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 1 187 0 1 9 494
A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data 0 0 0 54 0 1 2 78
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 490 0 0 1 1,348
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 87 0 1 2 597
A Note on the Selection of Time Series Models 0 0 0 1,103 0 0 2 2,336
A PANIC Attack on Unit Roots and Cointegration 0 0 1 894 0 2 11 2,519
A Panic Attack on Unit Roots and Cointegration 0 0 0 158 0 1 9 1,093
A Semi-Parametric Factor Model for Interest Rates 0 0 0 10 0 0 1 256
A Semi-Parametric Factor Model for Interest Rates 0 0 0 347 0 0 1 2,297
A Semi-Parametric Factor Model for Interest Rates 0 0 0 0 0 0 2 767
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure 0 0 0 298 0 0 0 2,743
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure 0 0 0 354 1 1 2 1,441
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 4 0 0 0 656
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 152 0 0 0 417
A Test for Conditional Symmetry in Time Series Models 0 0 0 470 0 0 0 2,020
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 1 4 16 0 2 5 76
Accounting for Trends in the Almost Ideal Demand System 0 0 0 615 1 1 2 2,490
Adjustment Costs and Factor Demands in Canadian Manufacturing Industries 0 0 0 0 0 0 0 146
Adjustment Costs and Factor Demands in Canadian Manufacturing Industries 0 0 0 0 0 0 0 281
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 0 0 76 0 0 7 372
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 0 0 0 0 0 0 1,244
An Econometric Perspective on Algorithmic Subsampling 0 0 1 29 0 1 2 37
An econometric perspective on algorithmic subsampling 0 0 0 0 0 0 0 4
Analysis of Vector Autoregressions in the Presence of Shifts in Mean 0 0 1 347 0 0 2 1,499
Approximate Factor Models with Weaker Loadings 0 0 1 61 0 1 6 61
Are More Data Always Better for Factor Analysis? 0 1 2 387 1 4 9 1,135
Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data 0 0 0 0 0 1 2 140
Boosting High Dimensional Predictive Regressions with Time Varying Parameters 0 0 1 62 0 1 2 68
COVID-19 and The Macroeconomic Effects of Costly Disasters 0 1 6 221 2 3 23 720
Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates? 0 0 0 66 0 0 1 346
Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor 0 0 1 220 1 1 4 506
Constructing High Frequency Economic Indicators by Imputation 0 0 2 29 2 3 8 41
Demand Systems With Nonstationary Prices 0 0 0 338 0 0 1 1,151
Determining the Number of Factors in Approximate Factor Models 2 7 20 1,464 7 19 62 4,725
Determining the Number of Factors in Approximate Factor Models 1 2 5 404 1 2 13 1,162
Dynamic hierarchical factor models 2 2 3 182 2 3 11 650
Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators 0 0 1 386 0 0 3 2,386
Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators 0 0 1 15 0 0 1 89
Estimation and Inference by Stochastic Optimization: Three Examples 0 0 0 17 0 0 1 22
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 40 0 0 0 158
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 1 0 0 2 229
Estimation of DSGE Models When the Data are Persistent 1 1 1 143 1 1 6 427
Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties 0 0 1 40 0 0 1 151
Evaluating Latent and Observed Factors in Macroeconomics and Financ 0 0 0 540 0 0 3 1,371
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 157 0 0 1 1,096
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 0 0 0 0 181
Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation 0 0 0 21 0 0 0 136
Explaining the Persistence of Commodity Prices 0 0 0 111 0 0 2 429
Explaining the Persistence of Commodity Prices 0 0 0 708 0 0 0 3,907
FRED-MD: A Monthly Database for Macroeconomic Research 2 8 20 258 7 27 91 884
FRED-QD: A Quarterly Database for Macroeconomic Research 0 0 1 60 0 2 7 95
FRED-QD: A Quarterly Database for Macroeconomic Research 0 1 4 31 1 2 16 128
Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions 0 1 1 42 0 1 4 81
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 0 1 136 0 0 5 331
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 1 1 2 443 1 2 4 2,022
How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis 0 0 0 0 0 0 1 236
How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis 0 0 0 40 0 0 3 215
How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis 0 0 0 175 0 0 2 1,302
Imputation of Counterfactual Outcomes when the Errors are Predictable 0 0 0 12 0 0 3 10
Inference by Stochastic Optimization: A Free-Lunch Bootstrap 0 0 0 18 0 0 2 33
Intergenerational Linkages in Consumption Behavior 0 0 0 209 0 1 2 926
Intergenerational Linkages in Consumption Behavior 0 0 0 322 2 4 5 1,701
Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 1 6 1,966 0 6 19 6,069
Latent Dirichlet Analysis of Categorical Survey Expectations 0 0 1 5 0 0 4 28
Latent Dirichlet Analysis of Categorical Survey Responses 0 0 0 29 0 0 0 53
Least Squares Estimation Using Sketched Data with Heteroskedastic Errors 0 0 0 20 1 1 2 38
Level and Volatility Factors in Macroeconomic Data 0 0 1 52 0 0 3 80
Looking for Evidence of Speculative Stockholding in Commodity Markets 0 0 0 11 0 0 0 103
Looking for Evidence of Speculative Stockholding in Commodity Markets 0 0 0 0 0 0 1 139
Macro Factors in Bond Risk Premia 0 1 3 408 1 3 8 1,137
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 0 0 0 64 2 2 6 161
Measuring Uncertainty 0 1 5 203 0 2 28 853
Minimum Distance Estimation of Dynamic Models with Errors-In-Variables 0 0 0 22 0 1 2 102
Minimum distance estimation of possibly non-invertible moving average models 0 0 0 42 0 0 1 91
Modeling Macroeconomic Variations After COVID-19 0 2 7 57 5 8 19 147
Modeling Macroeconomic Variations after Covid-19 0 0 5 72 3 7 19 151
Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent 0 0 0 1 0 0 1 261
Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent 0 0 1 33 0 0 2 134
Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data 0 0 0 67 1 1 1 84
PPP May not Hold After all: A Further Investigation 0 0 0 278 0 0 2 935
PPP May not Hold Afterall: A Further Investigation 0 0 1 18 0 0 5 331
Panel Cointegration with Global Stochastic Trends 0 0 1 471 1 2 6 1,048
Parametric and Non-Parametric Approaches to Price and Tax Reform 0 0 0 120 0 0 3 927
Parametric and Nonparametric Approaches to Price and Tax Reform 0 0 0 0 0 1 1 446
Parametric and Nonparametric Approaches to Price and Tax Reform 0 0 0 12 0 0 1 188
Parametric and non-parametric approaches to price and tax reform 0 0 0 327 0 0 0 1,902
Principal Components and Regularized Estimation of Factor Models 0 1 2 84 2 4 6 175
Shock Restricted Structural Vector-Autoregressions 0 0 1 142 1 1 7 199
Simpler Proofs for Approximate Factor Models of Large Dimensions 0 1 2 52 1 2 7 65
Skewed Fluctuations and Propagation Through Production Networks 1 6 6 6 3 9 9 9
Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean 0 0 0 445 0 0 2 1,825
Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary 0 0 0 2 0 0 2 1,499
Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary 0 0 0 25 0 0 1 132
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 1 4 4,593 1 4 14 19,878
The ABC of Simulation Estimation with Auxiliary Statistics 0 0 0 6 1 1 2 30
The Economic Impact of Low- and High-Frequency Temperature Changes 0 0 0 0 1 1 1 1
The Empirical Risk-Return Relation: A Factor Analysis Approach 0 0 0 580 0 0 4 1,605
The Empirical Risk-Return Relation: a factor analysis approach 1 1 2 278 1 2 5 794
The Exact Error in Estimating the Special Density at the Origin 0 0 0 0 0 1 3 338
The Exact Error in Estimating the Special Density at the Origin 0 0 0 22 0 0 0 83
The Return of Adaptation to Extreme Weather 2 2 2 2 5 5 5 5
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 0 0 0 1 241
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 0 0 0 2 200
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 0 11 0 0 0 83
Time Series Estimation of the Dynamic Effects of Disaster-Type Shock 0 0 0 33 0 2 4 38
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 0 0 4 210 0 0 18 684
Understanding and Comparing Factor-Based Forecasts 0 0 0 97 0 1 2 284
Understanding and Comparing Factor-Based Forecasts 0 0 1 200 0 0 2 524
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 0 0 259 0 0 0 683
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 0 0 1 1 1 2 1,021
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 0 68 0 0 4 287
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 0 1 1 1 5 353
Total Working Papers 13 43 137 24,470 62 158 609 101,013


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 1 5 260 0 1 7 644
A PANIC Attack on Unit Roots and Cointegration 0 0 9 1,042 0 4 25 3,101
A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure 0 0 0 71 0 1 2 333
A Simple Test for Nonstationarity in Mixed Panels 0 0 0 27 0 0 0 118
A consistent test for conditional symmetry in time series models 0 1 1 58 0 3 5 216
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 3 0 1 2 54
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 117 0 0 2 339
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 1 2 6 348 1 4 12 762
AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS 0 0 1 82 0 0 2 203
ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN 0 0 3 77 0 0 3 262
An Econometric Perspective on Algorithmic Subsampling 0 0 2 4 0 0 3 22
Approximate factor models with weaker loadings 0 0 2 3 1 1 11 16
Are more data always better for factor analysis? 1 6 11 482 3 13 30 1,483
Boosting diffusion indices 0 1 2 114 0 1 6 411
Boosting high dimensional predictive regressions with time varying parameters 0 1 1 13 1 3 5 46
COVID-19 and the Costs of Deadly Disasters 0 0 0 31 0 0 7 63
Can sticky prices account for the variations and persistence in real exchange rates? 0 0 0 37 0 0 1 122
Commodity Prices, Convenience Yields, and Inflation 0 0 5 119 0 2 18 438
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions 0 0 3 199 0 0 3 725
Constructing Common Factors from Continuous and Categorical Data 0 0 0 3 0 0 4 40
Constructing high frequency economic indicators by imputation 1 1 1 1 2 2 3 3
Demand Systems with Nonstationary Prices 0 0 1 50 2 2 4 257
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 2 4 34 5,030
Determining the Number of Primitive Shocks in Factor Models 0 0 1 383 0 2 6 860
Dynamic Hierarchical Factor Model 1 2 5 157 1 3 22 755
Dynamic Identification of Dynamic Stochastic General Equilibrium Models 0 0 1 102 1 2 4 342
ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES 0 0 0 14 0 0 1 131
Editors' Report 2006 0 0 0 3 0 0 1 53
Editors' Report 2007 0 0 0 11 0 0 0 65
Editors' Report 2008 0 0 0 8 0 0 1 56
Editors’ Report 2009 0 0 0 6 0 0 1 53
Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators 0 0 3 98 0 0 5 383
Estimation and Inference by Stochastic Optimization: Three Examples 0 0 0 1 0 2 2 16
Estimation and inference in nearly unbalanced nearly cointegrated systems 0 0 0 90 0 0 1 284
Estimation of DSGE models when the data are persistent 0 0 1 121 2 2 3 500
Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown 0 0 3 35 1 1 7 168
Evaluating latent and observed factors in macroeconomics and finance 0 0 5 368 0 5 27 882
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 1 0 0 0 515
Explaining the Persistence of Commodity Prices 0 0 1 144 2 2 7 471
Extremum Estimation when the Predictors are Estimated from Large Panels 0 0 0 41 1 2 3 256
FRED-MD: A Monthly Database for Macroeconomic Research 5 16 80 376 23 73 256 1,228
FRED-QD: A Quarterly Database for Macroeconomic Research 1 6 16 59 6 31 115 421
Factor-based imputation of missing values and covariances in panel data of large dimensions 0 1 2 6 2 4 9 37
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 2 3 269 1 6 16 834
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 4 14 35 850 19 44 117 2,130
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT 0 1 4 112 0 2 8 275
Imputation of Counterfactual Outcomes when the Errors are Predictable 0 0 1 1 0 1 6 6
Imputation of Counterfactual Outcomes when the Errors are Predictable: Rejoinder 0 0 1 1 1 1 3 3
Intergenerational Linkages in Consumption Behavior 1 2 2 50 1 2 6 213
Intergenerational Time Transfers and Childcare 0 1 2 158 1 3 9 642
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 0 0 1,132 1 6 11 3,183
Large Dimensional Factor Analysis 0 0 23 153 5 11 55 425
Latent Dirichlet Analysis of Categorical Survey Responses 0 0 2 7 0 0 4 18
Level and volatility factors in macroeconomic data 0 0 0 28 0 1 5 111
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 1 2 9 146 1 12 40 698
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 1 1 5 13 2 5 15 44
Measuring Uncertainty 2 7 32 416 16 38 134 1,764
Minimum Distance Estimation of Possibly Noninvertible Moving Average Models 0 0 0 4 0 0 2 30
PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION 0 1 2 102 0 2 5 256
PPP May not Hold Afterall: A Further Investigation 0 0 0 41 0 0 1 297
Panel cointegration with global stochastic trends 0 0 1 304 0 1 4 796
Principal components estimation and identification of static factors 0 1 5 176 1 4 13 591
Rank regularized estimation of approximate factor models 0 1 2 40 0 2 6 118
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 1 2 483
Simulated minimum distance estimation of dynamic models with errors-in-variables 0 0 0 16 0 0 3 145
THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN 0 0 0 2 0 0 1 14
Testing Cross-Section Correlation in Panel Data Using Spacings 0 0 0 141 1 1 2 469
Testing for ARCH in the presence of a possibly misspecified conditional mean 0 0 0 53 0 0 4 250
Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary 0 0 0 191 0 0 1 827
Testing for unit roots in flow data sampled at different frequencies 0 0 0 17 0 0 3 110
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 0 2 311 0 2 11 887
The ABC of simulation estimation with auxiliary statistics 0 0 0 7 1 1 2 67
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information 0 0 1 40 0 0 1 347
The empirical risk-return relation: A factor analysis approach 0 0 1 418 1 5 23 1,093
Time series estimation of the dynamic effects of disaster-type shocks 1 2 2 6 2 3 8 18
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 1 3 23 71 5 12 73 212
Understanding and Comparing Factor-Based Forecasts 0 0 2 193 0 0 12 609
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties 0 2 5 354 1 4 20 1,020
Viewpoint: Boosting Recessions 1 2 3 112 2 9 21 328
Viewpoint: Boosting Recessions 0 0 0 6 0 0 2 29
Total Journal Articles 22 80 339 13,006 113 350 1,309 43,101


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 2 5 1 1 4 35
A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data 0 0 1 31 0 3 9 196
Variable Selection in Predictive Regressions 0 2 4 113 2 4 9 274
Total Chapters 0 2 7 149 3 8 22 505
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Statistics updated 2025-07-04