| Forecasting crude oil price volatility AM Herrera, L Hu, D Pastor International Journal of Forecasting 34 (4), 622-635, 2018 | 108 | 2018 |
| Optimal test for Markov switching parameters M Carrasco, L Hu, W Ploberger Econometrica 82 (2), 765-784, 2014 | 100 | 2014 |
| Optimal test for Markov switching M Carrasco, L Hu, W Ploberger University of Rochester, US, 2004 | 89 | 2004 |
| Optimal test for Markov switching GARCH models L Hu, Y Shin Studies in Nonlinear Dynamics & Econometrics 12 (3), 2008 | 27 | 2008 |
| The predictive content of oil price and volatility: New evidence on exchange rate forecasting JD Breen, L Hu Journal of International Financial Markets, Institutions and Money 75, 101454, 2021 | 13 | 2021 |
| Testing for cointegration in markov switching error correction models L Hu, Y Shin Essays in Honor of Peter CB Phillips, 123-150, 2014 | 7 | 2014 |
| Food price volatility and macroeconomic factors: Evidence from GARCH and GARCH-X estimates AM Herrera, L Hu, D Pastor Int. J. Forecast 34, 622-635, 2018 | 5 | 2018 |
| Optimal test for stochastic unit root with Markov switching L Hu manuscript, 2005 | 4 | 2005 |
| W. Ploberger, 2004, Optimal Test for Markov Switching M Carrasco, L Hu Working Paper, 0 | 4 | |
| New evidence on crude oil market efficiency L Hu, YJ Lee Economic Inquiry 62 (2), 892-916, 2024 | | 2024 |
| Essays on optimal tests L Hu University of Rochester, 2006 | | 2006 |
| A Complete Class of Tests When Nuisance Parameter is Present Only Under the Alternative L Hu, W Ploberger | | 2004 |
| Testing for Cointegration in Markov Switching Error Correction Models C Cai, L Hu, Y Shin | | |
