Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products
Z. Guo, Y. Feng, X. Tan, Economic Modelling 28 (2011) 2359–2368.

An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers
X. Liu, D.B. Grant, A.C. McKinnon, Y. Feng, International Journal of Physical Distribution &; Logistics Management 40 (2010) 847–866.

Sources of competitiveness for logistics service providers: a UK industry perspective
X. Liu, A.C. McKinnon, D.B. Grant, Y. Feng, Logistics Research 2 (2010) 23–32.

A simple bootstrap bandwidth selector for local polynomial fitting
Y. Feng, S. Heiler, Journal of Statistical Computation and Simulation 79 (2009) 1425–1439.

Modifying the double smoothing bandwidth selector in nonparametric regression
J. Beran, Y. Feng, S. Heiler, Statistical Methodology 6 (2009) 447–465.

Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Y. Feng, A.J. McNeil, Economic Modelling 25 (2008) 850–867.

Local Polynomial Estimation with a FARIMA-GARCH Error Process
J. Beran, Y. Feng, Bernoulli 7 (2007).

On the asymptotic variance in nonparametric regression with fractional time-series errors
Y. Feng, Journal of Nonparametric Statistics 19 (2007) 63–76.

Modelling financial time series with SEMIFAR GARCH model
Y. Feng, J. Beran, K. Yu, IMA Journal of Management Mathematics 18 (2007) 395–412.

Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity
J. Beran, Y. Feng, G. Franke, D. Hess, D. Ocker, in: Processes with Long-Range Correlations, Springer Berlin Heidelberg, Berlin, Heidelberg, 2007, pp. 225–250.

Local Polynomial Estimation with a FARIMA-GARCH Error Process
J. Beran, Y. Feng, Bernoulli 7 (2007).

Special Issue: Quantile Regression
P. Ng, K. Yu, Y. Feng, eds., Special Issue: Quantile Regression, 2007.

SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE
Y. Feng, Econometric Theory 20 (2004).

Non- and Semiparametric Regression with Fractional Time Series Errors
Y. Feng, Non- and Semiparametric Regression with Fractional Time Series Errors, 2004.

A robust data-driven version of the Berlin Method
S. Heiler, Y. Feng, in: R. Metz, M. Lösch, K. Edel (Eds.), Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung, Lucius &; Lucius, Stuttgart, 2004, pp. 67–81.

SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity
J. Beran, Y. Feng, Computational Statistics &; Data Analysis 40 (2002) 393–419.

Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties
J. Beran, Y. Feng, Journal of Computational and Graphical Statistics 11 (2002) 690–713.

Data-driven decomposition of seasonal time series
S. Heiler, Y. Feng, Journal of Statistical Planning and Inference 91 (2002) 351–363.

On robust local polynomial estimation with long-memory errors
J. Beran, Y. Feng, S. Ghosh, P. Sibbertsen, International Journal of Forecasting 18 (2002) 227–241.

Local polynomial fitting with long-memory, short-memory and antipersistent errors
J. Beran, Y. Feng, The Annals of the Institute of Statistical Mathematics 54 (2002) 291–311.

Data-driven decomposition of seasonal time series
S. Heiler, Y. Feng, Journal of Statistical Planning and Inference 91 (2002) 351–363.

Recent developments in non- and semiparametric models with fractional time series errors
J. Beran, Y. Feng, Recent Developments in Non- and Semiparametric Models with Fractional Time Series Errors, 2002.

A semiparametric fractional autoregressive model
J. Beran, Y. Feng, Statistical Review (Revista de Estatistica) 2 (2001) 125–128.

Supplement to the paper "Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties" - Detailed simulation results
J. Beran, Y. Feng, Supplement to the Paper “Iterative Plug-in Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties” - Detailed Simulation Results, 2001.

Eine robuste datengesteuerte Version des Berliner-Verfahrens
Y. Feng, S. Heiler, Wirtschaft Und Statistik (2000) 786–795.

Locally weighted autoregression
Y. Feng, S. Heiler, in: H.-J. Vosgerau (Ed.), Institutional Arrangements for Global Economic Integration, 2000, pp. 371--388.

Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition
Y. Feng, Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition, 1999.

Nonparametric Smoothing and Quantile Estimation in Time Series
K. Abberger, Y. Feng, S. Heiler, in: G. Bol,  Gholamreza Nakhaeizadeh , K.-H. Vollmer (Eds.), Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. , Physica-Verlag HD, Heidelberg, 1998, pp. 1–16.

A simple root n bandwidth selector for nonparametric regression
S. Heiler, Y. Feng, Journal of Nonparametric Statistics 9 (1998) 1–21.

Locally Weighted Autoregression
Y. Feng, S. Heiler, in: R. Galata, H. Küchenhoff (Eds.), Econometrics in Theory and Practice, Physica-Verlag HD, Heidelberg, 1998, pp. 101–117.