Multi-variatestochastic2025Multivariate stochastic volatility models based on generalized Fisher transformationHan Chen, Yijie Fei, Jun YuJournal Of Econometrics，Vol. 2510DOI
A jointtest2024A joint test of predictability and structural break in predictive regressionsYijie FeiEmpirical Economics，Vol. 67, No. 3DOI
Forecast-ing GDP2023Forecasting GDP with many predictors in a small open economy: forecast or information pooling?Hwee Kwan Chow, Yijie Fei, Daniel HanEmpirical Economics，Vol. 650, No. 2DOI
OnIVX-basedstructural2023On IVX-based structural break tests in univariate predictive regressionsYijie FeiApplied Economics LettersDOI
Limittheoryformildly2018Limit theory for mildly integrated process with interceptYijie FeiEconomics Letters，Vol. 163DOI
TimeSeriesRegres-sion2025Time Series Regression with Mildly Stationary ErrorsJun Yu, Yijie Fei, Yiu Lim LuiSSRN Electronic JournalDOI
Under-standing2024Understanding Spuriousness Under Mild Mean ShiftsYijie FeiSSRN Electronic JournalDOI