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 3 171 3 7 28 417
A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data 3 3 7 51 3 4 21 59
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 1 1 2 484 3 4 17 1,319
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 87 0 1 4 585
A Note on the Selection of Time Series Models 0 0 3 1,095 2 4 18 2,316
A PANIC Attack on Unit Roots and Cointegration 0 0 1 890 2 6 36 2,378
A Panic Attack on Unit Roots and Cointegration 0 0 0 158 3 3 34 1,055
A Semi-Parametric Factor Model for Interest Rates 0 0 0 346 0 1 7 2,286
A Semi-Parametric Factor Model for Interest Rates 0 0 0 9 0 0 4 250
A Semi-Parametric Factor Model for Interest Rates 0 0 0 0 0 1 11 760
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure 0 0 0 298 0 0 4 2,735
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure 0 0 0 354 1 2 9 1,434
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 149 0 0 2 406
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 4 0 0 3 647
A Test for Conditional Symmetry in Time Series Models 0 0 0 465 0 1 4 2,002
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 0 0 6 0 2 4 49
Accounting for Trends in the Almost Ideal Demand System 0 0 1 615 1 2 5 2,484
Adjustment Costs and Factor Demands in Canadian Manufacturing Industries 0 0 0 0 0 0 2 146
Adjustment Costs and Factor Demands in Canadian Manufacturing Industries 0 0 0 0 0 1 2 279
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 0 0 0 1 2 9 1,238
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 0 0 76 2 2 3 359
An Econometric Perspective on Algorithmic Subsampling 0 0 1 25 1 2 10 24
Analysis of Vector Autoregressions in the Presence of Shifts in Mean 0 1 2 345 0 1 12 1,488
Are More Data Always Better for Factor Analysis? 0 0 3 375 0 3 28 1,080
Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data 0 0 0 0 0 0 3 137
Boosting High Dimensional Predictive Regressions with Time Varying Parameters 0 1 1 53 3 9 23 40
COVID-19 and The Macroeconomic Effects of Costly Disasters 18 49 126 126 48 127 296 296
Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates? 0 0 0 66 0 1 5 342
Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor 0 0 2 216 0 0 6 491
Demand Systems With Nonstationary Prices 0 0 0 335 0 3 6 1,143
Determining the Number of Factors in Approximate Factor Models 0 0 2 389 2 7 42 1,081
Determining the Number of Factors in Approximate Factor Models 4 8 19 1,415 10 20 71 4,455
Dynamic hierarchical factor models 1 1 6 169 6 9 36 581
Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators 0 0 0 385 0 0 3 2,370
Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators 0 0 0 13 0 0 4 72
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 1 1 1 5 225
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 40 2 3 10 147
Estimation of DSGE Models When the Data are Persistent 0 0 1 141 2 2 5 409
Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties 0 0 0 37 1 1 3 142
Evaluating Latent and Observed Factors in Macroeconomics and Financ 0 0 3 531 1 2 19 1,339
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 1 154 0 0 9 1,081
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 0 0 0 7 172
Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation 0 0 0 21 0 0 9 130
Explaining the Persistence of Commodity Prices 0 0 0 111 0 0 10 411
Explaining the Persistence of Commodity Prices 0 0 1 708 0 1 12 3,897
FRED-MD: A Monthly Database for Macroeconomic Research 0 0 7 159 4 8 85 427
FRED-QD: A Quarterly Database for Macroeconomic Research 2 4 13 13 3 10 35 35
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 50 50 3 6 41 41
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 1 3 6 127 1 5 15 294
Forecasting Autoregressive Time Series in the Presence of Deterministic Components 0 0 1 25 0 0 3 105
Forecasting Dynamic Time Series in the Presence of Deterministic Components 0 0 0 441 0 1 6 1,944
How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis 0 0 0 0 0 1 4 232
How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis 0 0 0 40 0 0 3 207
How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis 0 0 0 175 1 2 4 1,288
Inference by Stochastic Optimization: A Free-Lunch Bootstrap 0 2 14 14 0 2 15 15
Intergenerational Linkages in Consumption Behavior 0 0 1 207 0 0 5 914
Intergenerational Linkages in Consumption Behavior 0 0 0 318 6 11 22 1,668
Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 0 1 1,949 2 7 47 5,969
Latent Dirichlet Analysis of Categorical Survey Expectations 1 1 1 1 1 3 10 10
Latent Dirichlet Analysis of Categorical Survey Responses 1 2 9 25 1 2 22 36
Level and Volatility Factors in Macroeconomic Data 0 0 1 48 2 5 8 60
Looking for Evidence of Speculative Stockholding in Commodity Markets 0 0 0 0 0 0 2 136
Looking for Evidence of Speculative Stockholding in Commodity Markets 0 0 0 11 0 0 2 97
Macro Factors in Bond Risk Premia 1 1 4 398 2 4 12 1,083
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 3 4 14 27 5 10 37 48
Measuring Uncertainty 0 3 15 171 11 18 68 598
Minimum Distance Estimation of Dynamic Models with Errors-In-Variables 0 0 0 22 0 0 5 94
Minimum distance estimation of possibly non-invertible moving average models 0 0 0 42 0 0 2 81
Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent 0 0 0 1 1 2 5 246
Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent 0 0 0 31 0 0 1 128
Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data 0 1 2 64 1 4 11 62
PPP May not Hold After all: A Further Investigation 0 0 0 278 3 6 21 911
PPP May not Hold Afterall: A Further Investigation 0 0 0 17 1 4 8 263
Panel Cointegration with Global Stochastic Trends 0 0 0 468 1 6 26 1,007
Parametric and Non-Parametric Approaches to Price and Tax Reform 0 0 0 120 0 0 3 920
Parametric and Nonparametric Approaches to Price and Tax Reform 0 0 0 12 0 0 4 185
Parametric and Nonparametric Approaches to Price and Tax Reform 0 0 0 0 0 0 4 443
Parametric and non-parametric approaches to price and tax reform 0 0 0 327 0 0 4 1,893
Principal Components and Regularized Estimation of Factor Models 1 1 9 74 1 1 17 137
Shock Restricted Structural Vector-Autoregressions 0 1 10 125 1 7 31 143
Simpler Proofs for Approximate Factor Models of Large Dimensions 1 4 39 39 2 7 21 21
Sketching for Two-Stage Least Squares Estimation 0 0 14 14 1 2 9 9
Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean 0 0 0 444 0 0 7 1,817
Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary 0 1 2 25 2 3 10 126
Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary 0 0 0 2 1 1 7 1,489
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 0 5 4,573 6 19 64 19,759
The ABC of Simulation Estimation with Auxiliary Statistics 1 1 2 6 1 3 4 21
The Empirical Risk-Return Relation: A Factor Analysis Approach 0 0 2 576 1 2 17 1,582
The Empirical Risk-Return Relation: a factor analysis approach 1 1 5 272 4 6 25 764
The Exact Error in Estimating the Special Density at the Origin 0 0 0 22 1 1 6 82
The Exact Error in Estimating the Special Density at the Origin 0 0 0 0 1 1 8 331
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 0 3 3 7 237
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 11 1 3 9 83
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 0 1 2 4 196
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 2 7 35 159 14 33 133 464
Understanding and Comparing Factor-Based Forecasts 0 1 1 198 1 3 9 503
Understanding and Comparing Factor-Based Forecasts 0 0 2 96 2 4 15 270
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 0 0 1 2 6 17 978
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 1 1 254 1 4 11 668
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 0 1 1 2 10 332
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 2 4 67 2 5 18 267
Total Working Papers 42 106 455 23,454 197 470 1,860 96,476


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 2 245 1 2 14 611
A PANIC Attack on Unit Roots and Cointegration 0 0 1 1,031 3 8 47 3,008
A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure 0 0 0 71 0 1 1 330
A Simple Test for Nonstationarity in Mixed Panels 0 0 1 26 0 1 5 101
A consistent test for conditional symmetry in time series models 0 0 0 55 0 0 5 195
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 0 1 2 7 38
A hierarchical factor analysis of U.S. housing market dynamics 1 3 7 113 2 6 16 318
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 0 2 314 1 6 17 670
AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS 0 1 1 81 1 2 3 199
ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN 0 0 1 71 0 0 5 247
Are more data always better for factor analysis? 2 5 16 393 7 23 83 1,236
Boosting diffusion indices 0 0 0 103 0 0 4 379
Can sticky prices account for the variations and persistence in real exchange rates? 0 0 0 36 0 1 4 116
Commodity Prices, Convenience Yields, and Inflation 1 3 6 79 2 13 32 318
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions 0 1 4 180 1 8 26 656
Constructing Common Factors from Continuous and Categorical Data 0 0 0 2 0 1 4 30
Demand Systems with Nonstationary Prices 0 0 0 47 1 3 10 234
Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers 0 0 0 12 0 0 6 133
Determining the Number of Factors in Approximate Factor Models 0 0 4 1,297 13 43 104 4,742
Determining the Number of Primitive Shocks in Factor Models 3 8 23 348 5 13 47 763
Dynamic Hierarchical Factor Model 1 6 15 118 4 14 51 624
Dynamic Identification of Dynamic Stochastic General Equilibrium Models 0 0 4 95 2 7 31 309
ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES 0 0 0 14 2 4 9 120
Editors' Report 2006 0 0 0 2 1 1 5 48
Editors' Report 2007 0 0 0 11 0 1 2 60
Editors' Report 2008 0 0 0 7 0 0 2 51
Editors’ Report 2009 0 1 1 6 0 1 4 49
Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators 0 2 3 83 0 5 21 333
Estimation and inference in nearly unbalanced nearly cointegrated systems 0 0 1 90 2 3 14 268
Estimation of DSGE models when the data are persistent 1 2 3 112 3 6 19 472
Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown 1 2 5 20 3 7 24 117
Evaluating latent and observed factors in macroeconomics and finance 1 1 5 333 3 4 21 778
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 1 0 1 12 499
Explaining the Persistence of Commodity Prices 0 0 0 142 1 3 13 448
Extremum Estimation when the Predictors are Estimated from Large Panels 0 0 2 37 0 0 6 236
FRED-MD: A Monthly Database for Macroeconomic Research 0 2 10 23 9 22 49 108
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 2 4 8 247 5 21 48 764
Forecasting autoregressive time series in the presence of deterministic components 0 0 1 83 0 1 5 525
Forecasting economic time series using targeted predictors 7 21 102 595 21 51 237 1,452
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT 1 1 2 97 2 4 12 234
Intergenerational Linkages in Consumption Behavior 0 0 3 46 0 0 7 190
Intergenerational Time Transfers and Childcare 1 1 2 135 1 4 13 562
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 0 3 1,132 2 12 61 3,070
Large Dimensional Factor Analysis 0 0 7 93 2 5 28 264
Level and volatility factors in macroeconomic data 0 1 6 27 2 5 17 89
Looking for evidence of speculative stockholding in commodity markets 0 0 0 37 1 2 14 155
MEASUREMENT ERRORS IN DYNAMIC MODELS 0 0 1 14 0 1 6 54
Macro Factors in Bond Risk Premia 1 2 5 107 6 12 46 525
Measuring Uncertainty 3 12 46 266 15 44 194 1,016
Minimum Distance Estimation of Possibly Noninvertible Moving Average Models 0 0 0 4 0 0 3 24
PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION 1 1 2 97 1 3 8 233
PPP May not Hold Afterall: A Further Investigation 0 0 1 41 3 4 10 272
Panel cointegration with global stochastic trends 1 1 11 282 2 6 37 709
Principal components estimation and identification of static factors 0 1 7 122 1 8 31 378
Rank regularized estimation of approximate factor models 0 0 15 19 2 7 50 59
Review of Coint 2.0 0 0 1 279 0 0 2 713
Selecting Instrumental Variables in a Data Rich Environment 0 0 8 167 2 7 36 455
Simulated minimum distance estimation of dynamic models with errors-in-variables 0 0 2 12 3 3 16 117
THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN 0 0 1 1 1 1 4 7
Testing Cross-Section Correlation in Panel Data Using Spacings 0 0 1 140 1 1 4 457
Testing for ARCH in the presence of a possibly misspecified conditional mean 0 1 5 45 0 3 19 211
Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary 0 0 0 189 1 2 5 815
Testing for unit roots in flow data sampled at different frequencies 0 0 0 16 0 1 2 103
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 1 6 280 2 4 26 785
The ABC of simulation estimation with auxiliary statistics 0 0 3 7 1 3 26 51
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 1 38 1 3 6 341
The empirical risk-return relation: A factor analysis approach 2 5 19 358 8 20 68 887
Understanding and Comparing Factor-Based Forecasts 1 1 7 175 6 9 36 553
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties 1 4 18 326 6 16 53 920
Viewpoint: Boosting Recessions 0 2 5 5 0 3 10 10
Viewpoint: Boosting Recessions 0 1 14 73 3 25 60 226
Total Journal Articles 32 97 430 11,153 169 503 1,923 36,070


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 1 1 0 0 11 19
A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data 0 1 7 26 4 11 62 135
Variable Selection in Predictive Regressions 2 5 16 66 2 10 41 170
Total Chapters 2 6 24 93 6 21 114 324


Statistics updated 2021-01-03