Chen, Y.-T. (2012), "A Simple Approach to Standardized-Residuals-based Higher-Moment Tests," Journal of Empirical Finance, 19, 427-453.
Chen, Y.-T. and Kuan, C.-M.(2012), " Optimizing Robust Conditional Moment Tests: An Estimating Function Approach ," In: X. Chen and N. R. Swanson (Eds.), Causality, Prediction, and Specification Analysis: Recent Advances and FutureDirections-Essays in Honour of Halbert L. White Jr , Springer.
Chen, Y.-T. and Wang, H.-J.(2012), "Centered-Residuals-Based Moment Estimator and Test for Stochastic Frontier Models," Econometric Reviews, 31, 625-653.
Chen, Y.-T.(2011), "Moment Tests for Density Forecast Evaluation in the Presence of Parameter Estimation Uncertainty," Journal of Forecasting, 39, 409-450.