Serena Ng
Names
Identifer
Contact
Affiliations
-
Columbia University
/ School of Arts and Sciences
/ Department of Economics
Research profile
author of:
- Measuring Uncertainty
American Economic Review, American Economic Association (2015)
by Kyle Jurado & Sydney C. Ludvigson & Serena Ng
(ReDIF-article, aea:aecrev:v:105:y:2015:i:3:p:1177-1216) - Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
American Economic Journal: Macroeconomics, American Economic Association (2021)
by Sydney C. Ludvigson & Sai Ma & Serena Ng
(ReDIF-article, aea:aejmac:v:13:y:2021:i:4:p:369-410) - COVID-19 and the Costs of Deadly Disasters
AEA Papers and Proceedings, American Economic Association (2021)
by Sydney C. Ludvigson & Sai Ma & Serena Ng
(ReDIF-article, aea:apandp:v:111:y:2021:p:366-70) - Estimation and Inference by Stochastic Optimization: Three Examples
AEA Papers and Proceedings, American Economic Association (2021)
by Jean-Jacques Forneron & Serena Ng
(ReDIF-article, aea:apandp:v:111:y:2021:p:626-30) - Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
Journal of Economic Literature, American Economic Association (2013)
by Serena Ng & Jonathan H. Wright
(ReDIF-article, aea:jeclit:v:51:y:2013:i:4:p:1120-54) - An Econometric Perspective on Algorithmic Subsampling
Annual Review of Economics, Annual Reviews (2020)
by Sokbae Lee & Serena Ng
(ReDIF-article, anr:reveco:v:12:y:2020:p:45-80) - The ABC of Simulation Estimation with Auxiliary Statistics
Papers, arXiv.org (2015)
by Jean-Jacques Forneron & Serena Ng
(ReDIF-paper, arx:papers:1501.01265) - Principal Components and Regularized Estimation of Factor Models
Papers, arXiv.org (2017)
by Jushan Bai & Serena Ng
(ReDIF-paper, arx:papers:1708.08137) - An Econometric Perspective on Algorithmic Subsampling
Papers, arXiv.org (2019)
by Sokbae Lee & Serena Ng
(ReDIF-paper, arx:papers:1907.01954) - Boosting High Dimensional Predictive Regressions with Time Varying Parameters
Papers, arXiv.org (2019)
by Kashif Yousuf & Serena Ng
(ReDIF-paper, arx:papers:1910.03109) - Latent Dirichlet Analysis of Categorical Survey Responses
Papers, arXiv.org (2019)
by Evan Munro & Serena Ng
(ReDIF-paper, arx:papers:1910.04883) - Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data
Papers, arXiv.org (2019)
by Jushan Bai & Serena Ng
(ReDIF-paper, arx:papers:1910.06677) - Inference by Stochastic Optimization: A Free-Lunch Bootstrap
Papers, arXiv.org (2020)
by Jean-Jacques Forneron & Serena Ng
(ReDIF-paper, arx:papers:2004.09627) - Least Squares Estimation Using Sketched Data with Heteroskedastic Errors
Papers, arXiv.org (2020)
by Sokbae Lee & Serena Ng
(ReDIF-paper, arx:papers:2007.07781) - Simpler Proofs for Approximate Factor Models of Large Dimensions
Papers, arXiv.org (2020)
by Jushan Bai & Serena Ng
(ReDIF-paper, arx:papers:2008.00254) - Estimation and Inference by Stochastic Optimization: Three Examples
Papers, arXiv.org (2021)
by Jean-Jacques Forneron & Serena Ng
(ReDIF-paper, arx:papers:2102.10443) - Modeling Macroeconomic Variations After COVID-19
Papers, arXiv.org (2021)
by Serena Ng
(ReDIF-paper, arx:papers:2103.02732) - Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions
Papers, arXiv.org (2021)
by Ercument Cahan & Jushan Bai & Serena Ng
(ReDIF-paper, arx:papers:2103.03045) - Time Series Estimation of the Dynamic Effects of Disaster-Type Shock
Papers, arXiv.org (2021)
by Richard Davis & Serena Ng
(ReDIF-paper, arx:papers:2107.06663) - Approximate Factor Models with Weaker Loadings
Papers, arXiv.org (2021)
by Jushan Bai & Serena Ng
(ReDIF-paper, arx:papers:2109.03773) - Tests for Skewness, Kurtosis, and Normality for Time Series Data
Journal of Business & Economic Statistics, American Statistical Association (2005)
by Jushan Bai & Serena Ng
(ReDIF-article, bes:jnlbes:v:23:y:2005:p:49-60) - Testing Cross-Section Correlation in Panel Data Using Spacings
Journal of Business & Economic Statistics, American Statistical Association (2006)
by Ng, Serena
(ReDIF-article, bes:jnlbes:v:24:y:2006:p:12-23) - Editors' Report 2006
Journal of Business & Economic Statistics, American Statistical Association (2007)
by Andersen, Torben G. & Lewbel, Arthur & Ng, Serena
(ReDIF-article, bes:jnlbes:v:25:y:2007:p:503-503) - Determining the Number of Primitive Shocks in Factor Models
Journal of Business & Economic Statistics, American Statistical Association (2007)
by Bai, Jushan & Ng, Serena
(ReDIF-article, bes:jnlbes:v:25:y:2007:p:52-60) - A Simple Test for Nonstationarity in Mixed Panels
Journal of Business & Economic Statistics, American Statistical Association (2008)
by Ng, Serena
(ReDIF-article, bes:jnlbes:v:26:y:2008:p:113-127) - Editors' Report 2007
Journal of Business & Economic Statistics, American Statistical Association (2008)
by Ng, Serena & Lewbel, Arthur
(ReDIF-article, bes:jnlbes:v:26:y:2008:p:557-557) - Editors' Report 2008
Journal of Business & Economic Statistics, American Statistical Association (2009)
by Ng, Serena & Lewbel, Arthur
(ReDIF-article, bes:jnlbes:v:27:i:4:y:2009:p:566-566) - Editors’ Report 2009
Journal of Business & Economic Statistics, American Statistical Association (2010)
by Lewbel, Arthur & Ng, Serena & Hirano, Keisuke & Wright, Jonathan
(ReDIF-article, bes:jnlbes:v:28:i:4:y:2010:p:574-574) - The Exact Error In Estimating The Spectral Density At The Origin
Journal of Time Series Analysis, Wiley Blackwell (1996)
by Serena Ng & Pierre Perron
(ReDIF-article, bla:jtsera:v:17:y:1996:i:4:p:379-408) - A Note on the Selection of Time Series Models
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2005)
by Serena Ng & Pierre Perron
(ReDIF-article, bla:obuest:v:67:y:2005:i:1:p:115-134) - Accounting for Trends in the Almost Ideal Demand System
Boston College Working Papers in Economics, Boston College Department of Economics (1997)
by Serena Ng
(ReDIF-paper, boc:bocoec:368) - Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
Boston College Working Papers in Economics, Boston College Department of Economics (1997)
by Serena Ng & Pierre Perron
(ReDIF-paper, boc:bocoec:369) - Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean
Boston College Working Papers in Economics, Boston College Department of Economics (1998)
by Robin L. Lumsdaine & Serena Ng
(ReDIF-paper, boc:bocoec:370) - Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators
Boston College Working Papers in Economics, Boston College Department of Economics (1997)
by Alexander Michaelides & Serena Ng
(ReDIF-paper, boc:bocoec:373) - Explaining the Persistence of Commodity Prices
Boston College Working Papers in Economics, Boston College Department of Economics (1997)
by Serena Ng & Francisco Ruge-Murcia
(ReDIF-paper, boc:bocoec:374) - Parametric and non-parametric approaches to price and tax reform
Boston College Working Papers in Economics, Boston College Department of Economics (1997)
by Angus Deaton & Serena Ng
(ReDIF-paper, boc:bocoec:376) - Analysis of Vector Autoregressions in the Presence of Shifts in Mean
Boston College Working Papers in Economics, Boston College Department of Economics (1997)
by Serena Ng & Timothy J. Vogelsang
(ReDIF-paper, boc:bocoec:379) - How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis
Boston College Working Papers in Economics, Boston College Department of Economics (1997)
by Emanuela Cardia & Serena Ng
(ReDIF-paper, boc:bocoec:395) - A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure
Boston College Working Papers in Economics, Boston College Department of Economics (1998)
by Eric Ghysels & Serena Ng
(ReDIF-paper, boc:bocoec:403) - A Test for Conditional Symmetry in Time Series Models
Boston College Working Papers in Economics, Boston College Department of Economics (1998)
by Jushan Bai & Serena Ng
(ReDIF-paper, boc:bocoec:410) - Determining the Number of Factors in Approximate Factor Models
Boston College Working Papers in Economics, Boston College Department of Economics (2000)
by Jushan Bai & Serena Ng
(ReDIF-paper, boc:bocoec:440) - Demand Systems With Nonstationary Prices
Boston College Working Papers in Economics, Boston College Department of Economics (2000)
by Arthur Lewbel & Serena Ng
(ReDIF-paper, boc:bocoec:441) - Forecasting Dynamic Time Series in the Presence of Deterministic Components
Boston College Working Papers in Economics, Boston College Department of Economics (1999)
by Serena Ng & Timothy Vogelsang
(ReDIF-paper, boc:bocoec:445) - Intergenerational Linkages in Consumption Behavior
Boston College Working Papers in Economics, Boston College Department of Economics (2000)
by Donald Cox & Serena Ng & Andreas Waldkirch
(ReDIF-paper, boc:bocoec:482) - A Note on the Selection of Time Series Models
Boston College Working Papers in Economics, Boston College Department of Economics (2001)
by Serena Ng & Pierre Perron
(ReDIF-paper, boc:bocoec:500) - Tests for Skewness, Kurtosis, and Normality for Time Series Data
Boston College Working Papers in Economics, Boston College Department of Economics (2001)
by Jushan Bai & Serena Ng
(ReDIF-paper, boc:bocoec:501) - A New Look at Panel Testing of Stationarity and the PPP Hypothesis
Boston College Working Papers in Economics, Boston College Department of Economics (2001)
by Jushan Bai & Serena Ng
(ReDIF-paper, boc:bocoec:518) - A PANIC Attack on Unit Roots and Cointegration
Boston College Working Papers in Economics, Boston College Department of Economics (2001)
by Jushan Bai & Serena Ng
(ReDIF-paper, boc:bocoec:519) - Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers
The B.E. Journal of Economic Analysis & Policy, De Gruyter (2007)
by Ng Serena & Shum Matt
(ReDIF-article, bpj:bejeap:v:7:y:2007:i:1:n:60) - Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown
Journal of Econometric Methods, De Gruyter (2012)
by Lin Chang-Ching & Ng Serena
(ReDIF-article, bpj:jecome:v:1:y:2012:i:1:p:14:n:1) - Selecting Instrumental Variables in a Data Rich Environment
Journal of Time Series Econometrics, De Gruyter (2009)
by Ng Serena & Bai Jushan
(ReDIF-article, bpj:jtsmet:v:1:y:2009:i:1:n:4) - The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information
Carleton Economic Papers, Carleton University, Department of Economics (1993)
by Huntley Schaller & Serena Ng
(ReDIF-paper, car:carecp:93-07) - Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation
CIRANO Working Papers, CIRANO (1995)
by René Garcia & Serena Ng & Annamaria Lusardi
(ReDIF-paper, cir:cirwor:95s-09) - A Semi-Parametric Factor Model for Interest Rates
CIRANO Working Papers, CIRANO (1996)
by Eric Ghysels & Serena Ng
(ReDIF-paper, cir:cirwor:96s-18) - A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure
CIRANO Working Papers, CIRANO (1997)
by Eric Ghysels & Serena Ng
(ReDIF-paper, cir:cirwor:97s-33) - Viewpoint: Boosting Recessions
Canadian Journal of Economics, Canadian Economics Association (2014)
by Serena Ng
(ReDIF-article, cje:issued:v:47:y:2014:i:1:p:1-34) - A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica (1996)
by Ng, Serena
(ReDIF-paper, cte:wsrepe:6203) - PPP May not Hold Afterall: A Further Investigation
Annals of Economics and Finance, Society for AEF (2002)
by Serena Ng & Pierre Perron
(ReDIF-article, cuf:journl:y:2002:v:3:i:1:p:43-64) - Extremum Estimation when the Predictors are Estimated from Large Panels
Annals of Economics and Finance, Society for AEF (2008)
by Jushan Bai & Serena Ng
(ReDIF-article, cuf:journl:y:2008:v:9:i:2:p:201-222) - PPP May not Hold Afterall: A Further Investigation
CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics (2002)
by Serena Ng & Pierre Perron
(ReDIF-paper, cuf:wpaper:83) - An Autoregressive Spectral Density Estimator At Frequency Zero For Nonstationarity Tests
Econometric Theory, Cambridge University Press (1998)
by Perron, Pierre & Ng, Serena
(ReDIF-article, cup:etheor:v:14:y:1998:i:05:p:560-603_14) - Panel Unit Root Tests With Cross-Section Dependence: A Further Investigation
Econometric Theory, Cambridge University Press (2010)
by Bai, Jushan & Ng, Serena
(ReDIF-article, cup:etheor:v:26:y:2010:i:04:p:1088-1114_99) - Instrumental Variable Estimation In A Data Rich Environment
Econometric Theory, Cambridge University Press (2010)
by Bai, Jushan & Ng, Serena
(ReDIF-article, cup:etheor:v:26:y:2010:i:06:p:1577-1606_99) - Estimators For Persistent And Possibly Nonstationary Data With Classical Properties
Econometric Theory, Cambridge University Press (2012)
by Gorodnichenko, Yuriy & Mikusheva, Anna & Ng, Serena
(ReDIF-article, cup:etheor:v:28:y:2012:i:05:p:1003-1036_00) - Measurement Errors In Dynamic Models
Econometric Theory, Cambridge University Press (2014)
by Komunjer, Ivana & Ng, Serena
(ReDIF-article, cup:etheor:v:30:y:2014:i:01:p:150-175_00) - Forecasting Autoregressive Time Series in the Presence of Deterministic Components
Working Papers, Cornell University, Center for Analytic Economics (2000)
by Ng, Serena & Vogelsang, Tim
(ReDIF-paper, ecl:corcae:00-07) - LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
Econometrica, Econometric Society (2001)
by Serena Ng & Pierre Perron
(ReDIF-article, ecm:emetrp:v:69:y:2001:i:6:p:1519-1554) - Determining the Number of Factors in Approximate Factor Models
Econometrica, Econometric Society (2002)
by Jushan Bai & Serena Ng
(ReDIF-article, ecm:emetrp:v:70:y:2002:i:1:p:191-221) - A PANIC Attack on Unit Roots and Cointegration
Econometrica, Econometric Society (2004)
by Jushan Bai & Serena Ng
(ReDIF-article, ecm:emetrp:v:72:y:2004:i:4:p:1127-1177) - Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
Econometrica, Econometric Society (2006)
by Jushan Bai & Serena Ng
(ReDIF-article, ecm:emetrp:v:74:y:2006:i:4:p:1133-1150) - Dynamic Identification of Dynamic Stochastic General Equilibrium Models
Econometrica, Econometric Society (2011)
by Ivana Komunjer & Serena Ng
(ReDIF-article, ecm:emetrp:v:79:y:2011:i:6:p:1995-2032) - Determining the Number of Factors in Approximate Factor Models
Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
by Jushan Bai & Serena Ng
(ReDIF-paper, ecm:wc2000:1504) - Intergenerational Linkages in Consumption Behavior
Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
by Donald Cox & Serena Ng & Andreas Waldkirch
(ReDIF-paper, ecm:wc2000:1791) - A hierarchical factor analysis of U.S. housing market dynamics
Econometrics Journal, Royal Economic Society (2011)
by Emanuel Moench & Serena Ng
(ReDIF-article, ect:emjrnl:v:14:y:2011:i:1:p:c1-c24) - Forecasting autoregressive time series in the presence of deterministic components
Econometrics Journal, Royal Economic Society (2002)
by Serena Ng & Timothy J. Vogelsang
(ReDIF-article, ect:emjrnl:v:5:y:2002:i:1:p:196-224) - Looking for evidence of speculative stockholding in commodity markets
Journal of Economic Dynamics and Control, Elsevier (1996)
by Ng, Serena
(ReDIF-article, eee:dyncon:v:20:y:1996:i:1-3:p:123-143) - A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
Journal of Economic Dynamics and Control, Elsevier (2001)
by Gonzalo, Jesus & Ng, Serena
(ReDIF-article, eee:dyncon:v:25:y:2001:i:10:p:1527-1546) - Variable Selection in Predictive Regressions
Handbook of Economic Forecasting, Elsevier (2013)
by Ng, Serena
(ReDIF-chapter, eee:ecofch:2-752) - Testing for unit roots in flow data sampled at different frequencies
Economics Letters, Elsevier (1995)
by Ng, Serena
(ReDIF-article, eee:ecolet:v:47:y:1995:i:3-4:p:237-242) - A consistent test for conditional symmetry in time series models
Journal of Econometrics, Elsevier (2001)
by Bai, Jushan & Ng, Serena
(ReDIF-article, eee:econom:v:103:y:2001:i:1-2:p:225-258) - Evaluating latent and observed factors in macroeconomics and finance
Journal of Econometrics, Elsevier (2006)
by Bai, Jushan & Ng, Serena
(ReDIF-article, eee:econom:v:131:y:2006:i:1-2:p:507-537) - Are more data always better for factor analysis?
Journal of Econometrics, Elsevier (2006)
by Boivin, Jean & Ng, Serena
(ReDIF-article, eee:econom:v:132:y:2006:i:1:p:169-194) - Forecasting economic time series using targeted predictors
Journal of Econometrics, Elsevier (2008)
by Bai, Jushan & Ng, Serena
(ReDIF-article, eee:econom:v:146:y:2008:i:2:p:304-317) - Panel cointegration with global stochastic trends
Journal of Econometrics, Elsevier (2009)
by Bai, Jushan & Kao, Chihwa & Ng, Serena
(ReDIF-article, eee:econom:v:149:y:2009:i:1:p:82-99) - Principal components estimation and identification of static factors
Journal of Econometrics, Elsevier (2013)
by Bai, Jushan & Ng, Serena
(ReDIF-article, eee:econom:v:176:y:2013:i:1:p:18-29) - Simulated minimum distance estimation of dynamic models with errors-in-variables
Journal of Econometrics, Elsevier (2017)
by Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena
(ReDIF-article, eee:econom:v:200:y:2017:i:2:p:181-193) - The ABC of simulation estimation with auxiliary statistics
Journal of Econometrics, Elsevier (2018)
by Forneron, Jean-Jacques & Ng, Serena
(ReDIF-article, eee:econom:v:205:y:2018:i:1:p:112-139) - Rank regularized estimation of approximate factor models
Journal of Econometrics, Elsevier (2019)
by Bai, Jushan & Ng, Serena
(ReDIF-article, eee:econom:v:212:y:2019:i:1:p:78-96) - Boosting high dimensional predictive regressions with time varying parameters
Journal of Econometrics, Elsevier (2021)
by Yousuf, Kashif & Ng, Serena
(ReDIF-article, eee:econom:v:224:y:2021:i:1:p:60-87) - Estimation and inference in nearly unbalanced nearly cointegrated systems
Journal of Econometrics, Elsevier (1997)
by Ng, Serena & Perron, Pierre
(ReDIF-article, eee:econom:v:79:y:1997:i:1:p:53-81) - Testing for ARCH in the presence of a possibly misspecified conditional mean
Journal of Econometrics, Elsevier (1999)
by Lumsdaine, Robin L. & Ng, Serena
(ReDIF-article, eee:econom:v:93:y:1999:i:2:p:257-279) - Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators
Journal of Econometrics, Elsevier (2000)
by Michaelides, Alexander & Ng, Serena
(ReDIF-article, eee:econom:v:96:y:2000:i:2:p:231-266) - The empirical risk-return relation: A factor analysis approach
Journal of Financial Economics, Elsevier (2007)
by Ludvigson, Sydney C. & Ng, Serena
(ReDIF-article, eee:jfinec:v:83:y:2007:i:1:p:171-222) - Can sticky prices account for the variations and persistence in real exchange rates?
Journal of International Money and Finance, Elsevier (2003)
by Ng, Serena
(ReDIF-article, eee:jimfin:v:22:y:2003:i:1:p:65-85) - Estimation of DSGE models when the data are persistent
Journal of Monetary Economics, Elsevier (2010)
by Gorodnichenko, Yuriy & Ng, Serena
(ReDIF-article, eee:moneco:v:57:y:2010:i:3:p:325-340) - Level and volatility factors in macroeconomic data
Journal of Monetary Economics, Elsevier (2017)
by Gorodnichenko, Yuriy & Ng, Serena
(ReDIF-article, eee:moneco:v:91:y:2017:i:c:p:52-68) - Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2000)
by Michaelides, Alexander & Ng, Serena
(ReDIF-paper, ehl:lserod:198) - Unknown item RePEc:eme:aeco11:s0731-905320160000036020 (chapter)
- A Likelihood-Free Reverse Sampler of the Posterior Distribution
Advances in Econometrics, Emerald Group Publishing Limited (2016)
by Jean-Jacques Forneron & Serena Ng
(ReDIF-chapter, eme:aecozz:s0731-905320160000036020) - Minimum distance estimation of possibly non-invertible moving average models
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2013)
by Nikolay Gospodinov & Serena Ng
(ReDIF-paper, fip:fedawp:2013-11) - Minimum Distance Estimation of Dynamic Models with Errors-In-Variables
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2014)
by Nikolay Gospodinov & Ivana Komunjer & Serena Ng
(ReDIF-paper, fip:fedawp:2014-11) - FRED-QD: A Quarterly Database for Macroeconomic Research
Review, Federal Reserve Bank of St. Louis (2021)
by Michael W. McCracken & Serena Ng
(ReDIF-article, fip:fedlrv:90588) - FRED-MD: A Monthly Database for Macroeconomic Research
Working Papers, Federal Reserve Bank of St. Louis (2015)
by Michael W. McCracken & Serena Ng
(ReDIF-paper, fip:fedlwp:2015-012) - FRED-QD: A Quarterly Database for Macroeconomic Research
Working Papers, Federal Reserve Bank of St. Louis (2020)
by Michael W. McCracken & Serena Ng
(ReDIF-paper, fip:fedlwp:87608) - Dynamic hierarchical factor models
Staff Reports, Federal Reserve Bank of New York (2009)
by Emanuel Moench & Serena Ng & Simon M. Potter
(ReDIF-paper, fip:fednsr:412) - Adjustment Costs and Factor Demands in Canadian Manufacturing Industries
Papers, Laval - Recherche en Energie (1991)
by Carmichael, B. & Ng, S.
(ReDIF-paper, fth:lavaen:9126) - An econometric perspective on algorithmic subsampling
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020)
by Sokbae (Simon) Lee & Serena Ng
(ReDIF-paper, ifs:cemmap:18/20) - Understanding and Comparing Factor-Based Forecasts
International Journal of Central Banking, International Journal of Central Banking (2005)
by Jean Boivin & Serena Ng
(ReDIF-article, ijc:ijcjou:y:2005:q:4:a:4) - Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1995)
by Ng, Serena
(ReDIF-article, jae:japmet:v:10:y:1995:i:2:p:147-63) - Review of Coint 2.0
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1995)
by Ng, Serena
(ReDIF-article, jae:japmet:v:10:y:1995:i:2:p:205-10) - Boosting diffusion indices
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2009)
by Jushan Bai & Serena Ng
(ReDIF-article, jae:japmet:v:24:y:2009:i:4:p:607-629) - PPP May not Hold After all: A Further Investigation
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2001)
by Serena Ng & Pierre Perron
(ReDIF-paper, jhu:papers:466) - A New Look at Panel Testing of Stationarity and the PPP Hypothesis
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2001)
by Jushan Bai & Serena Ng
(ReDIF-paper, jhu:papers:467) - Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates?
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2001)
by Serena Ng
(ReDIF-paper, jhu:papers:468) - A Panic Attack on Unit Roots and Cointegration
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2001)
by Jushan Bai & Serena Ng
(ReDIF-paper, jhu:papers:469) - Explaining the Persistence of Commodity Prices
Computational Economics, Springer;Society for Computational Economics (2000)
by Serena Ng & Francisco J. Ruge-Murcia
(ReDIF-article, kap:compec:v:16:y:2000:i:1/2:p:149-171) - Adjustment Costs and Factor Demands in Canadian Manufacturing Industries
Cahiers de recherche, Université Laval - Département d'économique (1991)
by Carmichael, B. & Ng, S.
(ReDIF-paper, lvl:laeccr:9126) - Panel Cointegration with Global Stochastic Trends
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2007)
by Jushan Bai & Chihwa Kao & Serena Ng
(ReDIF-paper, max:cprwps:90) - Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation
Journal of Money, Credit and Banking, Blackwell Publishing (1997)
by Garcia, Rene & Lusardi, Annamaria & Ng, Serena
(ReDIF-article, mcb:jmoncb:v:29:y:1997:i:2:p:154-76) - How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2000)
by CARDIA, Emanuela & NG, Serena
(ReDIF-paper, mtl:montde:2000-04) - Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1994)
by Ng, S. & Perron, P.
(ReDIF-paper, mtl:montde:9423) - Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1994)
by Perron, P. & Ng, S.
(ReDIF-paper, mtl:montde:9427) - Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995)
by Garcia, R. & Lusardi, A. & Ng, S.
(ReDIF-paper, mtl:montde:9511) - Looking for Evidence of Speculative Stockholding in Commodity Markets
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995)
by Ng, S.
(ReDIF-paper, mtl:montde:9514) - The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995)
by Ng, S. & Schaller, H.
(ReDIF-paper, mtl:montde:9515) - Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995)
by Ng, S.
(ReDIF-paper, mtl:montde:9516) - Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995)
by Ng, S. & Perron, P.
(ReDIF-paper, mtl:montde:9534) - The Exact Error in Estimating the Special Density at the Origin
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995)
by Ng, S. & Perron, P.
(ReDIF-paper, mtl:montde:9535) - Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995)
by Ng, S. & Pinkse, J.
(ReDIF-paper, mtl:montde:9551) - Parametric and Nonparametric Approaches to Price and Tax Reform
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1996)
by Deaton, A. & Ng, S.
(ReDIF-paper, mtl:montde:9601) - A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1996)
by Gonzalo, J. & Ng, S.
(ReDIF-paper, mtl:montde:9603) - An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1996)
by Perron, P. & Ng, S.
(ReDIF-paper, mtl:montde:9611) - A Semi-Parametric Factor Model for Interest Rates
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1996)
by Ghysels, E. & Ng, S.
(ReDIF-paper, mtl:montde:9612) - Explaining the Persistence of Commodity Prices
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1997)
by NG, Serena & RUGE-MURCIA, Francisco J.
(ReDIF-paper, mtl:montde:9709) - How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2000)
by Cardia, E. & Ng, S.
(ReDIF-paper, mtl:montec:2000-04) - Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1994)
by Ng, S. & Perron, P.
(ReDIF-paper, mtl:montec:9423) - Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1994)
by Perron, P. & Ng, S.
(ReDIF-paper, mtl:montec:9427) - Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
by Garcia, R. & Lusardi, A. & Ng, S.
(ReDIF-paper, mtl:montec:9511) - Looking for Evidence of Speculative Stockholding in Commodity Markets
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
by Ng, S.
(ReDIF-paper, mtl:montec:9514) - The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
by Ng, S. & Schaller, H.
(ReDIF-paper, mtl:montec:9515) - Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
by Ng, S.
(ReDIF-paper, mtl:montec:9516) - Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
by Ng, S. & Perron, P.
(ReDIF-paper, mtl:montec:9534) - The Exact Error in Estimating the Special Density at the Origin
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
by Ng, S. & Perron, P.
(ReDIF-paper, mtl:montec:9535) - Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
by Ng, S. & Pinkse, J.
(ReDIF-paper, mtl:montec:9551) - Parametric and Nonparametric Approaches to Price and Tax Reform
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1996)
by Deaton, A. & Ng, S.
(ReDIF-paper, mtl:montec:9601) - A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1996)
by Gonzalo, J. & Ng, S.
(ReDIF-paper, mtl:montec:9603) - An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1996)
by Perron, P. & Ng, S.
(ReDIF-paper, mtl:montec:9611) - A Semi-Parametric Factor Model for Interest Rates
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1996)
by Ghysels, E. & Ng, S.
(ReDIF-paper, mtl:montec:9612) - A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data
NBER Chapters, National Bureau of Economic Research, Inc (2019)
by Rishab Guha & Serena Ng
(ReDIF-chapter, nbr:nberch:14269) - Understanding and Comparing Factor-Based Forecasts
NBER Working Papers, National Bureau of Economic Research, Inc (2005)
by Jean Boivin & Serena Ng
(ReDIF-paper, nbr:nberwo:11285) - The Empirical Risk-Return Relation: A Factor Analysis Approach
NBER Working Papers, National Bureau of Economic Research, Inc (2005)
by Sydney C. Ludvigson & Serena Ng
(ReDIF-paper, nbr:nberwo:11477) - Macro Factors in Bond Risk Premia
NBER Working Papers, National Bureau of Economic Research, Inc (2005)
by Sydeny C. Ludvigson & Serena Ng
(ReDIF-paper, nbr:nberwo:11703) - Estimation of DSGE Models When the Data are Persistent
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Yuriy Gorodnichenko & Serena Ng
(ReDIF-paper, nbr:nberwo:15187) - A Factor Analysis of Bond Risk Premia
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Sydney C. Ludvigson & Serena Ng
(ReDIF-paper, nbr:nberwo:15188) - Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by Yuriy Gorodnichenko & Anna Mikusheva & Serena Ng
(ReDIF-paper, nbr:nberwo:17424) - Measuring Uncertainty
NBER Working Papers, National Bureau of Economic Research, Inc (2013)
by Kyle Jurado & Sydney C. Ludvigson & Serena Ng
(ReDIF-paper, nbr:nberwo:19456) - Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
NBER Working Papers, National Bureau of Economic Research, Inc (2013)
by Serena Ng & Jonathan H. Wright
(ReDIF-paper, nbr:nberwo:19469) - Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
NBER Working Papers, National Bureau of Economic Research, Inc (2015)
by Sydney C. Ludvigson & Sai Ma & Serena Ng
(ReDIF-paper, nbr:nberwo:21803) - Shock Restricted Structural Vector-Autoregressions
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Sydney C. Ludvigson & Sai Ma & Serena Ng
(ReDIF-paper, nbr:nberwo:23225) - Level and Volatility Factors in Macroeconomic Data
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Yuriy Gorodnichenko & Serena Ng
(ReDIF-paper, nbr:nberwo:23672) - Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Serena Ng
(ReDIF-paper, nbr:nberwo:23673) - A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Rishab Guha & Serena Ng
(ReDIF-paper, nbr:nberwo:25899) - FRED-QD: A Quarterly Database for Macroeconomic Research
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Michael McCracken & Serena Ng
(ReDIF-paper, nbr:nberwo:26872) - COVID-19 and The Macroeconomic Effects of Costly Disasters
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Sydney C. Ludvigson & Sai Ma & Serena Ng
(ReDIF-paper, nbr:nberwo:26987) - Latent Dirichlet Analysis of Categorical Survey Expectations
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Evan M. Munro & Serena Ng
(ReDIF-paper, nbr:nberwo:27182) - Modeling Macroeconomic Variations after Covid-19
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by Serena Ng
(ReDIF-paper, nbr:nberwo:29060) - Skewed Fluctuations and Propagation Through Production Networks
NBER Working Papers, National Bureau of Economic Research, Inc (2025)
by Sai Krishna Kamepalli & Serena Ng & Francisco Ruge-Murcia
(ReDIF-paper, nbr:nberwo:33701) - Parametric and Non-Parametric Approaches to Price and Tax Reform
NBER Working Papers, National Bureau of Economic Research, Inc (1996)
by Angus Deaton & Serena Ng
(ReDIF-paper, nbr:nberwo:5564) - Are More Data Always Better for Factor Analysis?
NBER Working Papers, National Bureau of Economic Research, Inc (2003)
by Jean Boivin & Serena Ng
(ReDIF-paper, nbr:nberwo:9829) - Large Dimensional Factor Analysis
Foundations and Trends(R) in Econometrics, now publishers (2008)
by Bai, Jushan & Ng, Serena
(ReDIF-article, now:fnteco:0800000002) - Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
The Review of Economic Studies, Review of Economic Studies Ltd (1996)
by Pierre Perron & Serena Ng
(ReDIF-article, oup:restud:v:63:y:1996:i:3:p:435-463.) - Macro Factors in Bond Risk Premia
The Review of Financial Studies, Society for Financial Studies (2009)
by Sydney C. Ludvigson & Serena Ng
(ReDIF-article, oup:rfinst:v:22:y:2009:i:12:p:5027-5067) - Understanding and Comparing Factor-Based Forecasts
MPRA Paper, University Library of Munich, Germany (2005)
by Boivin, Jean & Ng, Serena
(ReDIF-paper, pra:mprapa:836) - Intergenerational Time Transfers and Childcare
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2003)
by Emanuela Cardia & Serena Ng
(ReDIF-article, red:issued:v:6:y:2003:i:2:p:431-454) - The Empirical Risk-Return Relation: a factor analysis approach
2006 Meeting Papers, Society for Economic Dynamics (2006)
by Sydney Ludvigson & Serena Ng
(ReDIF-paper, red:sed006:236) - Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data
Computing in Economics and Finance 2003, Society for Computational Economics (2003)
by Serena Ng & Jean Boivin
(ReDIF-paper, sce:scecf3:255) - Analysis Of Vector Autoregressions In The Presence Of Shifts In Mean
Econometric Reviews, Taylor & Francis Journals (2002)
by Serena Ng & Timothy Vogelsang
(ReDIF-article, taf:emetrv:v:21:y:2002:i:3:p:353-381) - Constructing Common Factors from Continuous and Categorical Data
Econometric Reviews, Taylor & Francis Journals (2015)
by Serena Ng
(ReDIF-article, taf:emetrv:v:34:y:2015:i:6-10:p:1141-1171) - Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data
Journal of the American Statistical Association, Taylor & Francis Journals (2021)
by Jushan Bai & Serena Ng
(ReDIF-article, taf:jnlasa:v:116:y:2021:i:536:p:1746-1763) - Minimum Distance Estimation of Possibly Noninvertible Moving Average Models
Journal of Business & Economic Statistics, Taylor & Francis Journals (2015)
by Nikolay Gospodinov & Serena Ng
(ReDIF-article, taf:jnlbes:v:33:y:2015:i:3:p:403-417) - FRED-MD: A Monthly Database for Macroeconomic Research
Journal of Business & Economic Statistics, Taylor & Francis Journals (2016)
by Michael W. McCracken & Serena Ng
(ReDIF-article, taf:jnlbes:v:34:y:2016:i:4:p:574-589) - Latent Dirichlet Analysis of Categorical Survey Responses
Journal of Business & Economic Statistics, Taylor & Francis Journals (2022)
by Evan Munro & Serena Ng
(ReDIF-article, taf:jnlbes:v:40:y:2022:i:1:p:256-271) - The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information
The Review of Economics and Statistics, MIT Press (1996)
by Ng, Serena & Schaller, Huntley
(ReDIF-article, tpr:restat:v:78:y:1996:i:3:p:375-83) - A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure
The Review of Economics and Statistics, MIT Press (1998)
by Eric Ghysels & Serena Ng
(ReDIF-article, tpr:restat:v:80:y:1998:i:4:p:535-548) - Demand Systems with Nonstationary Prices
The Review of Economics and Statistics, MIT Press (2005)
by Arthur Lewbel & Serena Ng
(ReDIF-article, tpr:restat:v:87:y:2005:i:3:p:479-494) - Commodity Prices, Convenience Yields, and Inflation
The Review of Economics and Statistics, MIT Press (2013)
by Nikolay Gospodinov & Serena Ng
(ReDIF-article, tpr:restat:v:95:y:2013:i:1:p:206-219) - Dynamic Hierarchical Factor Model
The Review of Economics and Statistics, MIT Press (2013)
by Emanuel Moench & Serena Ng & Simon Potter
(ReDIF-article, tpr:restat:v:95:y:2013:i:5:p:1811-1817) - Intergenerational Linkages in Consumption Behavior
Journal of Human Resources, University of Wisconsin Press (2004)
by Andreas Waldkirch & Serena Ng & Donald Cox
(ReDIF-article, uwp:jhriss:v:39:y:2004:i:2:p355-381) - Viewpoint: Boosting Recessions
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2014)
by Serena Ng
(ReDIF-article, wly:canjec:v:47:y:2014:i:1:p:1-34) - A hierarchical factor analysis of U.S. housing market dynamics
Econometrics Journal, Royal Economic Society (2011)
by Emanuel Moench & Serena Ng
(ReDIF-article, wly:emjrnl:v:14:y:2011:i::p:c1-c24) - Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor
Econometrics, University Library of Munich, Germany (2004)
by Jushan Bai & Serena Ng
(ReDIF-paper, wpa:wuwpem:0408006) - Evaluating Latent and Observed Factors in Macroeconomics and Financ
Econometrics, University Library of Munich, Germany (2004)
by Jushan Bai & Serena Ng
(ReDIF-paper, wpa:wuwpem:0408007)