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 0 2 184 3 5 19 481
A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data 0 0 1 54 0 0 2 75
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 490 0 0 2 1,347
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 87 1 3 3 595
A Note on the Selection of Time Series Models 0 2 2 1,103 0 2 3 2,334
A PANIC Attack on Unit Roots and Cointegration 0 1 1 893 4 6 29 2,504
A Panic Attack on Unit Roots and Cointegration 0 0 0 158 1 5 7 1,080
A Semi-Parametric Factor Model for Interest Rates 0 0 0 10 0 0 0 255
A Semi-Parametric Factor Model for Interest Rates 0 0 0 347 0 0 2 2,296
A Semi-Parametric Factor Model for Interest Rates 0 0 0 0 0 0 1 765
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure 0 0 0 298 0 0 1 2,743
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure 0 0 0 354 0 0 0 1,438
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 1 152 0 1 4 417
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 4 0 0 1 656
A Test for Conditional Symmetry in Time Series Models 0 0 1 468 1 2 4 2,018
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 0 2 11 0 0 6 68
Accounting for Trends in the Almost Ideal Demand System 0 0 0 615 0 0 0 2,487
Adjustment Costs and Factor Demands in Canadian Manufacturing Industries 0 0 0 0 0 0 0 280
Adjustment Costs and Factor Demands in Canadian Manufacturing Industries 0 0 0 0 0 0 0 146
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 0 0 0 0 0 0 1,244
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 0 0 76 0 0 2 365
An Econometric Perspective on Algorithmic Subsampling 0 0 0 28 0 0 1 33
An econometric perspective on algorithmic subsampling 0 0 0 0 0 0 1 4
Analysis of Vector Autoregressions in the Presence of Shifts in Mean 0 0 1 346 0 0 1 1,497
Approximate Factor Models with Weaker Loadings 0 1 9 60 0 2 18 48
Are More Data Always Better for Factor Analysis? 0 0 1 382 2 2 9 1,122
Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data 0 0 0 0 0 0 0 138
Boosting High Dimensional Predictive Regressions with Time Varying Parameters 0 0 1 61 0 0 2 66
COVID-19 and The Macroeconomic Effects of Costly Disasters 0 1 7 209 2 8 46 678
Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates? 0 0 0 66 0 0 0 344
Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor 0 0 0 219 0 1 1 501
Demand Systems With Nonstationary Prices 0 1 1 338 1 2 3 1,150
Determining the Number of Factors in Approximate Factor Models 0 1 4 1,440 2 10 57 4,646
Determining the Number of Factors in Approximate Factor Models 0 1 6 399 0 3 17 1,142
Dynamic hierarchical factor models 1 1 1 176 3 4 15 632
Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators 0 0 0 385 0 0 2 2,380
Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators 0 0 0 13 0 0 2 87
Estimation and Inference by Stochastic Optimization: Three Examples 0 1 1 17 0 1 2 19
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 1 0 0 1 227
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 40 0 0 1 158
Estimation of DSGE Models When the Data are Persistent 0 0 0 142 0 2 5 420
Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties 0 0 1 39 1 1 2 149
Evaluating Latent and Observed Factors in Macroeconomics and Financ 0 2 7 540 0 3 13 1,364
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 0 0 1 1 179
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 156 0 1 3 1,094
Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation 0 0 0 21 0 0 1 136
Explaining the Persistence of Commodity Prices 0 0 0 708 0 0 0 3,904
Explaining the Persistence of Commodity Prices 0 0 0 111 0 0 2 426
FRED-MD: A Monthly Database for Macroeconomic Research 5 13 37 227 15 44 154 723
FRED-QD: A Quarterly Database for Macroeconomic Research 0 1 4 58 2 3 14 79
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 5 26 4 10 30 102
Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions 2 2 4 40 2 2 11 73
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 1 4 133 1 2 11 321
Forecasting Autoregressive Time Series in the Presence of Deterministic Components 0 0 0 25 0 0 0 107
Forecasting Dynamic Time Series in the Presence of Deterministic Components 0 0 0 441 0 0 33 2,018
How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis 0 0 0 0 0 0 2 235
How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis 0 0 0 40 0 0 3 212
How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis 0 0 0 175 0 0 3 1,296
Inference by Stochastic Optimization: A Free-Lunch Bootstrap 0 0 0 18 0 0 1 30
Intergenerational Linkages in Consumption Behavior 0 0 0 209 0 1 4 922
Intergenerational Linkages in Consumption Behavior 0 0 0 321 1 1 2 1,695
Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 1 1 1,959 1 5 11 6,037
Latent Dirichlet Analysis of Categorical Survey Expectations 0 0 1 4 0 0 3 22
Latent Dirichlet Analysis of Categorical Survey Responses 0 0 1 29 0 1 4 51
Least Squares Estimation Using Sketched Data with Heteroskedastic Errors 0 1 2 20 0 2 4 34
Level and Volatility Factors in Macroeconomic Data 0 0 1 50 0 0 2 75
Looking for Evidence of Speculative Stockholding in Commodity Markets 0 0 0 11 0 2 3 103
Looking for Evidence of Speculative Stockholding in Commodity Markets 0 0 0 0 0 0 0 138
Macro Factors in Bond Risk Premia 0 2 4 405 0 6 14 1,126
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 1 1 4 62 2 2 19 150
Measuring Uncertainty 0 3 9 195 1 8 54 813
Minimum Distance Estimation of Dynamic Models with Errors-In-Variables 0 0 0 22 0 0 1 100
Minimum distance estimation of possibly non-invertible moving average models 0 0 0 42 1 1 2 90
Modeling Macroeconomic Variations After COVID-19 0 0 2 47 0 1 5 124
Modeling Macroeconomic Variations after Covid-19 0 3 5 62 3 11 34 114
Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent 0 0 0 1 0 0 1 260
Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent 0 0 1 32 0 0 2 131
Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data 0 0 0 67 2 2 4 83
PPP May not Hold After all: A Further Investigation 0 0 0 278 0 0 0 932
PPP May not Hold Afterall: A Further Investigation 0 0 0 17 1 1 11 322
Panel Cointegration with Global Stochastic Trends 0 0 1 470 0 1 8 1,040
Parametric and Non-Parametric Approaches to Price and Tax Reform 0 0 0 120 0 0 0 924
Parametric and Nonparametric Approaches to Price and Tax Reform 0 0 0 0 0 0 0 445
Parametric and Nonparametric Approaches to Price and Tax Reform 0 0 0 12 0 0 0 187
Parametric and non-parametric approaches to price and tax reform 0 0 0 327 1 1 2 1,902
Principal Components and Regularized Estimation of Factor Models 0 0 0 82 0 0 6 166
Shock Restricted Structural Vector-Autoregressions 0 0 0 139 0 1 6 185
Simpler Proofs for Approximate Factor Models of Large Dimensions 0 0 1 49 1 2 7 55
Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean 0 0 0 445 0 0 1 1,823
Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary 0 0 0 25 1 1 1 128
Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary 0 0 0 2 1 1 1 1,493
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 0 3 4,587 1 6 20 19,859
The ABC of Simulation Estimation with Auxiliary Statistics 0 0 0 6 0 0 3 27
The Empirical Risk-Return Relation: A Factor Analysis Approach 0 0 1 579 1 3 5 1,598
The Empirical Risk-Return Relation: a factor analysis approach 0 0 1 276 0 1 6 787
The Exact Error in Estimating the Special Density at the Origin 0 0 0 0 0 0 1 335
The Exact Error in Estimating the Special Density at the Origin 0 0 0 22 0 0 0 83
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 0 0 0 0 240
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 11 0 0 0 83
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 0 0 0 0 198
Time Series Estimation of the Dynamic Effects of Disaster-Type Shock 0 0 3 33 0 0 8 33
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 0 1 6 205 2 5 26 659
Understanding and Comparing Factor-Based Forecasts 0 0 0 199 0 0 3 522
Understanding and Comparing Factor-Based Forecasts 0 0 0 97 0 0 1 282
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 0 0 258 0 1 1 682
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 0 0 1 0 1 4 1,017
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 0 1 0 0 2 347
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 0 68 0 0 3 283
Total Working Papers 9 41 151 24,231 65 194 849 100,039


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 4 5 253 1 7 11 633
A PANIC Attack on Unit Roots and Cointegration 0 0 0 1,033 2 5 13 3,064
A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure 0 0 0 71 0 0 0 331
A Simple Test for Nonstationarity in Mixed Panels 0 0 1 27 0 0 3 117
A consistent test for conditional symmetry in time series models 0 0 1 57 1 1 3 209
A hierarchical factor analysis of U.S. housing market dynamics 0 1 1 116 0 1 7 335
A hierarchical factor analysis of U.S. housing market dynamics 0 0 2 2 0 1 7 50
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 0 9 342 0 1 25 744
AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS 0 0 0 81 0 0 0 201
ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN 0 0 2 74 0 1 3 258
An Econometric Perspective on Algorithmic Subsampling 0 0 1 2 0 3 6 19
Are more data always better for factor analysis? 1 2 16 466 6 14 57 1,438
Boosting diffusion indices 1 2 3 110 1 3 7 401
Boosting high dimensional predictive regressions with time varying parameters 0 0 4 11 1 1 6 39
COVID-19 and the Costs of Deadly Disasters 0 1 3 30 0 2 7 55
Can sticky prices account for the variations and persistence in real exchange rates? 0 0 0 37 0 0 1 121
Commodity Prices, Convenience Yields, and Inflation 1 2 5 114 4 6 19 412
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions 0 0 3 196 1 1 11 717
Constructing Common Factors from Continuous and Categorical Data 0 0 1 3 0 0 1 34
Demand Systems with Nonstationary Prices 0 0 0 49 1 1 2 253
Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers 0 0 0 14 0 0 0 136
Determining the Number of Factors in Approximate Factor Models 0 0 0 1,297 5 22 97 4,965
Determining the Number of Primitive Shocks in Factor Models 0 1 6 381 0 2 12 853
Dynamic Hierarchical Factor Model 0 2 10 145 1 4 26 720
Dynamic Identification of Dynamic Stochastic General Equilibrium Models 0 1 2 101 0 1 2 338
ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES 0 0 0 14 0 0 2 130
Editors' Report 2006 0 0 1 3 0 0 2 52
Editors' Report 2007 0 0 0 11 0 0 1 65
Editors' Report 2008 1 1 1 8 1 1 1 55
Editors’ Report 2009 0 0 0 6 0 0 0 52
Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators 1 1 2 93 1 1 10 373
Estimation and Inference by Stochastic Optimization: Three Examples 0 0 0 0 0 0 1 12
Estimation and inference in nearly unbalanced nearly cointegrated systems 0 0 0 90 0 0 2 281
Estimation of DSGE models when the data are persistent 0 0 2 118 0 0 3 494
Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown 0 0 2 30 0 2 8 156
Evaluating latent and observed factors in macroeconomics and finance 0 5 12 357 0 8 22 841
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 1 0 0 2 515
Explaining the Persistence of Commodity Prices 0 1 1 143 0 1 1 463
Extremum Estimation when the Predictors are Estimated from Large Panels 0 1 2 41 0 2 5 253
FRED-MD: A Monthly Database for Macroeconomic Research 11 42 126 256 30 104 315 830
FRED-QD: A Quarterly Database for Macroeconomic Research 5 8 14 30 18 44 129 252
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 1 5 262 0 2 10 812
Forecasting autoregressive time series in the presence of deterministic components 0 0 0 83 0 0 0 525
Forecasting economic time series using targeted predictors 5 13 60 776 15 39 163 1,933
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT 0 1 4 107 1 2 8 263
Intergenerational Linkages in Consumption Behavior 0 0 0 47 0 0 2 205
Intergenerational Time Transfers and Childcare 0 0 1 154 2 5 12 621
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 0 0 1,132 1 6 20 3,159
Large Dimensional Factor Analysis 1 6 16 127 2 9 37 357
Latent Dirichlet Analysis of Categorical Survey Responses 0 0 3 4 0 1 8 12
Level and volatility factors in macroeconomic data 0 1 1 28 0 1 3 106
Looking for evidence of speculative stockholding in commodity markets 0 0 0 37 0 0 0 158
MEASUREMENT ERRORS IN DYNAMIC MODELS 0 0 0 17 0 0 0 62
Macro Factors in Bond Risk Premia 0 6 14 134 0 18 49 651
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 0 1 4 7 1 3 11 23
Measuring Uncertainty 3 10 35 371 12 45 170 1,573
Minimum Distance Estimation of Possibly Noninvertible Moving Average Models 0 0 0 4 0 0 1 28
PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION 0 0 1 100 1 1 2 251
PPP May not Hold Afterall: A Further Investigation 0 0 0 41 1 2 11 296
Panel cointegration with global stochastic trends 0 1 6 298 1 5 22 785
Principal components estimation and identification of static factors 0 2 16 168 2 12 41 571
Rank regularized estimation of approximate factor models 0 1 2 34 1 2 10 106
Review of Coint 2.0 0 0 0 279 0 0 0 714
Selecting Instrumental Variables in a Data Rich Environment 0 0 0 173 0 0 0 481
Simulated minimum distance estimation of dynamic models with errors-in-variables 0 0 0 16 0 0 3 142
THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN 1 1 1 2 1 1 2 13
Testing Cross-Section Correlation in Panel Data Using Spacings 0 0 1 141 0 0 1 467
Testing for ARCH in the presence of a possibly misspecified conditional mean 0 0 3 52 1 2 6 244
Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary 0 0 0 191 0 0 0 826
Testing for unit roots in flow data sampled at different frequencies 0 0 0 17 0 0 0 107
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 1 4 307 3 5 17 865
The ABC of simulation estimation with auxiliary statistics 0 0 0 7 1 2 7 65
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 39 0 0 1 346
The empirical risk-return relation: A factor analysis approach 0 0 7 414 2 5 29 1,047
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 0 4 18 38 5 11 47 111
Understanding and Comparing Factor-Based Forecasts 0 1 3 187 0 1 9 591
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties 0 2 8 347 2 4 18 992
Viewpoint: Boosting Recessions 2 3 9 109 2 4 17 306
Viewpoint: Boosting Recessions 0 0 0 6 0 0 1 25
Total Journal Articles 33 130 460 12,469 131 428 1,568 41,106


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 3 0 0 2 31
A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data 0 0 0 30 0 2 10 187
Variable Selection in Predictive Regressions 0 0 5 106 0 1 11 259
Total Chapters 0 0 5 139 0 3 23 477
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Statistics updated 2024-02-04