Rui She, Shiqing Ling (2020). Inference in heavy-tailed vector error correction models，Journal of Econometrics，214, 433–450.

Rui She, Zichuan Mi, Shiqing Ling. (2022) Whittle parameter estimation for vector ARMA models with heavy-tailed noises, Journal of Statistical Planning and Inference，219, 216-230.

Rui She. (2023). Tests of Unit Root Hypothesis with Heavy-tailed Heteroscedastic Noises，Statistica Sinica，33, 1-22.

Feifei Guo, Rui She, Yaxing Yang.(2024).Inference on nonstationary heavy-tailed AR processes via model selection, Journal of Time Series Analysis, https://doi.org/10.1111/jtsa.12798.

Rui She. (2025). Inference in median AR models with nonstationary and heavy-tailed heteroskedastic noises, Econometric Theory, 0, 1-29.