kink Regression with an unknown Threshold (with Yonghui Zhang and Li Jiang), Economics Letters 157, 116-121, 2017. 7. Many IVs estimation of dynamic panel regression models with measurement errors (With Nayoung Lee and Roger Moon), Journal of Econometrics 200, 251-259, 2017. 8. First Difference or Forward Demeaning: Implications for the Method of Moments Estimators (with Cheng Hsiao), Econometric Reviews 36, 883-897, 2017. 9. To Pool or Not to Pool: Revisited, (with M.Hashem Pesaran), Oxford Bulletin of Economics and Statistics, 80, 185-217, 2018. 10. Estimation of time-invariant effects in static panel data models (with M.Hashem Pesaran), Econometric Reviews 37, 1137-1171, 2018. Stata command to implement the FEF and FEF-IV estimators can be found here (Credit to Yui Law), help file of the command can be found here, a detailed description of the Stata command can be found here. 11. Binary choice model with interactive effects (with Sen Xue and Tao Yang), Economic Modelling70, 338-350, 2018. 12. Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models (with Cheng Hsiao), Journal of Econometrics, 207, 114-128. 13. JIVE for Panel Dynamic Simultaneous Equations Models (with Cheng Hsiao), Econometric Theory 34, 1325-1369, 2018. 14. Estimation for time-invariant effects in dynamic panel models with application to income dynamics (with Yonghui Zhang), Econometrics and Statistics 9, 62-77, 2019. 15. Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals (with Cheng Hsiao), Accepted for publication at Journal of Applied Econometrics.