(1) Chu, C.S. J. and Halbert White (1992): "A Direct Test for Changing Trend", Journal of Business and Economics Statistics 10, 289‑299.
(2) Chu, C.S. J., K. Hornik and C.M. Kuan (1995): "A Moving Estimates Test for Parameter Instability", Econometric Theory 11, 699‑720.
(3) Chu, C.S. J. (1995): "Detecting Parameter Shift in GARCH Models", Econometric Reviews 14, 241‑266.
(4) Chu, C.S. J. (1995): "Time Series Segmentation: A Sliding Window Approach", Information Sciences, 1‑28.
(5) Chu, C.S. J., K. Hornik and C.M. Kuan (1995), "MOSUM Test for Parameter Constancy", Biometrika 82, No 3, 603-617.
(6) Chu,C.S.J., M. Stinchcombe and H. White (1996), "Monitoring Structural  Change", Econometrica 64, 1045-1066.
(7) Chu,C.S.J. (1997), "Multiple Hypothesis Test for Parameter Constancy based  on Recursive Residuals", Econometric Reviews 16, 353-360
(8) Levin, A., C.F. Lin and C.S. Chu (2002), “Panel Unit Root Test.” Journal of Econometrics 108, 1-24
(9) Chia-Shang J. Chu and Hsinmin Lu (2006),"Random Walk Hypothesis in Exchange Rate Reconsidered,” Journal of Forecasting, Vol. 25, Iss. 4; p. 27
(10) C.S. Chu, L Lu,   Z Shi (2009), “Pitfalls in Market  Timing Test.” Economic Letters 103(3), 123-126.
(11) C. Chou, C.S.J. Chu (2010), “Testing independence of two autocorrelated binary time series.”   Statistics & Probability Letters 80(1), 69-75.
(12) C. Chou, C.S.J. Chu (2011), “  Market timing: recent development and a new test.” Economic Letters 111(2), 105-109.