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 Factor Analysis of Bond Risk Premia 0 1 2 189 3 9 20 513
A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data 0 0 0 54 2 3 6 84
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 1 491 0 1 10 1,358
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 87 1 3 13 609
A Note on the Selection of Time Series Models 0 0 0 1,103 3 5 12 2,348
A PANIC Attack on Unit Roots and Cointegration 1 2 2 896 15 18 22 2,541
A Panic Attack on Unit Roots and Cointegration 0 0 0 158 10 12 31 1,124
A Semi-Parametric Factor Model for Interest Rates 0 0 0 347 4 7 19 2,316
A Semi-Parametric Factor Model for Interest Rates 0 0 0 10 3 6 17 273
A Semi-Parametric Factor Model for Interest Rates 0 0 0 0 3 4 15 782
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure 0 0 0 298 2 5 18 2,761
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure 0 0 0 354 3 4 9 1,449
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 1 1 153 3 4 13 430
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 4 1 4 8 664
A Test for Conditional Symmetry in Time Series Models 0 0 1 471 4 7 15 2,035
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 1 2 17 7 13 27 101
Accounting for Trends in the Almost Ideal Demand System 0 0 0 615 2 6 11 2,500
Adjustment Costs and Factor Demands in Canadian Manufacturing Industries 0 0 0 0 2 3 6 287
Adjustment Costs and Factor Demands in Canadian Manufacturing Industries 0 0 0 0 2 4 4 150
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 0 0 76 1 7 13 385
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 0 0 0 2 3 9 1,253
An Econometric Perspective on Algorithmic Subsampling 0 0 0 29 1 2 8 45
An econometric perspective on algorithmic subsampling 0 0 1 1 2 3 9 13
Analysis of Vector Autoregressions in the Presence of Shifts in Mean 0 0 0 347 4 4 12 1,511
Approximate Factor Models with Weaker Loadings 0 1 2 63 3 5 22 82
Are More Data Always Better for Factor Analysis? 0 0 0 387 4 6 23 1,157
Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data 0 0 0 0 2 5 12 151
Boosting High Dimensional Predictive Regressions with Time Varying Parameters 0 0 0 62 2 5 16 83
COVID-19 and The Macroeconomic Effects of Costly Disasters 0 0 3 224 6 10 29 747
Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates? 0 0 0 66 2 5 10 356
Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor 0 0 1 221 2 6 11 516
Constructing High Frequency Economic Indicators by Imputation 0 0 3 32 4 7 25 64
Demand Systems With Nonstationary Prices 0 0 0 338 4 6 10 1,161
Determining the Number of Factors in Approximate Factor Models 1 3 18 1,478 16 34 116 4,827
Determining the Number of Factors in Approximate Factor Models 0 0 1 404 13 18 70 1,231
Dynamic hierarchical factor models 0 0 3 183 2 8 21 668
Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators 0 0 0 386 3 4 14 2,400
Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators 0 0 0 15 1 3 14 103
Estimation and Inference by Stochastic Optimization: Three Examples 0 0 2 19 3 4 17 39
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 40 3 5 12 170
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 1 1 1 9 238
Estimation of DSGE Models When the Data are Persistent 0 0 1 143 5 6 16 442
Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties 0 0 0 40 1 3 18 169
Evaluating Latent and Observed Factors in Macroeconomics and Financ 0 0 1 541 1 5 20 1,391
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 157 1 2 12 1,108
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 0 1 1 8 189
Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation 0 0 0 21 1 1 7 143
Explaining the Persistence of Commodity Prices 0 0 0 708 5 7 15 3,922
Explaining the Persistence of Commodity Prices 0 0 0 111 2 6 12 441
FRED-MD: A Monthly Database for Macroeconomic Research 0 2 25 277 8 40 148 1,016
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 1 61 4 7 23 116
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 2 32 3 14 29 155
Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions 1 1 3 45 6 6 22 103
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 0 0 136 2 8 25 356
Forecasting Autoregressive Time Series in the Presence of Deterministic Components 0 0 0 25 0 1 8 115
Forecasting Dynamic Time Series in the Presence of Deterministic Components 0 0 1 443 1 1 14 2,035
How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis 0 0 0 0 1 4 7 243
How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis 0 0 1 41 1 2 7 222
How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis 0 0 0 175 0 4 8 1,310
Imputation of Counterfactual Outcomes when the Errors are Predictable 0 0 2 14 1 2 8 18
Inference by Stochastic Optimization: A Free-Lunch Bootstrap 0 0 1 19 2 5 8 41
Intergenerational Linkages in Consumption Behavior 0 0 1 323 7 10 27 1,725
Intergenerational Linkages in Consumption Behavior 0 0 0 209 1 3 10 936
Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 0 6 1,971 17 29 66 6,129
Latent Dirichlet Analysis of Categorical Survey Expectations 0 0 0 5 0 0 9 37
Latent Dirichlet Analysis of Categorical Survey Responses 0 0 0 29 2 10 27 80
Least Squares Estimation Using Sketched Data with Heteroskedastic Errors 0 0 0 20 1 5 18 55
Level and Volatility Factors in Macroeconomic Data 0 0 0 52 2 3 15 95
Looking for Evidence of Speculative Stockholding in Commodity Markets 0 0 0 0 1 2 6 145
Looking for Evidence of Speculative Stockholding in Commodity Markets 0 0 0 11 0 1 8 111
Macro Factors in Bond Risk Premia 0 1 2 410 4 12 23 1,158
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 0 0 0 64 6 11 18 177
Measuring Uncertainty 1 2 6 208 7 17 43 894
Minimum Distance Estimation of Dynamic Models with Errors-In-Variables 0 0 0 22 1 3 11 113
Minimum distance estimation of possibly non-invertible moving average models 0 0 0 42 0 7 9 100
Modeling Macroeconomic Variations After COVID-19 0 0 4 59 0 1 27 167
Modeling Macroeconomic Variations after Covid-19 0 1 3 75 1 6 24 171
Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent 0 0 0 1 2 4 8 269
Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent 0 0 0 33 0 3 5 139
Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data 0 0 0 67 2 9 20 103
PPP May not Hold After all: A Further Investigation 0 0 0 278 2 7 12 947
PPP May not Hold Afterall: A Further Investigation 0 0 0 18 2 4 10 341
Panel Cointegration with Global Stochastic Trends 0 0 0 471 4 6 21 1,068
Parametric and Non-Parametric Approaches to Price and Tax Reform 0 0 0 120 4 5 5 932
Parametric and Nonparametric Approaches to Price and Tax Reform 0 0 0 0 3 3 9 454
Parametric and Nonparametric Approaches to Price and Tax Reform 0 0 0 12 2 2 5 193
Parametric and non-parametric approaches to price and tax reform 0 0 0 327 1 4 10 1,912
Principal Components and Regularized Estimation of Factor Models 0 1 3 87 2 15 34 206
Shock Restricted Structural Vector-Autoregressions 0 0 0 142 1 3 17 215
Simpler Proofs for Approximate Factor Models of Large Dimensions 0 0 3 54 1 3 14 77
Skewed Fluctuations and Propagation Through Production Networks 0 1 10 10 1 5 32 34
Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean 0 0 0 445 1 3 13 1,838
Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary 0 0 0 25 0 1 4 136
Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary 0 0 0 2 5 8 16 1,515
Tests for Skewness, Kurtosis, and Normality for Time Series Data 1 2 5 4,598 13 19 45 19,921
The ABC of Simulation Estimation with Auxiliary Statistics 0 0 0 6 2 2 16 45
The Economic Impact of Low- and High-Frequency Temperature Changes 0 0 8 8 5 6 33 33
The Empirical Risk-Return Relation: A Factor Analysis Approach 0 1 1 581 3 8 14 1,619
The Empirical Risk-Return Relation: a factor analysis approach 0 0 1 278 3 6 19 812
The Exact Error in Estimating the Special Density at the Origin 0 0 0 0 2 2 9 347
The Exact Error in Estimating the Special Density at the Origin 0 0 0 22 4 6 10 93
The Return to Adaptation in a Changing Climate 0 0 10 10 3 5 32 32
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 0 0 2 9 250
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 11 2 4 10 93
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 0 0 1 9 209
Time Series Estimation of the Dynamic Effects of Disaster-Type Shock 0 0 1 34 2 4 13 50
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 0 0 1 211 4 5 23 707
Understanding and Comparing Factor-Based Forecasts 0 0 0 200 1 3 20 544
Understanding and Comparing Factor-Based Forecasts 0 0 0 97 2 4 11 295
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 0 0 1 0 0 12 1,032
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 1 1 260 2 3 15 698
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 0 1 1 3 9 361
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 0 68 2 3 10 297
Total Working Papers 5 22 147 24,586 331 685 2,068 102,970

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 0 0 1 260 2 3 11 654
A PANIC Attack on Unit Roots and Cointegration 0 1 2 1,044 14 19 42 3,141
A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure 0 0 1 72 3 5 12 345
A Simple Test for Nonstationarity in Mixed Panels 0 0 0 27 3 4 12 130
A consistent test for conditional symmetry in time series models 0 0 0 58 3 3 12 228
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 117 5 10 24 363
A hierarchical factor analysis of U.S. housing market dynamics 0 1 1 4 1 2 4 57
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 1 4 350 4 8 27 786
AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS 0 0 0 82 0 10 16 219
ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN 0 0 0 77 3 4 7 269
An Econometric Perspective on Algorithmic Subsampling 0 0 0 4 1 3 9 31
Approximate factor models with weaker loadings 0 1 1 4 3 10 35 50
Are more data always better for factor analysis? 0 1 5 483 11 19 44 1,521
Boosting diffusion indices 0 0 1 114 2 4 16 426
Boosting high dimensional predictive regressions with time varying parameters 0 0 0 13 2 11 21 66
COVID-19 and the Costs of Deadly Disasters 1 1 1 32 3 3 12 75
Can sticky prices account for the variations and persistence in real exchange rates? 0 0 0 37 1 1 1 123
Commodity Prices, Convenience Yields, and Inflation 0 1 2 121 4 12 29 467
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions 1 1 2 201 3 12 33 758
Constructing Common Factors from Continuous and Categorical Data 0 0 0 3 0 0 8 48
Constructing high frequency economic indicators by imputation 0 0 6 6 0 2 26 27
Demand Systems with Nonstationary Prices 1 1 1 51 1 4 13 268
Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers 0 0 0 14 1 3 9 145
Determining the Number of Factors in Approximate Factor Models 0 0 0 1,297 22 31 101 5,128
Determining the Number of Primitive Shocks in Factor Models 0 0 0 383 1 5 18 877
Dynamic Hierarchical Factor Model 1 2 4 159 7 12 34 787
Dynamic Identification of Dynamic Stochastic General Equilibrium Models 0 0 1 103 2 4 33 373
ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES 0 0 0 14 6 8 12 143
Editors' Report 2006 0 0 0 3 1 2 8 61
Editors' Report 2007 0 0 0 11 2 4 9 74
Editors' Report 2008 0 0 0 8 1 1 5 61
Editors’ Report 2009 0 0 0 6 3 5 11 64
Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators 0 0 0 98 2 3 11 394
Estimation and Inference by Stochastic Optimization: Three Examples 0 0 0 1 1 3 10 25
Estimation and inference in nearly unbalanced nearly cointegrated systems 0 0 1 91 1 4 10 294
Estimation of DSGE models when the data are persistent 0 0 0 121 4 6 13 511
Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown 0 0 0 35 5 11 24 191
Evaluating latent and observed factors in macroeconomics and finance 0 0 5 373 2 9 38 916
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 1 0 1 12 527
Explaining the Persistence of Commodity Prices 0 0 1 145 2 3 15 484
Extremum Estimation when the Predictors are Estimated from Large Panels 0 0 0 41 6 13 24 278
FRED-MD: A Monthly Database for Macroeconomic Research 8 27 90 457 25 71 286 1,467
FRED-QD: A Quarterly Database for Macroeconomic Research 1 2 11 66 14 43 153 553
Factor-based imputation of missing values and covariances in panel data of large dimensions 0 0 0 6 2 3 14 49
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 0 0 269 4 14 31 862
Forecasting autoregressive time series in the presence of deterministic components 0 0 0 83 0 1 8 533
Forecasting economic time series using targeted predictors 1 5 33 872 8 19 133 2,226
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT 0 0 1 113 0 2 14 289
Imputation of Counterfactual Outcomes when the Errors are Predictable 0 0 1 2 1 2 11 16
Imputation of Counterfactual Outcomes when the Errors are Predictable: Rejoinder 0 0 0 1 0 0 7 9
Intergenerational Linkages in Consumption Behavior 0 1 2 51 4 5 18 230
Intergenerational Time Transfers and Childcare 0 0 1 158 2 4 22 661
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 0 0 1,132 19 22 54 3,233
Large Dimensional Factor Analysis 0 2 13 166 7 14 94 509
Latent Dirichlet Analysis of Categorical Survey Responses 0 1 2 9 1 3 12 30
Level and volatility factors in macroeconomic data 0 0 0 28 2 5 11 122
Looking for evidence of speculative stockholding in commodity markets 0 0 0 37 0 0 8 166
MEASUREMENT ERRORS IN DYNAMIC MODELS 0 0 0 17 1 3 7 69
Macro Factors in Bond Risk Premia 1 1 2 147 2 16 40 732
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 0 0 2 14 2 5 29 69
Measuring Uncertainty 2 5 28 440 16 48 174 1,911
Minimum Distance Estimation of Possibly Noninvertible Moving Average Models 0 0 0 4 0 3 8 38
PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION 0 0 1 103 4 6 20 275
PPP May not Hold Afterall: A Further Investigation 0 0 0 41 2 6 17 314
Panel cointegration with global stochastic trends 1 2 4 308 1 4 25 821
Principal components estimation and identification of static factors 0 0 2 177 1 5 29 617
Rank regularized estimation of approximate factor models 0 0 3 42 2 6 20 136
Review of Coint 2.0 0 0 0 279 0 2 5 719
Selecting Instrumental Variables in a Data Rich Environment 0 0 1 174 6 9 17 499
Simulated minimum distance estimation of dynamic models with errors-in-variables 0 0 0 16 1 4 21 166
THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN 0 0 0 2 3 4 12 26
Testing Cross-Section Correlation in Panel Data Using Spacings 0 0 0 141 1 3 11 479
Testing for ARCH in the presence of a possibly misspecified conditional mean 0 0 1 54 4 11 34 284
Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary 0 0 0 191 3 4 9 836
Testing for unit roots in flow data sampled at different frequencies 0 0 0 17 2 4 9 119
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 0 1 312 8 14 27 913
The ABC of simulation estimation with auxiliary statistics 0 0 1 8 6 7 16 82
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 40 3 7 17 364
The empirical risk-return relation: A factor analysis approach 1 2 2 420 3 9 21 1,112
Time series estimation of the dynamic effects of disaster-type shocks 0 0 6 11 2 7 35 51
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 4 10 21 91 10 33 92 299
Understanding and Comparing Factor-Based Forecasts 1 1 1 194 3 4 11 620
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties 0 0 2 355 2 4 24 1,042
Viewpoint: Boosting Recessions 0 0 0 6 1 2 10 39
Viewpoint: Boosting Recessions 0 0 3 114 5 6 23 345
Total Journal Articles 24 70 275 13,232 321 721 2,450 45,317

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Likelihood-Free Reverse Sampler of the Posterior Distribution 0 0 0 5 3 4 14 48
A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data 0 0 0 31 5 9 19 212
Variable Selection in Predictive Regressions 1 2 3 116 3 6 41 313
Total Chapters 1 2 3 152 11 19 74 573
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Statistics updated 2026-05-06