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Serena Ng

Personal Details

First Name:Serena
Middle Name:
Last Name:Ng
Suffix:
RePEc Short-ID:png6
http://www.columbia.edu/~sn2294
Department of Economics Columbia University 420 W 118 St. New York, NY 10027
Terminal Degree:1993 Department of Economics; Princeton University (from RePEc Genealogy)

Affiliation

Department of Economics
School of Arts and Sciences
Columbia University

New York City, New York (United States)
http://www.columbia.edu/cu/economics/
RePEc:edi:declbus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Ercument Cahan & Jushan Bai & Serena Ng, 2021. "Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions," Papers 2103.03045, arXiv.org, revised Feb 2022.
  2. Serena Ng, 2021. "Modeling Macroeconomic Variations After COVID-19," Papers 2103.02732, arXiv.org, revised Jul 2021.
  3. Jean-Jacques Forneron & Serena Ng, 2021. "Estimation and Inference by Stochastic Optimization: Three Examples," Papers 2102.10443, arXiv.org.
  4. Richard Davis & Serena Ng, 2021. "Time Series Estimation of the Dynamic Effects of Disaster-Type Shock," Papers 2107.06663, arXiv.org, revised Mar 2022.
  5. Jushan Bai & Serena Ng, 2021. "Approximate Factor Models with Weaker Loadings," Papers 2109.03773, arXiv.org, revised Mar 2023.
  6. Jushan Bai & Serena Ng, 2020. "Simpler Proofs for Approximate Factor Models of Large Dimensions," Papers 2008.00254, arXiv.org.
  7. Evan M. Munro & Serena Ng, 2020. "Latent Dirichlet Analysis of Categorical Survey Expectations," NBER Working Papers 27182, National Bureau of Economic Research, Inc.
  8. Jean-Jacques Forneron & Serena Ng, 2020. "Inference by Stochastic Optimization: A Free-Lunch Bootstrap," Papers 2004.09627, arXiv.org, revised Sep 2020.
  9. Michael McCracken & Serena Ng, 2020. "FRED-QD: A Quarterly Database for Macroeconomic Research," NBER Working Papers 26872, National Bureau of Economic Research, Inc.
  10. Sydney C. Ludvigson & Sai Ma & Serena Ng, 2020. "COVID-19 and The Macroeconomic Effects of Costly Disasters," NBER Working Papers 26987, National Bureau of Economic Research, Inc.
  11. Sokbae Lee & Serena Ng, 2020. "Least Squares Estimation Using Sketched Data with Heteroskedastic Errors," Papers 2007.07781, arXiv.org, revised Jun 2022.
  12. Evan Munro & Serena Ng, 2019. "Latent Dirichlet Analysis of Categorical Survey Responses," Papers 1910.04883, arXiv.org, revised Jul 2020.
  13. Kashif Yousuf & Serena Ng, 2019. "Boosting High Dimensional Predictive Regressions with Time Varying Parameters," Papers 1910.03109, arXiv.org.
  14. Rishab Guha & Serena Ng, 2019. "A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data," NBER Working Papers 25899, National Bureau of Economic Research, Inc.
  15. Jushan Bai & Serena Ng, 2019. "Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data," Papers 1910.06677, arXiv.org, revised Aug 2021.
  16. Sokbae Lee & Serena Ng, 2019. "An Econometric Perspective on Algorithmic Subsampling," Papers 1907.01954, arXiv.org, revised Apr 2020.
  17. Sydney C. Ludvigson & Sai Ma & Serena Ng, 2017. "Shock Restricted Structural Vector-Autoregressions," NBER Working Papers 23225, National Bureau of Economic Research, Inc.
  18. Yuriy Gorodnichenko & Serena Ng, 2017. "Level and Volatility Factors in Macroeconomic Data," NBER Working Papers 23672, National Bureau of Economic Research, Inc.
  19. Jushan Bai & Serena Ng, 2017. "Principal Components and Regularized Estimation of Factor Models," Papers 1708.08137, arXiv.org, revised Nov 2017.
  20. Serena Ng, 2017. "Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data," NBER Working Papers 23673, National Bureau of Economic Research, Inc.
  21. Sydney C. Ludvigson & Sai Ma & Serena Ng, 2015. "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?," NBER Working Papers 21803, National Bureau of Economic Research, Inc.
  22. Jean-Jacques Forneron & Serena Ng, 2015. "The ABC of Simulation Estimation with Auxiliary Statistics," Papers 1501.01265, arXiv.org, revised Oct 2017.
  23. Michael W. McCracken & Serena Ng, 2015. "FRED-MD: A Monthly Database for Macroeconomic Research," Working Papers 2015-12, Federal Reserve Bank of St. Louis.
  24. Nikolay Gospodinov & Ivana Komunjer & Serena Ng, 2014. "Minimum Distance Estimation of Dynamic Models with Errors-In-Variables," FRB Atlanta Working Paper 2014-11, Federal Reserve Bank of Atlanta.
  25. Kyle Jurado & Sydney C. Ludvigson & Serena Ng, 2013. "Measuring Uncertainty," NBER Working Papers 19456, National Bureau of Economic Research, Inc.
  26. Nikolay Gospodinov & Serena Ng, 2013. "Minimum distance estimation of possibly non-invertible moving average models," FRB Atlanta Working Paper 2013-11, Federal Reserve Bank of Atlanta.
  27. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers 19469, National Bureau of Economic Research, Inc.
  28. Yuriy Gorodnichenko & Anna Mikusheva & Serena Ng, 2011. "Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties," NBER Working Papers 17424, National Bureau of Economic Research, Inc.
  29. Sydney C. Ludvigson & Serena Ng, 2009. "A Factor Analysis of Bond Risk Premia," NBER Working Papers 15188, National Bureau of Economic Research, Inc.
  30. Yuriy Gorodnichenko & Serena Ng, 2009. "Estimation of DSGE Models When the Data are Persistent," NBER Working Papers 15187, National Bureau of Economic Research, Inc.
  31. Emanuel Moench & Serena Ng & Simon M. Potter, 2009. "Dynamic hierarchical factor models," Staff Reports 412, Federal Reserve Bank of New York.
  32. Jushan Bai & Chihwa Kao & Serena Ng, 2007. "Panel Cointegration with Global Stochastic Trends," Center for Policy Research Working Papers 90, Center for Policy Research, Maxwell School, Syracuse University.
  33. Sydney C. Ludvigson & Serena Ng, 2005. "The Empirical Risk-Return Relation: A Factor Analysis Approach," NBER Working Papers 11477, National Bureau of Economic Research, Inc.
  34. Sydeny C. Ludvigson & Serena Ng, 2005. "Macro Factors in Bond Risk Premia," NBER Working Papers 11703, National Bureau of Economic Research, Inc.
  35. Jean Boivin & Serena Ng, 2005. "Understanding and Comparing Factor-Based Forecasts," NBER Working Papers 11285, National Bureau of Economic Research, Inc.
  36. Jushan Bai & Serena Ng, 2004. "Evaluating Latent and Observed Factors in Macroeconomics and Financ," Econometrics 0408007, University Library of Munich, Germany.
  37. Jushan Bai & Serena Ng, 2004. "Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor," Econometrics 0408006, University Library of Munich, Germany.
  38. Jean Boivin & Serena Ng, 2003. "Are More Data Always Better for Factor Analysis?," NBER Working Papers 9829, National Bureau of Economic Research, Inc.
  39. Serena Ng & Jean Boivin, 2003. "Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data," Computing in Economics and Finance 2003 255, Society for Computational Economics.
  40. Serena Ng, 2001. "Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates?," Economics Working Paper Archive 468, The Johns Hopkins University,Department of Economics.
  41. Jushan Bai & Serena Ng, 2001. "A PANIC Attack on Unit Roots and Cointegration," Boston College Working Papers in Economics 519, Boston College Department of Economics.
  42. Serena Ng & Pierre Perron, 2001. "PPP May not Hold After all: A Further Investigation," Economics Working Paper Archive 466, The Johns Hopkins University,Department of Economics.
  43. Serena Ng & Pierre Perron, 2001. "A Note on the Selection of Time Series Models," Boston College Working Papers in Economics 500, Boston College Department of Economics.
  44. Jushan Bai & Serena Ng, 2001. "A New Look at Panel Testing of Stationarity and the PPP Hypothesis," Boston College Working Papers in Economics 518, Boston College Department of Economics.
  45. Jushan Bai & Serena Ng, 2001. "Tests for Skewness, Kurtosis, and Normality for Time Series Data," Boston College Working Papers in Economics 501, Boston College Department of Economics.
  46. Jushan Bai & Serena Ng, 2000. "Determining the Number of Factors in Approximate Factor Models," Boston College Working Papers in Economics 440, Boston College Department of Economics.
  47. Arthur Lewbel & Serena Ng, 2000. "Demand Systems With Nonstationary Prices," Boston College Working Papers in Economics 441, Boston College Department of Economics, revised 07 Jun 2002.
  48. Ng, Serena & Vogelsang, Tim, 2000. "Forecasting Autoregressive Time Series in the Presence of Deterministic Components," Working Papers 00-07, Cornell University, Center for Analytic Economics.
  49. Donald Cox & Serena Ng & Andreas Waldkirch, 2000. "Intergenerational Linkages in Consumption Behavior," Boston College Working Papers in Economics 482, Boston College Department of Economics.
  50. Serena Ng & Timothy Vogelsang, 1999. "Forecasting Dynamic Time Series in the Presence of Deterministic Components," Boston College Working Papers in Economics 445, Boston College Department of Economics.
  51. Robin L. Lumsdaine & Serena Ng, 1998. "Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean," Boston College Working Papers in Economics 370, Boston College Department of Economics.
  52. Eric Ghysels & Serena Ng, 1998. "A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure," Boston College Working Papers in Economics 403, Boston College Department of Economics.
  53. Jushan Bai & Serena Ng, 1998. "A Test for Conditional Symmetry in Time Series Models," Boston College Working Papers in Economics 410, Boston College Department of Economics.
  54. Serena Ng & Pierre Perron, 1997. "Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power," Boston College Working Papers in Economics 369, Boston College Department of Economics, revised 01 Sep 2000.
  55. Serena Ng & Timothy J. Vogelsang, 1997. "Analysis of Vector Autoregressions in the Presence of Shifts in Mean," Boston College Working Papers in Economics 379, Boston College Department of Economics.
  56. Emanuela Cardia & Serena Ng, 1997. "How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis," Boston College Working Papers in Economics 395, Boston College Department of Economics.
  57. Alexander Michaelides & Serena Ng, 1997. "Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators," Boston College Working Papers in Economics 373, Boston College Department of Economics.
  58. Serena Ng, 1997. "Accounting for Trends in the Almost Ideal Demand System," Boston College Working Papers in Economics 368, Boston College Department of Economics.
  59. Angus Deaton & Serena Ng, 1997. "Parametric and non-parametric approaches to price and tax reform," Boston College Working Papers in Economics 376, Boston College Department of Economics.
  60. Serena Ng & Francisco Ruge-Murcia, 1997. "Explaining the Persistence of Commodity Prices," Boston College Working Papers in Economics 374, Boston College Department of Economics.
  61. Gonzalo, J. & Ng, S., 1996. "A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks," Cahiers de recherche 9603, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  62. Eric Ghysels & Serena Ng, 1996. "A Semi-Parametric Factor Model for Interest Rates," CIRANO Working Papers 96s-18, CIRANO.
  63. Perron, P. & Ng, S., 1996. "An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests," Cahiers de recherche 9611, Universite de Montreal, Departement de sciences economiques.
  64. Ng, S. & Pinkse, J., 1995. "Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent," Cahiers de recherche 9551, Universite de Montreal, Departement de sciences economiques.
  65. Ng, S., 1995. "Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary," Cahiers de recherche 9516, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  66. Ng, S. & Perron, P., 1995. "The Exact Error in Estimating the Special Density at the Origin," Cahiers de recherche 9535, Universite de Montreal, Departement de sciences economiques.
  67. René Garcia & Serena Ng & Annamaria Lusardi, 1995. "Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation," CIRANO Working Papers 95s-09, CIRANO.
  68. Ng, S., 1995. "Looking for Evidence of Speculative Stockholding in Commodity Markets," Cahiers de recherche 9514, Universite de Montreal, Departement de sciences economiques.
  69. Ng, S. & Schaller, H., 1995. "The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information," Cahiers de recherche 9515, Universite de Montreal, Departement de sciences economiques.
  70. Ng, S. & Perron, P., 1995. "Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems," Cahiers de recherche 9534, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  71. Ng, S. & Perron, P., 1994. "Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag," Cahiers de recherche 9423, Universite de Montreal, Departement de sciences economiques.
  72. Perron, P. & Ng, S., 1994. "Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties," Cahiers de recherche 9427, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  73. Carmichael, B. & Ng, S., 1991. "Adjustment Costs and Factor Demands in Canadian Manufacturing Industries," Papers 9126, Laval - Recherche en Energie.

Articles

  1. Evan Munro & Serena Ng, 2022. "Latent Dirichlet Analysis of Categorical Survey Responses," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 256-271, January.
  2. Jean-Jacques Forneron & Serena Ng, 2021. "Estimation and Inference by Stochastic Optimization: Three Examples," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 626-630, May.
  3. Jushan Bai & Serena Ng, 2021. "Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(536), pages 1746-1763, October.
  4. Michael W. McCracken & Serena Ng, 2021. "FRED-QD: A Quarterly Database for Macroeconomic Research," Review, Federal Reserve Bank of St. Louis, vol. 103(1), pages 1-44, January.
  5. Yousuf, Kashif & Ng, Serena, 2021. "Boosting high dimensional predictive regressions with time varying parameters," Journal of Econometrics, Elsevier, vol. 224(1), pages 60-87.
  6. Sydney C. Ludvigson & Sai Ma & Serena Ng, 2021. "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 369-410, October.
  7. Sydney C. Ludvigson & Sai Ma & Serena Ng, 2021. "COVID-19 and the Costs of Deadly Disasters," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 366-370, May.
  8. Sokbae Lee & Serena Ng, 2020. "An Econometric Perspective on Algorithmic Subsampling," Annual Review of Economics, Annual Reviews, vol. 12(1), pages 45-80, August.
  9. Bai, Jushan & Ng, Serena, 2019. "Rank regularized estimation of approximate factor models," Journal of Econometrics, Elsevier, vol. 212(1), pages 78-96.
  10. Forneron, Jean-Jacques & Ng, Serena, 2018. "The ABC of simulation estimation with auxiliary statistics," Journal of Econometrics, Elsevier, vol. 205(1), pages 112-139.
  11. Gorodnichenko, Yuriy & Ng, Serena, 2017. "Level and volatility factors in macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 91(C), pages 52-68.
  12. Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena, 2017. "Simulated minimum distance estimation of dynamic models with errors-in-variables," Journal of Econometrics, Elsevier, vol. 200(2), pages 181-193.
  13. Michael W. McCracken & Serena Ng, 2016. "FRED-MD: A Monthly Database for Macroeconomic Research," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(4), pages 574-589, October.
  14. Nikolay Gospodinov & Serena Ng, 2015. "Minimum Distance Estimation of Possibly Noninvertible Moving Average Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 403-417, July.
  15. Kyle Jurado & Sydney C. Ludvigson & Serena Ng, 2015. "Measuring Uncertainty," American Economic Review, American Economic Association, vol. 105(3), pages 1177-1216, March.
  16. Serena Ng, 2015. "Constructing Common Factors from Continuous and Categorical Data," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1141-1171, December.
  17. Komunjer, Ivana & Ng, Serena, 2014. "Measurement Errors In Dynamic Models," Econometric Theory, Cambridge University Press, vol. 30(1), pages 150-175, February.
  18. Serena Ng, 2014. "Viewpoint: Boosting Recessions," Canadian Journal of Economics, Canadian Economics Association, vol. 47(1), pages 1-34, February.
  19. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1120-1154, December.
  20. Emanuel Moench & Serena Ng & Simon Potter, 2013. "Dynamic Hierarchical Factor Model," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1811-1817, December.
  21. Nikolay Gospodinov & Serena Ng, 2013. "Commodity Prices, Convenience Yields, and Inflation," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 206-219, March.
  22. Bai, Jushan & Ng, Serena, 2013. "Principal components estimation and identification of static factors," Journal of Econometrics, Elsevier, vol. 176(1), pages 18-29.
  23. Gorodnichenko, Yuriy & Mikusheva, Anna & Ng, Serena, 2012. "Estimators For Persistent And Possibly Nonstationary Data With Classical Properties," Econometric Theory, Cambridge University Press, vol. 28(5), pages 1003-1036, October.
  24. Lin Chang-Ching & Ng Serena, 2012. "Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 42-55, August.
  25. Ivana Komunjer & Serena Ng, 2011. "Dynamic Identification of Dynamic Stochastic General Equilibrium Models," Econometrica, Econometric Society, vol. 79(6), pages 1995-2032, November.
  26. Emanuel Moench & Serena Ng, 2011. "A hierarchical factor analysis of U.S. housing market dynamics," Econometrics Journal, Royal Economic Society, vol. 14(1), pages 1-24, February.
  27. Lewbel, Arthur & Ng, Serena & Hirano, Keisuke & Wright, Jonathan, 2010. "Editors’ Report 2009," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(4), pages 574-574.
  28. Bai, Jushan & Ng, Serena, 2010. "Panel Unit Root Tests With Cross-Section Dependence: A Further Investigation," Econometric Theory, Cambridge University Press, vol. 26(4), pages 1088-1114, August.
  29. Bai, Jushan & Ng, Serena, 2010. "Instrumental Variable Estimation In A Data Rich Environment," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1577-1606, December.
  30. Gorodnichenko, Yuriy & Ng, Serena, 2010. "Estimation of DSGE models when the data are persistent," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 325-340, April.
  31. Ng Serena & Bai Jushan, 2009. "Selecting Instrumental Variables in a Data Rich Environment," Journal of Time Series Econometrics, De Gruyter, vol. 1(1), pages 1-34, April.
  32. Ng, Serena & Lewbel, Arthur, 2009. "Editors' Report 2008," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 566-566.
  33. Bai, Jushan & Kao, Chihwa & Ng, Serena, 2009. "Panel cointegration with global stochastic trends," Journal of Econometrics, Elsevier, vol. 149(1), pages 82-99, April.
  34. Jushan Bai & Serena Ng, 2009. "Boosting diffusion indices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 607-629.
  35. Sydney C. Ludvigson & Serena Ng, 2009. "Macro Factors in Bond Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 5027-5067, December.
  36. Bai, Jushan & Ng, Serena, 2008. "Forecasting economic time series using targeted predictors," Journal of Econometrics, Elsevier, vol. 146(2), pages 304-317, October.
  37. Jushan Bai & Serena Ng, 2008. "Extremum Estimation when the Predictors are Estimated from Large Panels," Annals of Economics and Finance, Society for AEF, vol. 9(2), pages 201-222, November.
  38. Bai, Jushan & Ng, Serena, 2008. "Large Dimensional Factor Analysis," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(2), pages 89-163, June.
  39. Ng, Serena, 2008. "A Simple Test for Nonstationarity in Mixed Panels," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 113-127, January.
  40. Ng, Serena & Lewbel, Arthur, 2008. "Editors' Report 2007," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 557-557.
  41. Andersen, Torben G. & Lewbel, Arthur & Ng, Serena, 2007. "Editors' Report 2006," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 503-503, October.
  42. Ng Serena & Shum Matt, 2007. "Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 7(1), pages 1-38, November.
  43. Bai, Jushan & Ng, Serena, 2007. "Determining the Number of Primitive Shocks in Factor Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 52-60, January.
  44. Ludvigson, Sydney C. & Ng, Serena, 2007. "The empirical risk-return relation: A factor analysis approach," Journal of Financial Economics, Elsevier, vol. 83(1), pages 171-222, January.
  45. Ng, Serena, 2006. "Testing Cross-Section Correlation in Panel Data Using Spacings," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 12-23, January.
  46. Boivin, Jean & Ng, Serena, 2006. "Are more data always better for factor analysis?," Journal of Econometrics, Elsevier, vol. 132(1), pages 169-194, May.
  47. Jushan Bai & Serena Ng, 2006. "Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions," Econometrica, Econometric Society, vol. 74(4), pages 1133-1150, July.
  48. Bai, Jushan & Ng, Serena, 2006. "Evaluating latent and observed factors in macroeconomics and finance," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 507-537.
  49. Arthur Lewbel & Serena Ng, 2005. "Demand Systems with Nonstationary Prices," The Review of Economics and Statistics, MIT Press, vol. 87(3), pages 479-494, August.
  50. Jushan Bai & Serena Ng, 2005. "Tests for Skewness, Kurtosis, and Normality for Time Series Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 49-60, January.
  51. Jean Boivin & Serena Ng, 2005. "Understanding and Comparing Factor-Based Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 1(3), December.
  52. Serena Ng & Pierre Perron, 2005. "A Note on the Selection of Time Series Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(1), pages 115-134, February.
  53. Jushan Bai & Serena Ng, 2004. "A PANIC Attack on Unit Roots and Cointegration," Econometrica, Econometric Society, vol. 72(4), pages 1127-1177, July.
  54. Andreas Waldkirch & Serena Ng & Donald Cox, 2004. "Intergenerational Linkages in Consumption Behavior," Journal of Human Resources, University of Wisconsin Press, vol. 39(2).
  55. Ng, Serena, 2003. "Can sticky prices account for the variations and persistence in real exchange rates?," Journal of International Money and Finance, Elsevier, vol. 22(1), pages 65-85, February.
  56. Emanuela Cardia & Serena Ng, 2003. "Intergenerational Time Transfers and Childcare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(2), pages 431-454, April.
  57. Serena Ng & Timothy Vogelsang, 2002. "Analysis Of Vector Autoregressions In The Presence Of Shifts In Mean," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 353-381.
  58. Serena Ng & Pierre Perron, 2002. "PPP May not Hold Afterall: A Further Investigation," Annals of Economics and Finance, Society for AEF, vol. 3(1), pages 43-64, May.
  59. Serena Ng & Timothy J. Vogelsang, 2002. "Forecasting autoregressive time series in the presence of deterministic components," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 196-224, June.
  60. Jushan Bai & Serena Ng, 2002. "Determining the Number of Factors in Approximate Factor Models," Econometrica, Econometric Society, vol. 70(1), pages 191-221, January.
  61. Bai, Jushan & Ng, Serena, 2001. "A consistent test for conditional symmetry in time series models," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 225-258, July.
  62. Serena Ng & Pierre Perron, 2001. "LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power," Econometrica, Econometric Society, vol. 69(6), pages 1519-1554, November.
  63. Gonzalo, Jesus & Ng, Serena, 2001. "A systematic framework for analyzing the dynamic effects of permanent and transitory shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 25(10), pages 1527-1546, October.
  64. Serena Ng & Francisco J. Ruge-Murcia, 2000. "Explaining the Persistence of Commodity Prices," Computational Economics, Springer;Society for Computational Economics, vol. 16(1/2), pages 149-171, October.
  65. Michaelides, Alexander & Ng, Serena, 2000. "Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators," Journal of Econometrics, Elsevier, vol. 96(2), pages 231-266, June.
  66. Lumsdaine, Robin L. & Ng, Serena, 1999. "Testing for ARCH in the presence of a possibly misspecified conditional mean," Journal of Econometrics, Elsevier, vol. 93(2), pages 257-279, December.
  67. Eric Ghysels & Serena Ng, 1998. "A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 535-548, November.
  68. Perron, Pierre & Ng, Serena, 1998. "An Autoregressive Spectral Density Estimator At Frequency Zero For Nonstationarity Tests," Econometric Theory, Cambridge University Press, vol. 14(5), pages 560-603, October.
  69. Garcia, Rene & Lusardi, Annamaria & Ng, Serena, 1997. "Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(2), pages 154-176, May.
  70. Ng, Serena & Perron, Pierre, 1997. "Estimation and inference in nearly unbalanced nearly cointegrated systems," Journal of Econometrics, Elsevier, vol. 79(1), pages 53-81, July.
  71. Ng, Serena, 1996. "Looking for evidence of speculative stockholding in commodity markets," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 123-143.
  72. Pierre Perron & Serena Ng, 1996. "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, vol. 63(3), pages 435-463.
  73. Serena Ng & Pierre Perron, 1996. "The Exact Error In Estimating The Spectral Density At The Origin," Journal of Time Series Analysis, Wiley Blackwell, vol. 17(4), pages 379-408, July.
  74. Ng, Serena & Schaller, Huntley, 1996. "The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information," The Review of Economics and Statistics, MIT Press, vol. 78(3), pages 375-383, August.
  75. Ng, Serena, 1995. "Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(2), pages 147-163, April-Jun.
  76. Ng, Serena, 1995. "Review of Coint 2.0," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(2), pages 205-210, April-Jun.
  77. Ng, Serena, 1995. "Testing for unit roots in flow data sampled at different frequencies," Economics Letters, Elsevier, vol. 47(3-4), pages 237-242, March.

Chapters

  1. Rishab Guha & Serena Ng, 2019. "A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data," NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 403-436, National Bureau of Economic Research, Inc.
  2. Jean-Jacques Forneron & Serena Ng, 2016. "A Likelihood-Free Reverse Sampler of the Posterior Distribution," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 389-415, Emerald Group Publishing Limited.
  3. Ng, Serena, 2013. "Variable Selection in Predictive Regressions," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 752-789, Elsevier.
    RePEc:eme:aeco11:s0731-905320160000036020 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
  31. Number of Downloads through RePEc Services over the past 12 months
  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  34. Euclidian citation score
  35. Closeness measure in co-authorship network
  36. Betweenness measure in co-authorship network
  37. Breadth of citations across fields
  38. Wu-Index
  39. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 50 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (31) 1998-08-31 2000-01-31 2000-04-17 2001-12-26 2001-12-26 2002-03-27 2003-07-16 2004-08-30 2005-05-07 2007-01-23 2009-07-28 2009-07-28 2010-01-16 2013-12-06 2014-11-22 2015-06-27 2017-04-09 2017-08-20 2017-11-26 2019-07-22 2019-10-14 2019-10-21 2019-10-21 2020-05-11 2020-07-20 2020-08-24 2021-03-08 2021-03-15 2021-07-19 2021-08-23 2021-09-13. Author is listed
  2. NEP-ETS: Econometric Time Series (23) 1998-08-31 2000-01-31 2000-01-31 2001-12-26 2001-12-26 2002-03-14 2002-03-14 2002-03-14 2003-07-13 2004-08-23 2004-08-23 2005-05-07 2006-11-25 2007-01-23 2010-01-16 2011-09-22 2017-04-09 2019-10-14 2020-03-23 2020-08-24 2021-07-19 2021-08-23 2021-09-13. Author is listed
  3. NEP-MAC: Macroeconomics (15) 2001-12-04 2004-08-23 2005-05-07 2005-11-05 2009-07-28 2013-09-24 2013-10-02 2015-12-28 2017-04-09 2017-08-20 2019-06-24 2020-04-13 2020-04-27 2021-07-19 2021-08-23. Author is listed
  4. NEP-FOR: Forecasting (7) 2005-07-18 2005-11-05 2006-11-25 2007-01-13 2013-10-02 2015-06-27 2019-10-14. Author is listed
  5. NEP-IFN: International Finance (5) 2001-12-26 2002-03-14 2002-03-14 2002-03-14 2002-03-14. Author is listed
  6. NEP-BIG: Big Data (4) 2017-08-20 2017-11-26 2019-06-24 2019-10-14
  7. NEP-FMK: Financial Markets (4) 2000-04-17 2005-07-18 2005-11-05 2009-07-28
  8. NEP-ORE: Operations Research (4) 2015-06-27 2020-05-11 2020-06-22 2021-08-23
  9. NEP-FIN: Finance (3) 2004-08-23 2005-07-18 2005-11-05
  10. NEP-CBA: Central Banking (2) 2002-03-14 2009-07-28
  11. NEP-ISF: Islamic Finance (2) 2021-08-23 2021-09-13
  12. NEP-RMG: Risk Management (2) 2007-01-13 2021-03-15
  13. NEP-CFN: Corporate Finance (1) 2005-07-18
  14. NEP-CWA: Central and Western Asia (1) 2021-08-23
  15. NEP-DGE: Dynamic General Equilibrium (1) 2009-07-28
  16. NEP-GEN: Gender (1) 2020-05-11
  17. NEP-PAY: Payment Systems and Financial Technology (1) 2019-06-24
  18. NEP-PKE: Post Keynesian Economics (1) 2015-06-27

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