[15] Gao, Y., Zhang, Z., Cai, Z., Zhu, X., Zou, T. and Wang, H. (2024+). Penalized sparse covariance regression with high dimensional covariates. Journal of Business & Economic Statistics, to appear.
[14] Tho, Z. Y., Hui, F. K. C., Ding, D., Welsh, A. H. and Zou, T. (2023+). On the robust estimation of spatial autoregressive models. Econometrics and Statistics, to appear.
[13] Fan, X., Lan, W., Zou, T. and Tsai, C.-L. (2023+). Mutual influence regression model. Statistica Sinica, to appear.
[12] Fan, X., Lan, W., Zou, T. and Tsai, C.-L. (2022+). Covariance model with general linear structure and divergent parameters. Journal of Business & Economic Statistics, to appear.
[11] Wu, Y., Lan, W., Zou, T. and Tsai, C.-L. (2022+). Inward and outward network influence analysis. Journal of Business & Economic Statistics, to appear.
[10] Chang, L. and Zou, T. (2022). Spatio-Temporal Analysis of Air Pollution in North China Plain. Environmental and Ecological Statistics, to appear.
[9] Zou, T., Lan, W., Li, R. and Tsai, C.-L. (2021). Inference on covariance-mean regression. Journal of Econometrics, to appear.
[8] Lan, W., Chen, X., Zou, T. and Tsai, C.-L. (2021+). Imputations for high missing rate data in covariates via semi-supervised learning approach. Journal of Business & Economic Statistics, to appear.
[7] Zou, T., Luo, R., Lan, W. and Tsai, C.-L. (2021). Network influence analysis. Statistica Sinica, 31, 1727-1748
[6] Zou, T., Luo, R., Lan, W. and Tsai, C.-L. (2020). Covariance Regression Model for Non-Normal Data. Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, vol. 4, Chapter 113, World Scientific.
[5] Ma, Y., Pan, R., Zou, T., and Wang, H. (2020). A naive least squares method for spatial autoregression with covariates. Statistica Sinica, 30, 653-672
[4] Chang, J., Qiu, Y., Yao, Q. and Zou, T. (2018). Confidence regions for entries of a large precision matrix. Journal of Econometrics, 206, 57-82.
[3] Zou, T. and Chen, S. X. (2017). Enhancing estimation for interest rate diffusion models with bond prices. Journal of Business & Economic Statistics, 35, 486-498.
[2] Zou, T., Lan, W., Wang, H. and Tsai, C.-L. (2017). Covariance regression analysis. Journal of the American Statistical Association, 112, 266-281.
[1] Liang, X., Zou, T., Guo, B., Li, S., Zhang, H., Zhang, S., Huang, H. and Chen, S. X. (2015). Assessing Beijing's PM2.5 pollution: Severity, weather impact, APEC and winter heating. Proceedings of the Royal Society A, 471, 20150257.
Pre-prints:
[1] Zou, T., Li, X., Liang, X. and Wang, H. (2021). On the subbagging estimation for massive data. arXiv preprint arXiv:2103.00631.
