Access Statistics for Serena Ng

Author contact details at EconPapers.

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 0 2 189 1 3 24 518
A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data 0 0 0 54 0 0 11 89
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 87 0 0 12 609
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 491 0 0 9 1,359
A Note on the Selection of Time Series Models 0 0 0 1,103 0 1 15 2,351
A PANIC Attack on Unit Roots and Cointegration 0 0 2 896 0 2 28 2,547
A Panic Attack on Unit Roots and Cointegration 0 0 0 158 1 3 34 1,128
A Semi-Parametric Factor Model for Interest Rates 0 0 0 0 0 0 15 783
A Semi-Parametric Factor Model for Interest Rates 0 0 0 347 1 4 24 2,322
A Semi-Parametric Factor Model for Interest Rates 0 0 0 10 0 0 17 273
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure 0 0 0 354 0 0 9 1,451
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure 0 0 0 298 0 0 15 2,762
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 4 0 1 10 666
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 1 153 0 2 17 435
A Test for Conditional Symmetry in Time Series Models 0 0 1 471 1 2 18 2,039
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 1 1 2 18 1 1 27 103
Accounting for Trends in the Almost Ideal Demand System 0 0 0 615 1 1 11 2,502
Adjustment Costs and Factor Demands in Canadian Manufacturing Industries 0 0 0 0 0 0 4 150
Adjustment Costs and Factor Demands in Canadian Manufacturing Industries 0 0 0 0 0 0 5 287
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 0 0 0 0 0 11 1,256
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 0 0 76 0 0 12 385
An Econometric Perspective on Algorithmic Subsampling 0 0 1 30 0 2 12 49
An econometric perspective on algorithmic subsampling 0 0 1 1 1 2 12 16
Analysis of Vector Autoregressions in the Presence of Shifts in Mean 0 0 0 347 1 2 12 1,513
Approximate Factor Models with Weaker Loadings 0 0 1 63 1 3 21 86
Are More Data Always Better for Factor Analysis? 0 0 0 387 1 3 26 1,162
Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data 0 0 0 0 0 0 10 151
Boosting High Dimensional Predictive Regressions with Time Varying Parameters 0 0 0 62 2 2 14 85
COVID-19 and The Macroeconomic Effects of Costly Disasters 0 0 3 225 0 1 31 752
Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates? 0 0 0 66 0 0 10 356
Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor 0 0 1 221 1 1 11 517
Constructing High Frequency Economic Indicators by Imputation 0 0 0 32 0 3 20 68
Cross-Section Estimation of Long-Run Relations Using Time-Compressed Data 0 0 0 0 3 3 3 3
Demand Systems With Nonstationary Prices 0 1 1 339 0 1 12 1,163
Determining the Number of Factors in Approximate Factor Models 0 0 0 404 2 7 79 1,241
Determining the Number of Factors in Approximate Factor Models 0 1 13 1,481 2 9 104 4,843
Dynamic hierarchical factor models 0 0 1 183 1 6 25 678
Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators 0 0 0 386 1 2 16 2,403
Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators 0 0 0 15 0 0 16 106
Estimation and Inference by Stochastic Optimization: Three Examples 0 0 0 19 0 1 16 42
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 40 0 0 12 170
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 1 1 1 11 240
Estimation of DSGE Models When the Data are Persistent 0 0 0 143 0 1 14 443
Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties 0 0 0 40 0 0 18 170
Evaluating Latent and Observed Factors in Macroeconomics and Financ 0 0 0 541 0 1 20 1,392
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 0 0 1 9 191
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 157 0 1 13 1,110
Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation 0 0 0 21 0 1 8 145
Explaining the Persistence of Commodity Prices 0 0 0 111 0 5 21 451
Explaining the Persistence of Commodity Prices 0 0 0 708 0 0 15 3,922
FRED-MD: A Monthly Database for Macroeconomic Research 1 4 19 286 2 14 128 1,047
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 1 32 0 1 30 159
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 1 62 0 0 22 119
Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions 0 0 2 46 1 4 26 111
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 0 0 136 3 7 34 366
Forecasting Autoregressive Time Series in the Presence of Deterministic Components 0 0 0 25 0 0 9 116
Forecasting Dynamic Time Series in the Presence of Deterministic Components 0 0 0 443 0 0 14 2,038
How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis 0 0 0 0 0 0 7 243
How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis 0 0 1 41 0 0 6 222
How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis 0 0 0 175 0 1 10 1,312
Imputation of Counterfactual Outcomes when the Errors are Predictable 0 0 1 14 0 0 8 19
Inference by Stochastic Optimization: A Free-Lunch Bootstrap 0 0 1 19 2 2 11 45
Intergenerational Linkages in Consumption Behavior 0 0 0 209 0 0 12 939
Intergenerational Linkages in Consumption Behavior 0 0 1 323 1 2 31 1,732
Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 0 4 1,971 1 5 68 6,141
Latent Dirichlet Analysis of Categorical Survey Expectations 0 0 0 5 0 1 9 39
Latent Dirichlet Analysis of Categorical Survey Responses 0 0 0 29 0 2 26 82
Least Squares Estimation Using Sketched Data with Heteroskedastic Errors 0 0 0 20 0 1 19 58
Level and Volatility Factors in Macroeconomic Data 0 0 0 52 0 0 16 98
Looking for Evidence of Speculative Stockholding in Commodity Markets 0 0 0 0 0 0 6 145
Looking for Evidence of Speculative Stockholding in Commodity Markets 0 0 0 11 1 1 8 112
Macro Factors in Bond Risk Premia 0 0 2 410 1 1 22 1,160
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 1 1 1 65 1 8 24 186
Measuring Uncertainty 0 2 8 211 2 4 44 902
Minimum Distance Estimation of Dynamic Models with Errors-In-Variables 0 0 0 22 1 2 13 115
Minimum distance estimation of possibly non-invertible moving average models 0 0 0 42 0 0 10 101
Modeling Macroeconomic Variations After COVID-19 0 0 0 59 1 4 20 174
Modeling Macroeconomic Variations after Covid-19 1 1 3 76 4 9 27 183
Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent 0 0 0 33 0 0 6 140
Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent 0 0 0 1 0 0 9 270
Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data 0 0 0 67 0 0 19 103
PPP May not Hold After all: A Further Investigation 0 0 0 278 0 2 14 949
PPP May not Hold Afterall: A Further Investigation 0 0 0 18 2 2 13 344
Panel Cointegration with Global Stochastic Trends 0 0 0 471 1 1 19 1,069
Parametric and Non-Parametric Approaches to Price and Tax Reform 0 0 0 120 0 0 5 932
Parametric and Nonparametric Approaches to Price and Tax Reform 0 0 0 0 0 0 8 454
Parametric and Nonparametric Approaches to Price and Tax Reform 0 0 0 12 0 1 8 196
Parametric and non-parametric approaches to price and tax reform 0 0 0 327 0 0 12 1,914
Principal Components and Regularized Estimation of Factor Models 0 0 2 87 1 1 32 208
Shock Restricted Structural Vector-Autoregressions 1 2 3 145 1 5 21 221
Simpler Proofs for Approximate Factor Models of Large Dimensions 0 1 2 55 0 3 15 81
Skewed Fluctuations and Propagation Through Production Networks 0 1 2 11 0 4 28 42
Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean 0 0 0 445 2 2 15 1,841
Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary 0 0 0 25 0 0 5 137
Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary 0 0 0 2 0 0 17 1,517
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 0 4 4,598 0 2 44 19,927
The ABC of Simulation Estimation with Auxiliary Statistics 0 0 0 6 2 4 18 49
The Economic Impact of Low- and High-Frequency Temperature Changes 0 0 1 9 2 4 25 40
The Empirical Risk-Return Relation: A Factor Analysis Approach 0 0 1 581 3 3 17 1,623
The Empirical Risk-Return Relation: a factor analysis approach 0 0 0 278 0 0 18 812
The Exact Error in Estimating the Special Density at the Origin 0 0 0 22 0 0 12 95
The Exact Error in Estimating the Special Density at the Origin 0 0 0 0 0 0 9 348
The Return to Adaptation in a Changing Climate 0 0 2 10 0 3 21 35
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 0 0 1 10 210
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 11 0 0 12 95
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 0 0 0 10 251
Time Series Estimation of the Dynamic Effects of Disaster-Type Shock 0 1 1 35 1 3 13 54
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 0 0 1 211 1 6 28 715
Understanding and Comparing Factor-Based Forecasts 0 0 0 200 0 3 21 548
Understanding and Comparing Factor-Based Forecasts 0 0 0 97 0 0 10 295
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 0 0 1 0 0 13 1,036
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 0 1 260 1 1 14 699
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 0 1 0 0 9 362
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 0 68 0 0 9 297
Total Working Papers 5 16 95 24,616 61 199 2,138 103,356

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 0 260 1 1 11 655
A PANIC Attack on Unit Roots and Cointegration 0 1 2 1,045 2 6 48 3,150
A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure 0 0 1 72 0 0 11 345
A Simple Test for Nonstationarity in Mixed Panels 0 0 0 27 1 1 11 131
A consistent test for conditional symmetry in time series models 0 0 0 58 0 1 14 230
A hierarchical factor analysis of U.S. housing market dynamics 0 0 1 4 0 2 5 59
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 117 0 1 24 364
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 1 3 351 1 4 27 792
AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS 0 0 0 82 0 0 16 219
ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN 0 0 0 77 1 1 7 271
An Econometric Perspective on Algorithmic Subsampling 0 0 0 4 0 2 10 33
Approximate factor models with weaker loadings 0 1 2 5 0 5 43 63
Are more data always better for factor analysis? 0 0 1 483 4 6 49 1,533
Boosting diffusion indices 0 0 0 114 0 1 17 429
Boosting high dimensional predictive regressions with time varying parameters 0 0 0 13 0 2 22 68
COVID-19 and the Costs of Deadly Disasters 0 0 2 33 0 1 14 77
Can sticky prices account for the variations and persistence in real exchange rates? 0 1 1 38 1 2 4 126
Commodity Prices, Convenience Yields, and Inflation 1 1 4 123 1 4 28 473
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions 0 0 2 202 1 6 39 767
Constructing Common Factors from Continuous and Categorical Data 0 0 0 3 1 1 5 49
Constructing high frequency economic indicators by imputation 0 0 4 6 0 1 18 29
Demand Systems with Nonstationary Prices 0 0 2 52 0 1 13 270
Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers 0 0 0 14 0 0 8 145
Determining the Number of Factors in Approximate Factor Models 0 0 0 1,297 7 20 123 5,166
Determining the Number of Primitive Shocks in Factor Models 0 0 0 383 0 2 20 881
Dynamic Hierarchical Factor Model 0 1 4 161 1 5 37 796
Dynamic Identification of Dynamic Stochastic General Equilibrium Models 0 0 1 103 2 3 35 379
ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES 0 0 0 14 2 2 14 145
Editors' Report 2006 0 0 0 3 0 0 8 61
Editors' Report 2007 0 0 0 11 0 0 8 74
Editors' Report 2008 0 0 0 8 0 2 7 64
Editors’ Report 2009 0 0 0 6 0 1 12 65
Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators 0 0 0 98 1 1 12 395
Estimation and Inference by Stochastic Optimization: Three Examples 0 0 0 1 0 1 10 26
Estimation and inference in nearly unbalanced nearly cointegrated systems 0 0 0 91 0 1 10 296
Estimation of DSGE models when the data are persistent 0 0 0 121 2 2 15 515
Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown 0 0 0 35 2 8 34 202
Evaluating latent and observed factors in macroeconomics and finance 0 0 2 373 1 3 34 921
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 1 0 2 10 529
Explaining the Persistence of Commodity Prices 0 0 1 145 0 4 16 488
Extremum Estimation when the Predictors are Estimated from Large Panels 0 0 0 41 0 3 25 282
FRED-MD: A Monthly Database for Macroeconomic Research 3 18 89 490 11 55 283 1,585
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 6 68 2 16 136 583
Factor-based imputation of missing values and covariances in panel data of large dimensions 0 0 1 7 2 3 15 55
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 0 0 269 1 4 31 868
Forecasting autoregressive time series in the presence of deterministic components 0 0 0 83 0 0 8 534
Forecasting economic time series using targeted predictors 2 4 25 882 5 9 92 2,253
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT 0 0 0 113 1 2 17 294
Imputation of Counterfactual Outcomes when the Errors are Predictable 0 0 0 2 0 1 9 17
Imputation of Counterfactual Outcomes when the Errors are Predictable: Rejoinder 0 0 0 1 0 1 6 10
Intergenerational Linkages in Consumption Behavior 0 0 1 51 0 3 18 234
Intergenerational Time Transfers and Childcare 0 0 0 158 0 3 23 665
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 0 0 1,132 5 6 59 3,243
Large Dimensional Factor Analysis 1 3 16 172 2 10 65 530
Latent Dirichlet Analysis of Categorical Survey Responses 0 0 1 9 1 3 11 34
Level and volatility factors in macroeconomic data 0 0 0 28 1 2 11 125
Looking for evidence of speculative stockholding in commodity markets 0 0 0 37 0 1 7 167
MEASUREMENT ERRORS IN DYNAMIC MODELS 0 1 1 18 0 1 8 71
Macro Factors in Bond Risk Premia 0 0 2 148 2 9 45 747
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 0 0 1 14 1 4 25 74
Measuring Uncertainty 5 8 29 452 9 24 155 1,961
Minimum Distance Estimation of Possibly Noninvertible Moving Average Models 0 0 0 4 0 0 9 39
PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION 0 0 1 103 1 2 19 277
PPP May not Hold Afterall: A Further Investigation 0 0 0 41 0 2 18 316
Panel cointegration with global stochastic trends 0 0 4 309 2 3 28 828
Principal components estimation and identification of static factors 2 2 3 180 5 9 37 632
Rank regularized estimation of approximate factor models 0 0 0 42 1 2 19 141
Review of Coint 2.0 0 0 0 279 0 2 7 721
Selecting Instrumental Variables in a Data Rich Environment 0 0 1 175 1 3 19 503
Simulated minimum distance estimation of dynamic models with errors-in-variables 0 0 0 16 0 1 19 168
THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN 0 0 0 2 0 1 12 27
Testing Cross-Section Correlation in Panel Data Using Spacings 0 0 0 141 0 1 12 481
Testing for ARCH in the presence of a possibly misspecified conditional mean 0 0 1 54 0 2 30 286
Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary 0 0 0 191 0 1 10 837
Testing for unit roots in flow data sampled at different frequencies 0 0 0 17 1 1 8 120
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 0 0 312 0 0 27 915
The ABC of simulation estimation with auxiliary statistics 0 0 1 8 0 2 18 86
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 40 0 1 17 365
The empirical risk-return relation: A factor analysis approach 0 1 4 422 6 9 27 1,123
Time series estimation of the dynamic effects of disaster-type shocks 0 0 2 11 1 2 28 54
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 0 1 17 94 5 17 91 323
Understanding and Comparing Factor-Based Forecasts 0 1 2 195 1 2 12 623
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties 0 0 0 355 0 2 23 1,046
Viewpoint: Boosting Recessions 1 1 3 115 1 2 22 350
Viewpoint: Boosting Recessions 0 0 1 7 0 0 13 42
Total Journal Articles 15 46 245 13,322 100 333 2,423 45,916

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 0 1 15 50
A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data 0 0 0 31 0 2 14 214
Variable Selection in Predictive Regressions 1 1 4 117 2 3 43 318
Total Chapters 1 1 4 153 2 6 72 582
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Statistics updated 2026-10-11