| Year |
Citation |
Score |
| 2020 |
Munro EM, Ng S. Latent Dirichlet Analysis of Categorical Survey Expectations National Bureau of Economic Research. DOI: 10.3386/W27182 |
0.443 |
|
| 2020 |
Ludvigson SC, Ma S, Ng S. Covid19 and the Macroeconomic Effects of Costly Disasters National Bureau of Economic Research. DOI: 10.3386/W26987 |
0.329 |
|
| 2020 |
McCracken MW, Ng S. FRED-QD: A Quarterly Database for Macroeconomic Research National Bureau of Economic Research. DOI: 10.20955/Wp.2020.005 |
0.332 |
|
| 2020 |
Lee S(, Ng S. An econometric perspective on algorithmic subsampling Annual Review of Economics. 12: 45-80. DOI: 10.1920/Wp.Cem.2020.1820 |
0.393 |
|
| 2020 |
Munro E, Ng S. Latent Dirichlet Analysis of Categorical Survey Responses Journal of Business & Economic Statistics. 1-16. DOI: 10.1080/07350015.2020.1802285 |
0.421 |
|
| 2020 |
Yousuf K, Ng S. Boosting High Dimensional Predictive Regressions with Time Varying Parameters Journal of Econometrics. DOI: 10.1016/J.Jeconom.2020.08.003 |
0.42 |
|
| 2019 |
Guha R, Ng S. A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data National Bureau of Economic Research. DOI: 10.3386/W25899 |
0.324 |
|
| 2019 |
Bai J, Ng S. Rank regularized estimation of approximate factor models Journal of Econometrics. 212: 78-96. DOI: 10.1016/J.Jeconom.2019.04.021 |
0.449 |
|
| 2018 |
Forneron J, Ng S. The ABC of simulation estimation with auxiliary statistics Journal of Econometrics. 205: 112-139. DOI: 10.1016/J.Jeconom.2018.03.007 |
0.453 |
|
| 2017 |
Ludvigson SC, Ma S, Ng S. Shock Restricted Structural Vector-Autoregressions National Bureau of Economic Research. DOI: 10.3386/W23225 |
0.356 |
|
| 2017 |
Ng S. Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data National Bureau of Economic Research. DOI: 10.2139/Ssrn.2864302 |
0.34 |
|
| 2017 |
Gorodnichenko Y, Ng S. Level and volatility factors in macroeconomic data Journal of Monetary Economics. 91: 52-68. DOI: 10.1016/J.Jmoneco.2017.09.004 |
0.427 |
|
| 2017 |
Gospodinov N, Komunjer I, Ng S. Simulated minimum distance estimation of dynamic models with errors-in-variables Journal of Econometrics. 200: 181-193. DOI: 10.1016/J.Jeconom.2017.06.004 |
0.462 |
|
| 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 |
0.353 |
|
| 2015 |
Ng S. Constructing Common Factors from Continuous and Categorical Data Econometric Reviews. 34: 1141-1171. DOI: 10.1080/07474938.2014.956625 |
0.428 |
|
| 2015 |
Gospodinov N, Ng S. Minimum Distance Estimation of Possibly Noninvertible Moving Average Models Journal of Business & Economic Statistics. 33: 403-417. DOI: 10.1080/07350015.2014.955175 |
0.477 |
|
| 2014 |
Komunjer I, Ng S. Measurement errors in dynamic models Econometric Theory. 30: 150-175. DOI: 10.1017/S0266466613000157 |
0.374 |
|
| 2013 |
Moench E, Ng S, Potter S. Dynamic Hierarchical Factor Models The Review of Economics and Statistics. 95: 1811-1817. DOI: 10.2139/Ssrn.1523787 |
0.411 |
|
| 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 |
0.346 |
|
| 2013 |
Gospodinov N, Ng S. Commodity Prices, Convenience Yields, and Inflation The Review of Economics and Statistics. 95: 206-219. DOI: 10.1162/Rest_A_00242 |
0.351 |
|
| 2013 |
Bai J, Ng S. Principal components estimation and identification of static factors Journal of Econometrics. 176: 18-29. DOI: 10.1016/J.Jeconom.2013.03.007 |
0.392 |
|
| 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 |
0.443 |
|
| 2011 |
Komunjer I, Ng S. Dynamic identification of dynamic stochastic general equilibrium models Econometrica. 79: 1995-2032. DOI: 10.3982/Ecta8916 |
0.33 |
|
| 2011 |
Moench E, Ng S. A hierarchical factor analysis of U.S. housing market dynamics Econometrics Journal. 14: 1-24. DOI: 10.1111/J.1368-423X.2010.00319.X |
0.384 |
|
| 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 |
0.477 |
|
| 2010 |
Bai J, Ng S. Instrumental Variable Estimation In A Data Rich Environment Econometric Theory. 26: 1577-1606. DOI: 10.1017/S0266466609990727 |
0.484 |
|
| 2010 |
Bai J, Ng S. Panel Unit Root Tests With Cross-Section Dependence: A Further Investigation Econometric Theory. 26: 1088-1114. DOI: 10.1017/S0266466609990478 |
0.412 |
|
| 2009 |
Ng S, Bai J. Selecting Instrumental Variables In A Data Rich Environment Journal of Time Series Econometrics. 1: 1-34. DOI: 10.2202/1941-1928.1014 |
0.401 |
|
| 2009 |
Ludvigson SC, Ng S. A Factor Analysis of Bond Risk Premia National Bureau of Economic Research. 313-371. DOI: 10.1201/B10440-13 |
0.412 |
|
| 2009 |
Ludvigson SC, Ng S. Macro factors in bond risk premia Review of Financial Studies. 22: 5027-5067. DOI: 10.1093/Rfs/Hhp081 |
0.352 |
|
| 2009 |
Bai J, Kao C, Ng S. Panel cointegration with global stochastic trends Journal of Econometrics. 149: 82-99. DOI: 10.1016/J.Jeconom.2008.10.012 |
0.493 |
|
| 2009 |
Bai J, Ng S. Boosting diffusion indices Journal of Applied Econometrics. 24: 607-629. DOI: 10.1002/Jae.1063 |
0.441 |
|
| 2008 |
Ng S. A simple test for nonstationarity in mixed panels Journal of Business and Economic Statistics. 26: 113-127. DOI: 10.1198/073500106000000675 |
0.42 |
|
| 2008 |
Bai J, Ng S. Forecasting economic time series using targeted predictors Journal of Econometrics. 146: 304-317. DOI: 10.1016/J.Jeconom.2008.08.010 |
0.39 |
|
| 2007 |
Bai J, Ng S. Determining the Number of Primitive Shocks in Factor Models Journal of Business & Economic Statistics. 25: 52-60. DOI: 10.1198/073500106000000413 |
0.415 |
|
| 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 |
0.385 |
|
| 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 |
0.341 |
|
| 2006 |
Bai J, Ng S. Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions Econometrica. 74: 1133-1150. DOI: 10.1111/J.1468-0262.2006.00696.X |
0.409 |
|
| 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 |
0.412 |
|
| 2006 |
Bai J, Ng S. Evaluating latent and observed factors in macroeconomics and finance Journal of Econometrics. 131: 507-537. DOI: 10.1016/J.Jeconom.2005.01.015 |
0.391 |
|
| 2005 |
Ludvigson SC, Ng S. Macro Factors in Bond Risk Premia National Bureau of Economic Research. DOI: 10.3386/W11703 |
0.379 |
|
| 2005 |
Bai J, Ng S. Tests for Skewness, Kurtosis, and Normality for Time Series Data Journal of Business & Economic Statistics. 23: 49-60. DOI: 10.1198/073500104000000271 |
0.369 |
|
| 2005 |
Lewbel A, Ng S. Demand systems with nonstationary prices Review of Economics and Statistics. 87: 479-494. DOI: 10.1162/0034653054638283 |
0.448 |
|
| 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 |
0.623 |
|
| 2004 |
Bai J, Ng S. A PANIC Attack on Unit Roots and Cointegration Econometrica. 72: 1127-1177. DOI: 10.2139/Ssrn.294808 |
0.449 |
|
| 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 |
0.341 |
|
| 2002 |
Bai J, Ng S. Determining the Number of Factors in Approximate Factor Models Econometrica. 70: 191-221. DOI: 10.1111/1468-0262.00273 |
0.417 |
|
| 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 |
0.442 |
|
| 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 |
0.3 |
|
| 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 |
0.618 |
|
| 2001 |
Bai J, Ng S. A consistent test for conditional symmetry in time series models Journal of Econometrics. 103: 225-258. DOI: 10.1016/S0304-4076(01)00044-6 |
0.416 |
|
| 2000 |
Ng S, Ruge-Murcia FJ. Explaining the Persistence of Commodity Prices Computational Economics. 16: 149-171. DOI: 10.1023/A:1008713823410 |
0.355 |
|
| 2000 |
Michaelides A, Ng S. Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators Journal of Econometrics. 96: 231-266. DOI: 10.1016/S0304-4076(99)00058-5 |
0.467 |
|
| 1999 |
Lumsdaine RL, Ng S. Testing for ARCH in the presence of a possibly misspecified conditional mean Journal of Econometrics. 93: 257-279. DOI: 10.1016/S0304-4076(99)00011-1 |
0.366 |
|
| 1998 |
Ghysels E, Ng S. A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure The Review of Economics and Statistics. 80: 535-548. DOI: 10.1162/003465398557816 |
0.335 |
|
| 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 |
0.62 |
|
| 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 |
0.621 |
|
| 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 |
0.642 |
|
| 1996 |
Ng S, Schaller H. The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information The Review of Economics and Statistics. 78: 375-383. DOI: 10.2307/2109784 |
0.348 |
|
| 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 |
0.613 |
|
| 1996 |
Ng S. Looking for evidence of speculative stockholding in commodity markets Journal of Economic Dynamics and Control. 20: 123-143. DOI: 10.1016/0165-1889(94)00846-8 |
0.31 |
|
| 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 |
0.591 |
|
| 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 |
0.336 |
|
| 1995 |
Ng S. Testing for homogeneity in demand systems when the regressors are nonstationary Journal of Applied Econometrics. 10: 147-163. DOI: 10.1002/Jae.3950100205 |
0.416 |
|
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