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1. Chen, T.-Y., Chen, Y.-T., Huang, R.-J. and Tzeng, L. Y., 2025, A Performance Index Consistent with Fractional-order Stochastic Dominance, Pacific-Basin Finance Journal, Accepted.
2. Chen, Y.-T., Liu, C.-A. and Su, J.-H., 2025, Bregman Model Averaging for Forecast Combination, Journal of Econometrics, Accepted.
3. 吳俊毅、陳宜廷, 2024, 大量變數下的高頻率平滑化「臺灣景氣指標」, 《經濟論文叢刊》, 52, 77-118.
4. Chen, Y.-T. and Liu, C.-A., 2023, Model Averaging for Asymptotically Optimal Combined Forecasts, Journal of Econometrics, 235, 592-607.
5. Chen, Y.-T., 2021, A Mixed-Frequency Smooth Measure for Business Conditions, Empirical Economics, 61, 1699–1724.
6. Chen, Y.-T., 2020, A Distributional Synthetic Control Method for Policy Evaluation, Journal of Applied Econometrics, 35, 505-525.
7. Chen, Y.-T. and Tsay, R. S., 2020, Time Evolution of Income Distributions with Subgroup Decompositions, Econometric Reviews, 39, 826-857.
8. Chen, Y.-T., Hsu, Y.-C. and Wang, H.-J., 2020, A Stochastic Frontier Model with Endogenous Treatment Status and Mediator, Journal of Business & Economic Statistics, 38, 243–256.
9. 陳宜廷, 2019, 臺灣與南韓之經濟成長比較：合成控制法下的反事實分析, 《臺灣經濟預測與政策》, 50,1–41.
10. Chen, Y.-T., 2018, A Unified Approach to Estimating and Testing Income Dis tributions with Grouped Data, Journal of Business & Economic Statistics, 36, 438–455.
11. Chen, Y.-T., 2016, Exceedance Correlation Tests for Financial Returns, Journal of Financial Econometrics, 14, 581–616.
12. Chen, Y.-T., 2016, Testing for Granger Causality in Moments, Oxford Bulletin of Economics and Statistics, 78, 265–288.
13. Chen, Y.-T. and Vincent, K., 2016, The Role of Momentum, Sentiment, and Economic Fundamentals in Forecasting Bear Stock Market, Journal of Forecasting, 35, 504–527.
14. Chen, Y.-T., 2015, Modeling Maximum Entropy Distributions for Financial Returns by Moment Combination and Selection, Journal of Financial Econometrics, 13, 414–455.
15. Chen, Y.-T., 2015, On the Optimal Estimating Function Method for Conditional Correlation Models, Journal of Financial Econometrics, 13, 83–125.
16. Chen, Y.-T., Ho, K.-Y. and Tzeng, L. Y., 2014, Riskiness-Minimizing Spot-Futures Hedge Ratio, Journal of Banking & Finance, 40, 154–164.
17. 曹添旺、王泓仁、林明仁、陳宜廷、張俊仁、黃粲堯, 2013, 經濟學門學術期刊 評比更新, 《經濟論文》, 41,327–361.
18. Chen, Y.-T., 2012, A Simple Approach to Standardized-Residuals-based Higher Moment Tests, Journal of Empirical Finance, 19, 427–453.
19. Chen, Y.-T. and Wang, H.-J., 2012, Centered-Residuals-Based Moment Estimator and Test for Stochastic Frontier Models, Econometric Reviews, 31, 625–653.
20. Chen, Y.-T., 2011, Moment Tests for Density Forecast Evaluation in the Presence of Parameter Estimation Uncertainty, Journal of Forecasting, 30, 409–450.
21. 陳宜廷, 徐士勛, 劉瑞文, 莊額嘉, 2011, 經濟成長率預測之評估與更新, 《經 濟論文叢刊》, 39, 1-44.
22. Chen, Y.-T. and Hsieh, C.-S., 2010, Generalized Moment Tests for Autoregressive Conditional Duration Models, Journal of Financial Econometrics, 8, 345–391..
23. Chen, Y.-T., 2010, A Method-of-Moments-Based Synthesis of Estimation and Testing Methods for Financial Time Series Models, Academia Economic Papers, 38, 157–210.
24. Chen, Y.-T. and Lin, C.-C., 2008, On the Robustness of Symmetry Tests for Stock Returns, Studies in Nonlinear Dynamics & Econometrics, 12, Article 2.
25. Chen, Y.-T., 2008, A Unified Approach to Standardized-Residuals-Based Correla tion Tests for GARCH-type Models, Journal of Applied Econometrics, 23, 111–133..
26. Chen, Y.-T., 2007, Moment-Based Copula Tests for Financial Returns, Journal of Business & Economic Statistics, 25, 377–397.
27. Chen, Y.-T., 2007, Testing for Misspecification in Binary Response Models with Competing Distributions,, Oxford Bulletin of Economics and Statistics, 69, 843–865.
28. Chen, Y.-T., 2006, Non-Nested Tests for Competing U.S. Narrow Money Demand Functions, Economic Modelling, 23, 339–363.
29. 陳宜廷, 謝志昇, 2006, 臺灣實質國民生產毛額年成長率的狀態變化意涵, 《經濟論文》, 34, 41–91.

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