Serena Ng - Publications

Affiliations: 
Economics Columbia University, New York, NY 

25 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2016 McCracken MW, Ng S. FRED-MD: A Monthly Database for Macroeconomic Research Journal of Business and Economic Statistics. 34: 574-589. DOI: 10.1080/07350015.2015.1086655  1
2015 Ng S. Constructing Common Factors from Continuous and Categorical Data Econometric Reviews. 34: 1141-1171. DOI: 10.1080/07474938.2014.956625  1
2014 Komunjer I, Ng S. Measurement errors in dynamic models Econometric Theory. 30: 150-175. DOI: 10.1017/S0266466613000157  1
2013 Ng S, Wright JH. Facts and challenges from the great recession for forecasting and macroeconomic modeling Journal of Economic Literature. 51: 1121-1154. DOI: 10.1257/Jel.51.4.1120  1
2012 Gorodnichenko Y, Mikusheva A, Ng S. Estimators for persistent and possibly nonstationary data with classical properties Econometric Theory. 28: 1003-1036. DOI: 10.1017/S0266466612000035  1
2011 Komunjer I, Ng S. Dynamic identification of dynamic stochastic general equilibrium models Econometrica. 79: 1995-2032. DOI: 10.3982/Ecta8916  1
2010 Gorodnichenko Y, Ng S. Estimation of DSGE models when the data are persistent Journal of Monetary Economics. 57: 325-340. DOI: 10.2139/Ssrn.1438367  1
2009 Ludvigson SC, Ng S. Macro factors in bond risk premia Review of Financial Studies. 22: 5027-5067. DOI: 10.1093/Rfs/Hhp081  1
2008 Ng S. A simple test for nonstationarity in mixed panels Journal of Business and Economic Statistics. 26: 113-127. DOI: 10.1198/073500106000000675  1
2007 Ludvigson SC, Ng S. The empirical risk-return relation: A factor analysis approach Journal of Financial Economics. 83: 171-222. DOI: 10.1016/J.Jfineco.2005.12.002  1
2006 Ng S. Testing cross-section correlation in panel data using spacings Journal of Business and Economic Statistics. 24: 12-23. DOI: 10.1198/073500105000000171  1
2006 Boivin J, Ng S. Are more data always better for factor analysis? Journal of Econometrics. 132: 169-194. DOI: 10.1016/J.Jeconom.2005.01.027  1
2005 Lewbel A, Ng S. Demand systems with nonstationary prices Review of Economics and Statistics. 87: 479-494. DOI: 10.1162/0034653054638283  1
2005 Ng S, Perron P. A note on the selection of time series models Oxford Bulletin of Economics and Statistics. 67: 115-134. DOI: 10.1111/J.1468-0084.2005.00113.X  1
2003 Ng S. Can sticky prices account for the variations and persistence in real exchange rates? Journal of International Money and Finance. 22: 65-85. DOI: 10.1016/S0261-5606(02)00051-7  1
2002 Ng S, Vogelsang TJ. Forecasting Autoregressive Time Series in the Presence of Deterministic Components Econometrics Journal. 5: 196-224. DOI: 10.1111/1368-423X.T01-1-00081  1
2002 Ng S, Vogelsang TJ. Analysis Of Vector Autoregressions In The Presence Of Shifts In Mean Econometric Reviews. 21: 353-381. DOI: 10.1081/Etc-120015788  1
2001 Ng S, Perron P. Lag length selection and the construction of unit root tests with good size and power Econometrica. 69: 1519-1554. DOI: 10.1111/1468-0262.00256  1
1998 Deaton A, Ng S. Parametric and Non-Parametric Approaches to Price and Tax Reform Journal of the American Statistical Association. 93: 900-909. DOI: 10.1080/01621459.1998.10473746  0.92
1998 Perron P, Ng S. An autoregressive spectral density estimator at frequency zero for nonstationarity tests Econometric Theory. 14: 560-603. DOI: 10.1017/S0266466698145024  1
1997 Ng S, Perron P. Estimation and inference in nearly unbalanced nearly cointegrated systems Journal of Econometrics. 79: 53-81. DOI: 10.1016/S0304-4076(97)00007-9  1
1996 Perron P, Serena NG. Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties Review of Economic Studies. 63: 435-463. DOI: 10.2307/2297890  0.96
1996 Ng S, Perron P. The exact error in estimating the spectral density at the origin Journal of Time Series Analysis. 17: 379-408. DOI: 10.1111/J.1467-9892.1996.Tb00284.X  1
1995 Ng S, Perron P. Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag Journal of the American Statistical Association. 90: 268-281. DOI: 10.1080/01621459.1995.10476510  1
1995 Ng S. Testing for unit roots in flow data sampled at different frequencies Economics Letters. 47: 237-242. DOI: 10.1016/0165-1765(94)00495-N  1
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