Serena Ng

Affiliations: 
Economics Columbia University, New York, NY 
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"Serena Ng"
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Publications

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McCracken MW, Ng S. (2016) FRED-MD: A Monthly Database for Macroeconomic Research Journal of Business and Economic Statistics. 34: 574-589
Ng S. (2015) Constructing Common Factors from Continuous and Categorical Data Econometric Reviews. 34: 1141-1171
Komunjer I, Ng S. (2014) Measurement errors in dynamic models Econometric Theory. 30: 150-175
Ng S, Wright JH. (2013) Facts and challenges from the great recession for forecasting and macroeconomic modeling Journal of Economic Literature. 51: 1121-1154
Gorodnichenko Y, Mikusheva A, Ng S. (2012) Estimators for persistent and possibly nonstationary data with classical properties Econometric Theory. 28: 1003-1036
Komunjer I, Ng S. (2011) Dynamic identification of dynamic stochastic general equilibrium models Econometrica. 79: 1995-2032
Gorodnichenko Y, Ng S. (2010) Estimation of DSGE models when the data are persistent Journal of Monetary Economics. 57: 325-340
Ludvigson SC, Ng S. (2009) Macro factors in bond risk premia Review of Financial Studies. 22: 5027-5067
Ng S. (2008) A simple test for nonstationarity in mixed panels Journal of Business and Economic Statistics. 26: 113-127
Ludvigson SC, Ng S. (2007) The empirical risk-return relation: A factor analysis approach Journal of Financial Economics. 83: 171-222
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