Married separate J-1 Visa holders tax return

My husband and I are on separate Research Scholar J-1 visas since November 2015. I have been paid by my institution since that time and he has been paid by his institution since May 2016.
Last year we received W-2 form only for me and filed it through TurboTax Married Joint Filing and got both federal and state return.
This year we both got our W-2 forms from our institutions. Should we file them together with Married Joint filing?
I remember when I was first filling-out my paperwork on November 2015, administration told me to choose the Marital Status as Single instead of Married because of tax topics. My husband also had the same experience with his institution.