Serena Ng
Names
Identifer
Contact
Affiliations
-
Columbia University
/ School of Arts and Sciences
/ Department of Economics
Research profile
author of:
- Measuring Uncertainty (RePEc:aea:aecrev:v:105:y:2015:i:3:p:1177-1216)
by Kyle Jurado & Sydney C. Ludvigson & Serena Ng - Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (RePEc:aea:aejmac:v:13:y:2021:i:4:p:369-410)
by Sydney C. Ludvigson & Sai Ma & Serena Ng - COVID-19 and the Costs of Deadly Disasters (RePEc:aea:apandp:v:111:y:2021:p:366-70)
by Sydney C. Ludvigson & Sai Ma & Serena Ng - Estimation and Inference by Stochastic Optimization: Three Examples (RePEc:aea:apandp:v:111:y:2021:p:626-30)
by Jean-Jacques Forneron & Serena Ng - Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling (RePEc:aea:jeclit:v:51:y:2013:i:4:p:1120-54)
by Serena Ng & Jonathan H. Wright - An Econometric Perspective on Algorithmic Subsampling (RePEc:anr:reveco:v:12:y:2020:p:45-80)
by Sokbae Lee & Serena Ng - The ABC of Simulation Estimation with Auxiliary Statistics (RePEc:arx:papers:1501.01265)
by Jean-Jacques Forneron & Serena Ng - Principal Components and Regularized Estimation of Factor Models (RePEc:arx:papers:1708.08137)
by Jushan Bai & Serena Ng - An Econometric Perspective on Algorithmic Subsampling (RePEc:arx:papers:1907.01954)
by Sokbae Lee & Serena Ng - Boosting High Dimensional Predictive Regressions with Time Varying Parameters (RePEc:arx:papers:1910.03109)
by Kashif Yousuf & Serena Ng - Latent Dirichlet Analysis of Categorical Survey Responses (RePEc:arx:papers:1910.04883)
by Evan Munro & Serena Ng - Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data (RePEc:arx:papers:1910.06677)
by Jushan Bai & Serena Ng - Inference by Stochastic Optimization: A Free-Lunch Bootstrap (RePEc:arx:papers:2004.09627)
by Jean-Jacques Forneron & Serena Ng - Least Squares Estimation Using Sketched Data with Heteroskedastic Errors (RePEc:arx:papers:2007.07781)
by Sokbae Lee & Serena Ng - Simpler Proofs for Approximate Factor Models of Large Dimensions (RePEc:arx:papers:2008.00254)
by Jushan Bai & Serena Ng - Estimation and Inference by Stochastic Optimization: Three Examples (RePEc:arx:papers:2102.10443)
by Jean-Jacques Forneron & Serena Ng - Modeling Macroeconomic Variations After COVID-19 (RePEc:arx:papers:2103.02732)
by Serena Ng - Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions (RePEc:arx:papers:2103.03045)
by Ercument Cahan & Jushan Bai & Serena Ng - Time Series Estimation of the Dynamic Effects of Disaster-Type Shock (RePEc:arx:papers:2107.06663)
by Richard Davis & Serena Ng - Approximate Factor Models with Weaker Loadings (RePEc:arx:papers:2109.03773)
by Jushan Bai & Serena Ng - Tests for Skewness, Kurtosis, and Normality for Time Series Data (RePEc:bes:jnlbes:v:23:y:2005:p:49-60)
by Jushan Bai & Serena Ng - Testing Cross-Section Correlation in Panel Data Using Spacings (RePEc:bes:jnlbes:v:24:y:2006:p:12-23)
by Ng, Serena - Editors' Report 2006 (RePEc:bes:jnlbes:v:25:y:2007:p:503-503)
by Andersen, Torben G. & Lewbel, Arthur & Ng, Serena - Determining the Number of Primitive Shocks in Factor Models (RePEc:bes:jnlbes:v:25:y:2007:p:52-60)
by Bai, Jushan & Ng, Serena - A Simple Test for Nonstationarity in Mixed Panels (RePEc:bes:jnlbes:v:26:y:2008:p:113-127)
by Ng, Serena - Editors' Report 2007 (RePEc:bes:jnlbes:v:26:y:2008:p:557-557)
by Ng, Serena & Lewbel, Arthur - Editors' Report 2008 (RePEc:bes:jnlbes:v:27:i:4:y:2009:p:566-566)
by Ng, Serena & Lewbel, Arthur - Editors’ Report 2009 (RePEc:bes:jnlbes:v:28:i:4:y:2010:p:574-574)
by Lewbel, Arthur & Ng, Serena & Hirano, Keisuke & Wright, Jonathan - The Exact Error In Estimating The Spectral Density At The Origin (RePEc:bla:jtsera:v:17:y:1996:i:4:p:379-408)
by Serena Ng & Pierre Perron - A Note on the Selection of Time Series Models (RePEc:bla:obuest:v:67:y:2005:i:1:p:115-134)
by Serena Ng & Pierre Perron - Accounting for Trends in the Almost Ideal Demand System (RePEc:boc:bocoec:368)
by Serena Ng - Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power (RePEc:boc:bocoec:369)
by Serena Ng & Pierre Perron - Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean (RePEc:boc:bocoec:370)
by Robin L. Lumsdaine & Serena Ng - Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators (RePEc:boc:bocoec:373)
by Alexander Michaelides & Serena Ng - Explaining the Persistence of Commodity Prices (RePEc:boc:bocoec:374)
by Serena Ng & Francisco Ruge-Murcia - Parametric and non-parametric approaches to price and tax reform (RePEc:boc:bocoec:376)
by Angus Deaton & Serena Ng - Analysis of Vector Autoregressions in the Presence of Shifts in Mean (RePEc:boc:bocoec:379)
by Serena Ng & Timothy J. Vogelsang - How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis (RePEc:boc:bocoec:395)
by Emanuela Cardia & Serena Ng - A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure (RePEc:boc:bocoec:403)
by Eric Ghysels & Serena Ng - A Test for Conditional Symmetry in Time Series Models (RePEc:boc:bocoec:410)
by Jushan Bai & Serena Ng - Determining the Number of Factors in Approximate Factor Models (RePEc:boc:bocoec:440)
by Jushan Bai & Serena Ng - Demand Systems With Nonstationary Prices (RePEc:boc:bocoec:441)
by Arthur Lewbel & Serena Ng - Forecasting Dynamic Time Series in the Presence of Deterministic Components (RePEc:boc:bocoec:445)
by Serena Ng & Timothy Vogelsang - Intergenerational Linkages in Consumption Behavior (RePEc:boc:bocoec:482)
by Donald Cox & Serena Ng & Andreas Waldkirch - A Note on the Selection of Time Series Models (RePEc:boc:bocoec:500)
by Serena Ng & Pierre Perron - Tests for Skewness, Kurtosis, and Normality for Time Series Data (RePEc:boc:bocoec:501)
by Jushan Bai & Serena Ng - A New Look at Panel Testing of Stationarity and the PPP Hypothesis (RePEc:boc:bocoec:518)
by Jushan Bai & Serena Ng - A PANIC Attack on Unit Roots and Cointegration (RePEc:boc:bocoec:519)
by Jushan Bai & Serena Ng - Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers (RePEc:bpj:bejeap:v:7:y:2007:i:1:n:60)
by Ng Serena & Shum Matt - Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown (RePEc:bpj:jecome:v:1:y:2012:i:1:p:14:n:1)
by Lin Chang-Ching & Ng Serena - Selecting Instrumental Variables in a Data Rich Environment (RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:4)
by Ng Serena & Bai Jushan - The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information (RePEc:car:carecp:93-07)
by Huntley Schaller & Serena Ng - Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation (RePEc:cir:cirwor:95s-09)
by René Garcia & Serena Ng & Annamaria Lusardi - A Semi-Parametric Factor Model for Interest Rates (RePEc:cir:cirwor:96s-18)
by Eric Ghysels & Serena Ng - A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure (RePEc:cir:cirwor:97s-33)
by Eric Ghysels & Serena Ng - Viewpoint: Boosting Recessions (RePEc:cje:issued:v:47:y:2014:i:1:p:1-34)
by Serena Ng - A systematic framework for analyzing the dynamic effects of permanent and transitory shocks (RePEc:cte:wsrepe:6203)
by Ng, Serena - PPP May not Hold Afterall: A Further Investigation (RePEc:cuf:journl:y:2002:v:3:i:1:p:43-64)
by Serena Ng & Pierre Perron - Extremum Estimation when the Predictors are Estimated from Large Panels (RePEc:cuf:journl:y:2008:v:9:i:2:p:201-222)
by Jushan Bai & Serena Ng - PPP May not Hold Afterall: A Further Investigation (RePEc:cuf:wpaper:83)
by Serena Ng & Pierre Perron - An Autoregressive Spectral Density Estimator At Frequency Zero For Nonstationarity Tests (RePEc:cup:etheor:v:14:y:1998:i:05:p:560-603_14)
by Perron, Pierre & Ng, Serena - Panel Unit Root Tests With Cross-Section Dependence: A Further Investigation (RePEc:cup:etheor:v:26:y:2010:i:04:p:1088-1114_99)
by Bai, Jushan & Ng, Serena - Instrumental Variable Estimation In A Data Rich Environment (RePEc:cup:etheor:v:26:y:2010:i:06:p:1577-1606_99)
by Bai, Jushan & Ng, Serena - Estimators For Persistent And Possibly Nonstationary Data With Classical Properties (RePEc:cup:etheor:v:28:y:2012:i:05:p:1003-1036_00)
by Gorodnichenko, Yuriy & Mikusheva, Anna & Ng, Serena - Measurement Errors In Dynamic Models (RePEc:cup:etheor:v:30:y:2014:i:01:p:150-175_00)
by Komunjer, Ivana & Ng, Serena - Forecasting Autoregressive Time Series in the Presence of Deterministic Components (RePEc:ecl:corcae:00-07)
by Ng, Serena & Vogelsang, Tim - LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (RePEc:ecm:emetrp:v:69:y:2001:i:6:p:1519-1554)
by Serena Ng & Pierre Perron - Determining the Number of Factors in Approximate Factor Models (RePEc:ecm:emetrp:v:70:y:2002:i:1:p:191-221)
by Jushan Bai & Serena Ng - A PANIC Attack on Unit Roots and Cointegration (RePEc:ecm:emetrp:v:72:y:2004:i:4:p:1127-1177)
by Jushan Bai & Serena Ng - Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (RePEc:ecm:emetrp:v:74:y:2006:i:4:p:1133-1150)
by Jushan Bai & Serena Ng - Dynamic Identification of Dynamic Stochastic General Equilibrium Models (RePEc:ecm:emetrp:v:79:y:2011:i:6:p:1995-2032)
by Ivana Komunjer & Serena Ng - Determining the Number of Factors in Approximate Factor Models (RePEc:ecm:wc2000:1504)
by Jushan Bai & Serena Ng - Intergenerational Linkages in Consumption Behavior (RePEc:ecm:wc2000:1791)
by Donald Cox & Serena Ng & Andreas Waldkirch - A hierarchical factor analysis of U.S. housing market dynamics (RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c1-c24)
by Emanuel Moench & Serena Ng - Forecasting autoregressive time series in the presence of deterministic components (RePEc:ect:emjrnl:v:5:y:2002:i:1:p:196-224)
by Serena Ng & Timothy J. Vogelsang - Looking for evidence of speculative stockholding in commodity markets (RePEc:eee:dyncon:v:20:y:1996:i:1-3:p:123-143)
by Ng, Serena - A systematic framework for analyzing the dynamic effects of permanent and transitory shocks (RePEc:eee:dyncon:v:25:y:2001:i:10:p:1527-1546)
by Gonzalo, Jesus & Ng, Serena - Variable Selection in Predictive Regressions (RePEc:eee:ecofch:2-752)
by Ng, Serena - Testing for unit roots in flow data sampled at different frequencies (RePEc:eee:ecolet:v:47:y:1995:i:3-4:p:237-242)
by Ng, Serena - A consistent test for conditional symmetry in time series models (RePEc:eee:econom:v:103:y:2001:i:1-2:p:225-258)
by Bai, Jushan & Ng, Serena - Evaluating latent and observed factors in macroeconomics and finance (RePEc:eee:econom:v:131:y:2006:i:1-2:p:507-537)
by Bai, Jushan & Ng, Serena - Are more data always better for factor analysis? (RePEc:eee:econom:v:132:y:2006:i:1:p:169-194)
by Boivin, Jean & Ng, Serena - Forecasting economic time series using targeted predictors (RePEc:eee:econom:v:146:y:2008:i:2:p:304-317)
by Bai, Jushan & Ng, Serena - Panel cointegration with global stochastic trends (RePEc:eee:econom:v:149:y:2009:i:1:p:82-99)
by Bai, Jushan & Kao, Chihwa & Ng, Serena - Principal components estimation and identification of static factors (RePEc:eee:econom:v:176:y:2013:i:1:p:18-29)
by Bai, Jushan & Ng, Serena - Simulated minimum distance estimation of dynamic models with errors-in-variables (RePEc:eee:econom:v:200:y:2017:i:2:p:181-193)
by Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena - The ABC of simulation estimation with auxiliary statistics (RePEc:eee:econom:v:205:y:2018:i:1:p:112-139)
by Forneron, Jean-Jacques & Ng, Serena - Rank regularized estimation of approximate factor models (RePEc:eee:econom:v:212:y:2019:i:1:p:78-96)
by Bai, Jushan & Ng, Serena - Boosting high dimensional predictive regressions with time varying parameters (RePEc:eee:econom:v:224:y:2021:i:1:p:60-87)
by Yousuf, Kashif & Ng, Serena - Estimation and inference in nearly unbalanced nearly cointegrated systems (RePEc:eee:econom:v:79:y:1997:i:1:p:53-81)
by Ng, Serena & Perron, Pierre - Testing for ARCH in the presence of a possibly misspecified conditional mean (RePEc:eee:econom:v:93:y:1999:i:2:p:257-279)
by Lumsdaine, Robin L. & Ng, Serena - Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators (RePEc:eee:econom:v:96:y:2000:i:2:p:231-266)
by Michaelides, Alexander & Ng, Serena - The empirical risk-return relation: A factor analysis approach (RePEc:eee:jfinec:v:83:y:2007:i:1:p:171-222)
by Ludvigson, Sydney C. & Ng, Serena - Can sticky prices account for the variations and persistence in real exchange rates? (RePEc:eee:jimfin:v:22:y:2003:i:1:p:65-85)
by Ng, Serena - Estimation of DSGE models when the data are persistent (RePEc:eee:moneco:v:57:y:2010:i:3:p:325-340)
by Gorodnichenko, Yuriy & Ng, Serena - Level and volatility factors in macroeconomic data (RePEc:eee:moneco:v:91:y:2017:i:c:p:52-68)
by Gorodnichenko, Yuriy & Ng, Serena - Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators (RePEc:ehl:lserod:198)
by Michaelides, Alexander & Ng, Serena - Unknown item RePEc:eme:aeco11:s0731-905320160000036020 (chapter)
- A Likelihood-Free Reverse Sampler of the Posterior Distribution (RePEc:eme:aecozz:s0731-905320160000036020)
by Jean-Jacques Forneron & Serena Ng - Minimum distance estimation of possibly non-invertible moving average models (RePEc:fip:fedawp:2013-11)
by Nikolay Gospodinov & Serena Ng - Minimum Distance Estimation of Dynamic Models with Errors-In-Variables (RePEc:fip:fedawp:2014-11)
by Nikolay Gospodinov & Ivana Komunjer & Serena Ng - FRED-QD: A Quarterly Database for Macroeconomic Research (RePEc:fip:fedlrv:90588)
by Michael W. McCracken & Serena Ng - FRED-MD: A Monthly Database for Macroeconomic Research (RePEc:fip:fedlwp:2015-012)
by Michael W. McCracken & Serena Ng - FRED-QD: A Quarterly Database for Macroeconomic Research (RePEc:fip:fedlwp:87608)
by Michael W. McCracken & Serena Ng - Dynamic hierarchical factor models (RePEc:fip:fednsr:412)
by Emanuel Moench & Serena Ng & Simon M. Potter - Adjustment Costs and Factor Demands in Canadian Manufacturing Industries (RePEc:fth:lavaen:9126)
by Carmichael, B. & Ng, S. - An econometric perspective on algorithmic subsampling (RePEc:ifs:cemmap:18/20)
by Sokbae (Simon) Lee & Serena Ng - Understanding and Comparing Factor-Based Forecasts (RePEc:ijc:ijcjou:y:2005:q:4:a:4)
by Jean Boivin & Serena Ng - Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary (RePEc:jae:japmet:v:10:y:1995:i:2:p:147-63)
by Ng, Serena - Review of Coint 2.0 (RePEc:jae:japmet:v:10:y:1995:i:2:p:205-10)
by Ng, Serena - Boosting diffusion indices (RePEc:jae:japmet:v:24:y:2009:i:4:p:607-629)
by Jushan Bai & Serena Ng - PPP May not Hold After all: A Further Investigation (RePEc:jhu:papers:466)
by Serena Ng & Pierre Perron - A New Look at Panel Testing of Stationarity and the PPP Hypothesis (RePEc:jhu:papers:467)
by Jushan Bai & Serena Ng - Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates? (RePEc:jhu:papers:468)
by Serena Ng - A Panic Attack on Unit Roots and Cointegration (RePEc:jhu:papers:469)
by Jushan Bai & Serena Ng - Explaining the Persistence of Commodity Prices (RePEc:kap:compec:v:16:y:2000:i:1/2:p:149-171)
by Serena Ng & Francisco J. Ruge-Murcia - Adjustment Costs and Factor Demands in Canadian Manufacturing Industries (RePEc:lvl:laeccr:9126)
by Carmichael, B. & Ng, S. - Panel Cointegration with Global Stochastic Trends (RePEc:max:cprwps:90)
by Jushan Bai & Chihwa Kao & Serena Ng - Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation (RePEc:mcb:jmoncb:v:29:y:1997:i:2:p:154-76)
by Garcia, Rene & Lusardi, Annamaria & Ng, Serena - How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis (RePEc:mtl:montde:2000-04)
by CARDIA, Emanuela & NG, Serena - Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag (RePEc:mtl:montde:9423)
by Ng, S. & Perron, P. - Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties (RePEc:mtl:montde:9427)
by Perron, P. & Ng, S. - Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation (RePEc:mtl:montde:9511)
by Garcia, R. & Lusardi, A. & Ng, S. - Looking for Evidence of Speculative Stockholding in Commodity Markets (RePEc:mtl:montde:9514)
by Ng, S. - The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information (RePEc:mtl:montde:9515)
by Ng, S. & Schaller, H. - Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary (RePEc:mtl:montde:9516)
by Ng, S. - Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems (RePEc:mtl:montde:9534)
by Ng, S. & Perron, P. - The Exact Error in Estimating the Special Density at the Origin (RePEc:mtl:montde:9535)
by Ng, S. & Perron, P. - Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent (RePEc:mtl:montde:9551)
by Ng, S. & Pinkse, J. - Parametric and Nonparametric Approaches to Price and Tax Reform (RePEc:mtl:montde:9601)
by Deaton, A. & Ng, S. - A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks (RePEc:mtl:montde:9603)
by Gonzalo, J. & Ng, S. - An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests (RePEc:mtl:montde:9611)
by Perron, P. & Ng, S. - A Semi-Parametric Factor Model for Interest Rates (RePEc:mtl:montde:9612)
by Ghysels, E. & Ng, S. - Explaining the Persistence of Commodity Prices (RePEc:mtl:montde:9709)
by NG, Serena & RUGE-MURCIA, Francisco J. - How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis (RePEc:mtl:montec:2000-04)
by Cardia, E. & Ng, S. - Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag (RePEc:mtl:montec:9423)
by Ng, S. & Perron, P. - Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties (RePEc:mtl:montec:9427)
by Perron, P. & Ng, S. - Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation (RePEc:mtl:montec:9511)
by Garcia, R. & Lusardi, A. & Ng, S. - Looking for Evidence of Speculative Stockholding in Commodity Markets (RePEc:mtl:montec:9514)
by Ng, S. - The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information (RePEc:mtl:montec:9515)
by Ng, S. & Schaller, H. - Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary (RePEc:mtl:montec:9516)
by Ng, S. - Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems (RePEc:mtl:montec:9534)
by Ng, S. & Perron, P. - The Exact Error in Estimating the Special Density at the Origin (RePEc:mtl:montec:9535)
by Ng, S. & Perron, P. - Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent (RePEc:mtl:montec:9551)
by Ng, S. & Pinkse, J. - Parametric and Nonparametric Approaches to Price and Tax Reform (RePEc:mtl:montec:9601)
by Deaton, A. & Ng, S. - A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks (RePEc:mtl:montec:9603)
by Gonzalo, J. & Ng, S. - An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests (RePEc:mtl:montec:9611)
by Perron, P. & Ng, S. - A Semi-Parametric Factor Model for Interest Rates (RePEc:mtl:montec:9612)
by Ghysels, E. & Ng, S. - A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data (RePEc:nbr:nberch:14269)
by Rishab Guha & Serena Ng - Understanding and Comparing Factor-Based Forecasts (RePEc:nbr:nberwo:11285)
by Jean Boivin & Serena Ng - The Empirical Risk-Return Relation: A Factor Analysis Approach (RePEc:nbr:nberwo:11477)
by Sydney C. Ludvigson & Serena Ng - Macro Factors in Bond Risk Premia (RePEc:nbr:nberwo:11703)
by Sydeny C. Ludvigson & Serena Ng - Estimation of DSGE Models When the Data are Persistent (RePEc:nbr:nberwo:15187)
by Yuriy Gorodnichenko & Serena Ng - A Factor Analysis of Bond Risk Premia (RePEc:nbr:nberwo:15188)
by Sydney C. Ludvigson & Serena Ng - Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties (RePEc:nbr:nberwo:17424)
by Yuriy Gorodnichenko & Anna Mikusheva & Serena Ng - Measuring Uncertainty (RePEc:nbr:nberwo:19456)
by Kyle Jurado & Sydney C. Ludvigson & Serena Ng - Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling (RePEc:nbr:nberwo:19469)
by Serena Ng & Jonathan H. Wright - Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (RePEc:nbr:nberwo:21803)
by Sydney C. Ludvigson & Sai Ma & Serena Ng - Shock Restricted Structural Vector-Autoregressions (RePEc:nbr:nberwo:23225)
by Sydney C. Ludvigson & Sai Ma & Serena Ng - Level and Volatility Factors in Macroeconomic Data (RePEc:nbr:nberwo:23672)
by Yuriy Gorodnichenko & Serena Ng - Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data (RePEc:nbr:nberwo:23673)
by Serena Ng - A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data (RePEc:nbr:nberwo:25899)
by Rishab Guha & Serena Ng - FRED-QD: A Quarterly Database for Macroeconomic Research (RePEc:nbr:nberwo:26872)
by Michael McCracken & Serena Ng - COVID-19 and The Macroeconomic Effects of Costly Disasters (RePEc:nbr:nberwo:26987)
by Sydney C. Ludvigson & Sai Ma & Serena Ng - Latent Dirichlet Analysis of Categorical Survey Expectations (RePEc:nbr:nberwo:27182)
by Evan M. Munro & Serena Ng - Modeling Macroeconomic Variations after Covid-19 (RePEc:nbr:nberwo:29060)
by Serena Ng - Parametric and Non-Parametric Approaches to Price and Tax Reform (RePEc:nbr:nberwo:5564)
by Angus Deaton & Serena Ng - Are More Data Always Better for Factor Analysis? (RePEc:nbr:nberwo:9829)
by Jean Boivin & Serena Ng - Large Dimensional Factor Analysis (RePEc:now:fnteco:0800000002)
by Bai, Jushan & Ng, Serena - Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties (RePEc:oup:restud:v:63:y:1996:i:3:p:435-463.)
by Pierre Perron & Serena Ng - Macro Factors in Bond Risk Premia (RePEc:oup:rfinst:v:22:y:2009:i:12:p:5027-5067)
by Sydney C. Ludvigson & Serena Ng - Understanding and Comparing Factor-Based Forecasts (RePEc:pra:mprapa:836)
by Boivin, Jean & Ng, Serena - Intergenerational Time Transfers and Childcare (RePEc:red:issued:v:6:y:2003:i:2:p:431-454)
by Emanuela Cardia & Serena Ng - The Empirical Risk-Return Relation: a factor analysis approach (RePEc:red:sed006:236)
by Sydney Ludvigson & Serena Ng - Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data (RePEc:sce:scecf3:255)
by Serena Ng & Jean Boivin - Analysis Of Vector Autoregressions In The Presence Of Shifts In Mean (RePEc:taf:emetrv:v:21:y:2002:i:3:p:353-381)
by Serena Ng & Timothy Vogelsang - Constructing Common Factors from Continuous and Categorical Data (RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1141-1171)
by Serena Ng - Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data (RePEc:taf:jnlasa:v:116:y:2021:i:536:p:1746-1763)
by Jushan Bai & Serena Ng - Minimum Distance Estimation of Possibly Noninvertible Moving Average Models (RePEc:taf:jnlbes:v:33:y:2015:i:3:p:403-417)
by Nikolay Gospodinov & Serena Ng - FRED-MD: A Monthly Database for Macroeconomic Research (RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589)
by Michael W. McCracken & Serena Ng - Latent Dirichlet Analysis of Categorical Survey Responses (RePEc:taf:jnlbes:v:40:y:2022:i:1:p:256-271)
by Evan Munro & Serena Ng - The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information (RePEc:tpr:restat:v:78:y:1996:i:3:p:375-83)
by Ng, Serena & Schaller, Huntley - A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure (RePEc:tpr:restat:v:80:y:1998:i:4:p:535-548)
by Eric Ghysels & Serena Ng - Demand Systems with Nonstationary Prices (RePEc:tpr:restat:v:87:y:2005:i:3:p:479-494)
by Arthur Lewbel & Serena Ng - Commodity Prices, Convenience Yields, and Inflation (RePEc:tpr:restat:v:95:y:2013:i:1:p:206-219)
by Nikolay Gospodinov & Serena Ng - Dynamic Hierarchical Factor Model (RePEc:tpr:restat:v:95:y:2013:i:5:p:1811-1817)
by Emanuel Moench & Serena Ng & Simon Potter - Intergenerational Linkages in Consumption Behavior (RePEc:uwp:jhriss:v:39:y:2004:i:2:p355-381)
by Andreas Waldkirch & Serena Ng & Donald Cox - Viewpoint: Boosting Recessions (RePEc:wly:canjec:v:47:y:2014:i:1:p:1-34)
by Serena Ng - A hierarchical factor analysis of U.S. housing market dynamics (RePEc:wly:emjrnl:v:14:y:2011:i::p:c1-c24)
by Emanuel Moench & Serena Ng - Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor (RePEc:wpa:wuwpem:0408006)
by Jushan Bai & Serena Ng - Evaluating Latent and Observed Factors in Macroeconomics and Financ (RePEc:wpa:wuwpem:0408007)
by Jushan Bai & Serena Ng