Access Statistics for Serena Ng

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 4 5 21 374 9 19 56 1,017
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 87 6 8 42 303
A Note on the Selection of Time Series Models 3 11 37 810 7 28 94 1,775
A PANIC Attack on Unit Roots and Cointegration 3 20 50 631 10 35 103 1,705
A Panic Attack on Unit Roots and Cointegration 0 0 1 158 9 21 59 518
A Semi-Parametric Factor Model for Interest Rates 0 0 0 0 5 10 36 644
A Semi-Parametric Factor Model for Interest Rates 1 4 13 315 7 20 60 2,106
A Semi-Parametric Factor Model for Interest Rates 0 0 1 1 1 2 8 183
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure 1 2 7 343 2 4 36 1,321
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure 0 0 3 273 6 9 37 1,726
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 4 4 8 17 70 352
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 2 3 16 76 6 9 40 217
A Test for Conditional Symmetry in Time Series Models 1 2 18 409 4 9 51 1,793
Accounting for Trends in the Almost Ideal Demand System 2 4 13 583 5 10 42 2,356
Adjustment Costs and Factor Demands in Canadian Manufacturing Industries 0 0 0 0 0 1 6 124
Adjustment Costs and Factor Demands in Canadian Manufacturing Industries 0 0 0 0 0 1 9 260
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 0 0 0 9 28 78 820
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 2 4 4 1 4 18 206
Analysis of Vector Autoregressions in the Presence of Shifts in Mean 1 3 10 315 4 8 42 1,360
Are More Data Always Better for Factor Analysis? 6 17 36 202 18 45 118 518
Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data 0 0 0 0 0 0 10 94
Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates? 0 0 0 66 0 4 19 259
Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor 0 2 21 117 2 7 39 254
Demand Systems With Nonstationary Prices 1 4 11 283 8 16 50 971
Determining the Number of Factors in Approximate Factor Models 4 24 130 821 24 70 304 2,764
Determining the Number of Factors in Approximate Factor Models 2 8 35 208 7 19 81 518
Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators 0 2 11 341 1 14 76 2,182
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 1 1 1 1 2 11 56
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 1 1 0 2 19 119
Evaluating Latent and Observed Factors in Macroeconomics and Financ 2 6 66 278 17 39 165 551
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 2 12 92 5 18 75 892
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 0 0 2 9 85
Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation 0 0 0 0 0 2 8 49
Explaining the Persistence of Commodity Prices 0 2 7 76 5 12 35 272
Explaining the Persistence of Commodity Prices 1 5 16 639 7 19 91 3,556
Forecasting Dynamic Time Series in the Presence of Deterministic Components 2 5 15 404 5 14 52 1,788
How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis 0 0 0 0 2 4 21 178
How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis 0 0 8 24 1 4 24 138
How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis 0 0 2 156 0 6 24 1,176
Intergenerational Linkages in Consumption Behavior 1 2 12 160 5 18 67 551
Intergenerational Linkages in Consumption Behavior 0 1 5 286 1 11 37 1,388
Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power 12 38 137 1,105 41 96 318 3,358
Looking for Evidence of Speculative Stockholding in Commodity Markets 0 0 0 0 1 3 9 70
Looking for Evidence of Speculative Stockholding in Commodity Markets 0 0 0 0 1 3 11 55
Macro Factors in Bond Risk Premia 5 11 51 155 22 38 131 353
Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent 2 3 5 5 2 7 17 86
Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent 0 0 1 1 2 4 30 152
PPP May not Hold After all: A Further Investigation 1 4 15 197 4 16 47 410
Panel Cointegration with Global Stochastic Trends 5 23 94 158 13 41 180 278
Parametric and Non-Parametric Approaches to Price and Tax Reform 1 2 3 102 4 8 31 793
Parametric and Nonparametric Approaches to Price and Tax Reform 0 0 0 0 3 6 20 379
Parametric and Nonparametric Approaches to Price and Tax Reform 0 0 0 0 2 2 9 134
Parametric and non-parametric approaches to price and tax reform 0 1 7 295 2 5 36 1,768
Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean 2 10 20 382 10 27 59 1,539
Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary 0 0 2 2 2 5 26 1,186
Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary 0 0 0 0 3 6 11 55
Tests for Skewness, Kurtosis, and Normality for Time Series Data 15 63 242 3,539 87 324 1,177 14,060
The Empirical Risk-Return Relation: A Factor Analysis Approach 2 6 33 224 9 25 100 522
The Empirical Risk-Return Relation: a factor analysis approach 3 14 49 87 4 34 118 193
The Exact Error in Estimating the Special Density at the Origin 0 2 2 2 0 2 9 30
The Exact Error in Estimating the Special Density at the Origin 0 0 0 0 1 4 15 115
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 0 0 4 29 119
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 0 0 2 6 32
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 0 1 5 18 126
Understanding and Comparing Factor-Based Forecasts 2 5 23 111 4 13 45 224
Understanding and Comparing Factor-Based Forecasts 0 2 14 36 3 8 33 67
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 0 1 1 12 20 68 404
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 1 15 22 22 6 34 69 167
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 2 4 5 5 3 5 12 84
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 1 1 2 6 24 199
Total Working Papers 90 340 1,314 14,968 452 1,324 4,880 64,103

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Selection of Time Series Models 1 4 16 108 3 10 47 248
A PANIC Attack on Unit Roots and Cointegration 9 34 107 423 34 105 336 1,326
A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure 0 0 4 55 0 2 17 243
A consistent test for conditional symmetry in time series models 0 0 2 17 4 5 13 73
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 3 9 29 92 5 13 54 188
AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS 2 7 27 34 2 11 48 84
ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN 0 2 13 31 4 10 40 91
Adjustment Costs and Factor Demands in Canadian Manufacturing Industries 0 0 0 0 0 2 4 33
Are more data always better for factor analysis? 0 5 22 48 1 10 49 124
Can sticky prices account for the variations and persistence in real exchange rates? 0 0 2 23 0 1 6 57
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions 2 4 31 43 9 27 92 157
Demand Systems with Nonstationary Prices 0 1 7 16 9 19 59 95
Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers 1 1 1 1 7 10 14 14
Determining the Number of Factors in Approximate Factor Models 9 23 144 416 80 208 638 1,570
Determining the Number of Primitive Shocks in Factor Models 1 9 56 77 7 27 117 148
Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators 1 2 5 18 3 5 32 119
Estimation and inference in nearly unbalanced nearly cointegrated systems 0 0 6 29 0 2 17 83
Evaluating latent and observed factors in macroeconomics and finance 2 3 27 60 6 13 65 152
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 1 1 4 14 42 232
Explaining the Persistence of Commodity Prices 2 8 14 81 3 12 40 236
Forecasting autoregressive time series in the presence of deterministic components 1 3 11 61 4 11 40 399
Intergenerational Time Transfers and Childcare 1 5 13 76 3 12 44 330
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 13 42 103 407 27 83 225 1,024
Looking for evidence of speculative stockholding in commodity markets 1 1 2 11 1 3 11 44
Review of Coint 2.0 1 8 25 231 7 26 68 575
Testing Cross-Section Correlation in Panel Data Using Spacings 2 4 23 34 9 22 96 122
Testing for ARCH in the presence of a possibly misspecified conditional mean 0 0 4 13 2 4 15 66
Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary 0 8 14 122 4 28 50 511
Testing for unit roots in flow data sampled at different frequencies 0 0 0 5 0 1 7 29
Tests for Skewness, Kurtosis, and Normality for Time Series Data 6 15 52 63 17 42 138 167
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 1 2 4 27 2 6 22 269
The empirical risk-return relation: A factor analysis approach 4 8 38 71 10 22 93 168
Understanding and Comparing Factor-Based Forecasts 1 3 17 19 3 10 65 79
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 1 4 22 95 5 14 64 260
Total Journal Articles 65 215 842 2,808 275 790 2,668 9,316

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Statistics updated 2008-07-03