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 2 189 1 2 23 517
A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data 0 0 0 54 0 3 11 89
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 491 0 0 9 1,359
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 87 0 0 12 609
A Note on the Selection of Time Series Models 0 0 0 1,103 1 2 15 2,351
A PANIC Attack on Unit Roots and Cointegration 0 0 2 896 0 3 28 2,547
A Panic Attack on Unit Roots and Cointegration 0 0 0 158 2 3 33 1,127
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 2 4 23 2,321
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 0 298 0 1 15 2,762
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure 0 0 0 354 0 2 9 1,451
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 1 153 2 3 17 435
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 4 1 2 10 666
A Test for Conditional Symmetry in Time Series Models 0 0 1 471 1 3 17 2,038
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 0 1 17 0 1 26 102
Accounting for Trends in the Almost Ideal Demand System 0 0 0 615 0 1 10 2,501
Adjustment Costs and Factor Demands in Canadian Manufacturing Industries 0 0 0 0 0 0 5 287
Adjustment Costs and Factor Demands in Canadian Manufacturing Industries 0 0 0 0 0 0 4 150
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 1 1 30 2 3 12 49
An econometric perspective on algorithmic subsampling 0 0 1 1 1 1 11 15
Analysis of Vector Autoregressions in the Presence of Shifts in Mean 0 0 0 347 1 1 11 1,512
Approximate Factor Models with Weaker Loadings 0 0 1 63 2 2 21 85
Are More Data Always Better for Factor Analysis? 0 0 0 387 2 3 25 1,161
Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data 0 0 0 0 0 0 11 151
Boosting High Dimensional Predictive Regressions with Time Varying Parameters 0 0 0 62 0 0 13 83
COVID-19 and The Macroeconomic Effects of Costly Disasters 0 0 3 225 1 3 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 0 0 10 516
Constructing High Frequency Economic Indicators by Imputation 0 0 1 32 1 4 21 68
Demand Systems With Nonstationary Prices 1 1 1 339 1 2 12 1,163
Determining the Number of Factors in Approximate Factor Models 0 0 0 404 4 6 77 1,239
Determining the Number of Factors in Approximate Factor Models 1 2 14 1,481 4 10 104 4,841
Dynamic hierarchical factor models 0 0 1 183 5 6 25 677
Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators 0 0 0 386 1 1 15 2,402
Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators 0 0 0 15 0 1 16 106
Estimation and Inference by Stochastic Optimization: Three Examples 0 0 2 19 1 2 18 42
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 1 0 0 10 239
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 40 0 0 12 170
Estimation of DSGE Models When the Data are Persistent 0 0 0 143 0 1 16 443
Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties 0 0 0 40 0 0 19 170
Evaluating Latent and Observed Factors in Macroeconomics and Financ 0 0 1 541 1 1 21 1,392
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 0 0 2 9 191
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 157 1 2 13 1,110
Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation 0 0 0 21 1 2 8 145
Explaining the Persistence of Commodity Prices 0 0 0 708 0 0 15 3,922
Explaining the Persistence of Commodity Prices 0 0 0 111 4 7 22 451
FRED-MD: A Monthly Database for Macroeconomic Research 1 5 20 285 6 20 140 1,045
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 1 32 1 4 30 159
FRED-QD: A Quarterly Database for Macroeconomic Research 0 1 1 62 0 2 23 119
Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions 0 0 3 46 2 4 26 110
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 0 0 136 4 5 31 363
Forecasting Autoregressive Time Series in the Presence of Deterministic Components 0 0 0 25 0 1 9 116
Forecasting Dynamic Time Series in the Presence of Deterministic Components 0 0 0 443 0 2 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 7 222
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 2 14 0 0 9 19
Inference by Stochastic Optimization: A Free-Lunch Bootstrap 0 0 1 19 0 0 9 43
Intergenerational Linkages in Consumption Behavior 0 0 0 209 0 0 13 939
Intergenerational Linkages in Consumption Behavior 0 0 1 323 1 4 30 1,731
Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 0 5 1,971 1 7 69 6,140
Latent Dirichlet Analysis of Categorical Survey Expectations 0 0 0 5 1 1 9 39
Latent Dirichlet Analysis of Categorical Survey Responses 0 0 0 29 1 2 27 82
Least Squares Estimation Using Sketched Data with Heteroskedastic Errors 0 0 0 20 1 3 19 58
Level and Volatility Factors in Macroeconomic Data 0 0 0 52 0 1 17 98
Looking for Evidence of Speculative Stockholding in Commodity Markets 0 0 0 11 0 0 7 111
Looking for Evidence of Speculative Stockholding in Commodity Markets 0 0 0 0 0 0 6 145
Macro Factors in Bond Risk Premia 0 0 2 410 0 1 21 1,159
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 0 0 0 64 5 7 23 185
Measuring Uncertainty 1 2 8 211 1 4 42 900
Minimum Distance Estimation of Dynamic Models with Errors-In-Variables 0 0 0 22 0 1 12 114
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 2 4 20 173
Modeling Macroeconomic Variations after Covid-19 0 0 2 75 5 7 25 179
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 2 2 14 949
PPP May not Hold Afterall: A Further Investigation 0 0 0 18 0 0 11 342
Panel Cointegration with Global Stochastic Trends 0 0 0 471 0 0 18 1,068
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 12 1 2 8 196
Parametric and Nonparametric Approaches to Price and Tax Reform 0 0 0 0 0 0 8 454
Parametric and non-parametric approaches to price and tax reform 0 0 0 327 0 2 12 1,914
Principal Components and Regularized Estimation of Factor Models 0 0 3 87 0 0 32 207
Shock Restricted Structural Vector-Autoregressions 1 1 2 144 4 4 21 220
Simpler Proofs for Approximate Factor Models of Large Dimensions 0 1 3 55 2 3 16 81
Skewed Fluctuations and Propagation Through Production Networks 0 1 3 11 1 7 29 42
Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean 0 0 0 445 0 0 13 1,839
Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary 0 0 0 2 0 2 17 1,517
Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary 0 0 0 25 0 0 5 137
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 0 4 4,598 2 5 44 19,927
The ABC of Simulation Estimation with Auxiliary Statistics 0 0 0 6 2 2 16 47
The Economic Impact of Low- and High-Frequency Temperature Changes 0 0 4 9 2 3 26 38
The Empirical Risk-Return Relation: A Factor Analysis Approach 0 0 1 581 0 1 14 1,620
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 1 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 3 10 2 3 25 35
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 0 1 1 10 210
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 0 0 0 10 251
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 11 0 0 12 95
Time Series Estimation of the Dynamic Effects of Disaster-Type Shock 1 1 2 35 2 3 13 53
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 0 0 1 211 4 7 28 714
Understanding and Comparing Factor-Based Forecasts 0 0 0 200 3 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 3 15 1,036
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 0 1 260 0 0 14 698
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 0 68 0 0 9 297
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 0 1 0 1 9 362
Total Working Papers 6 16 108 24,611 102 226 2,133 103,295

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 0 0 10 654
A PANIC Attack on Unit Roots and Cointegration 0 1 2 1,045 2 6 46 3,148
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 0 0 10 130
A consistent test for conditional symmetry in time series models 0 0 0 58 0 2 14 230
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 117 0 1 24 364
A hierarchical factor analysis of U.S. housing market dynamics 0 0 1 4 1 2 5 59
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 1 3 351 1 4 26 791
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 0 0 7 270
An Econometric Perspective on Algorithmic Subsampling 0 0 0 4 2 2 10 33
Approximate factor models with weaker loadings 1 1 2 5 3 8 46 63
Are more data always better for factor analysis? 0 0 1 483 1 6 46 1,529
Boosting diffusion indices 0 0 0 114 1 2 17 429
Boosting high dimensional predictive regressions with time varying parameters 0 0 0 13 1 2 22 68
COVID-19 and the Costs of Deadly Disasters 0 0 2 33 1 1 14 77
Can sticky prices account for the variations and persistence in real exchange rates? 0 1 1 38 0 1 3 125
Commodity Prices, Convenience Yields, and Inflation 0 0 3 122 0 4 30 472
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions 0 1 3 202 2 8 40 766
Constructing Common Factors from Continuous and Categorical Data 0 0 0 3 0 0 5 48
Constructing high frequency economic indicators by imputation 0 0 5 6 0 1 22 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 6 24 120 5,159
Determining the Number of Primitive Shocks in Factor Models 0 0 0 383 0 4 20 881
Dynamic Hierarchical Factor Model 1 2 4 161 4 6 38 795
Dynamic Identification of Dynamic Stochastic General Equilibrium Models 0 0 1 103 1 4 33 377
ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES 0 0 0 14 0 0 12 143
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 3 7 64
Editors’ Report 2009 0 0 0 6 1 1 12 65
Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators 0 0 0 98 0 0 11 394
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 0 1 13 513
Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown 0 0 0 35 2 8 32 200
Evaluating latent and observed factors in macroeconomics and finance 0 0 3 373 1 4 35 920
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 1 2 2 11 529
Explaining the Persistence of Commodity Prices 0 0 1 145 2 4 16 488
Extremum Estimation when the Predictors are Estimated from Large Panels 0 0 0 41 2 4 26 282
FRED-MD: A Monthly Database for Macroeconomic Research 4 23 93 487 14 83 299 1,574
FRED-QD: A Quarterly Database for Macroeconomic Research 0 1 9 68 7 18 141 581
Factor-based imputation of missing values and covariances in panel data of large dimensions 0 0 1 7 0 2 14 53
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 0 0 269 2 4 31 867
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 1 6 24 880 3 15 93 2,248
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT 0 0 1 113 0 3 17 293
Imputation of Counterfactual Outcomes when the Errors are Predictable 0 0 1 2 1 1 10 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 2 3 18 234
Intergenerational Time Transfers and Childcare 0 0 0 158 1 4 23 665
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 0 0 1,132 0 3 55 3,238
Large Dimensional Factor Analysis 2 5 16 171 5 15 93 528
Latent Dirichlet Analysis of Categorical Survey Responses 0 0 1 9 0 2 10 33
Level and volatility factors in macroeconomic data 0 0 0 28 1 1 11 124
Looking for evidence of speculative stockholding in commodity markets 0 0 0 37 0 1 7 167
MEASUREMENT ERRORS IN DYNAMIC MODELS 1 1 1 18 1 1 8 71
Macro Factors in Bond Risk Premia 0 0 2 148 2 9 44 745
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 0 0 1 14 2 4 24 73
Measuring Uncertainty 1 5 28 447 5 27 160 1,952
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 1 19 276
PPP May not Hold Afterall: A Further Investigation 0 0 0 41 2 2 18 316
Panel cointegration with global stochastic trends 0 0 5 309 1 3 27 826
Principal components estimation and identification of static factors 0 1 1 178 1 10 32 627
Rank regularized estimation of approximate factor models 0 0 0 42 0 3 18 140
Review of Coint 2.0 0 0 0 279 1 2 7 721
Selecting Instrumental Variables in a Data Rich Environment 0 0 2 175 1 2 19 502
Simulated minimum distance estimation of dynamic models with errors-in-variables 0 0 0 16 0 1 20 168
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 1 2 12 481
Testing for ARCH in the presence of a possibly misspecified conditional mean 0 0 1 54 0 2 31 286
Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary 0 0 0 191 1 1 10 837
Testing for unit roots in flow data sampled at different frequencies 0 0 0 17 0 0 7 119
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 0 0 312 0 1 27 915
The ABC of simulation estimation with auxiliary statistics 0 0 1 8 1 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 1 1 4 422 2 3 22 1,117
Time series estimation of the dynamic effects of disaster-type shocks 0 0 3 11 0 1 29 53
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 0 2 19 94 4 15 91 318
Understanding and Comparing Factor-Based Forecasts 1 1 2 195 1 1 11 622
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties 0 0 0 355 0 4 23 1,046
Viewpoint: Boosting Recessions 0 0 1 7 0 0 13 42
Viewpoint: Boosting Recessions 0 0 2 114 0 1 21 349
Total Journal Articles 13 53 256 13,307 99 374 2,452 45,816

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 1 1 15 50
A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data 0 0 0 31 2 2 14 214
Variable Selection in Predictive Regressions 0 0 3 116 1 2 41 316
Total Chapters 0 0 3 152 4 5 70 580
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