Serena Ng
Serena Ng
Bestätigte E-Mail-Adresse bei columbia.edu
Titel
Zitiert von
Zitiert von
Jahr
Lag length selection and the construction of unit root tests with good size and power
S Ng, P Perron
Econometrica 69 (6), 1519-1554, 2001
43362001
Determining the number of factors in approximate factor models
J Bai, S Ng
Econometrica 70 (1), 191-221, 2002
37942002
Determining the number of factors in approximate factor models
J Bai, S Ng
Econometrica 70 (1), 191-221, 2002
37942002
Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag
S Ng, P Perron
Journal of the American Statistical Association 90 (429), 268-281, 1995
19621995
A PANIC attack on unit roots and cointegration
J Bai, S Ng
Econometrica 72 (4), 1127-1177, 2004
17312004
Measuring uncertainty
K Jurado, SC Ludvigson, S Ng
American Economic Review 105 (3), 1177-1216, 2015
16312015
Macro factors in bond risk premia
SC Ludvigson, S Ng
The Review of Financial Studies 22 (12), 5027-5067, 2009
9622009
Are more data always better for factor analysis?
J Boivin, S Ng
Journal of Econometrics 132 (1), 169-194, 2006
8712006
Useful modifications to some unit root tests with dependent errors and their local asymptotic properties
P Perron, S Ng
The Review of Economic Studies 63 (3), 435-463, 1996
7191996
Useful modifications to some unit root tests with dependent errors and their local asymptotic properties
P Perron, S Ng
The Review of Economic Studies 63 (3), 435-463, 1996
7191996
The empirical risk–return relation: A factor analysis approach
SC Ludvigson, S Ng
Journal of Financial Economics 83 (1), 171-222, 2007
6272007
Forecasting economic time series using targeted predictors
J Bai, S Ng
Journal of Econometrics 146 (2), 304-317, 2008
5712008
Determining the number of primitive shocks in factor models
J Bai, S Ng
Journal of Business & Economic Statistics 25 (1), 52-60, 2007
5512007
Confidence intervals for diffusion index forecasts and inference for factor‐augmented regressions
J Bai, S Ng
Econometrica 74 (4), 1133-1150, 2006
5302006
Tests for skewness, kurtosis, and normality for time series data
J Bai, S Ng
Journal of Business & Economic Statistics 23 (1), 49-60, 2005
4822005
Large dimensional factor analysis
J Bai, S Ng
Now Publishers Inc, 2008
4322008
FRED-MD: A monthly database for macroeconomic research
MW McCracken, S Ng
Journal of Business & Economic Statistics 34 (4), 574-589, 2016
4272016
Understanding and comparing factor-based forecasts
J Boivin, S Ng
National Bureau of Economic Research Working Paper Series, 2005
3312005
Uncertainty and business cycles: exogenous impulse or endogenous response?
SC Ludvigson, S Ma, S Ng
National Bureau of Economic Research Working Paper Series, 2015
3262015
Panel cointegration with global stochastic trends
J Bai, C Kao, S Ng
Journal of Econometrics 149 (1), 82-99, 2009
2792009
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–20