Follow
Serena Ng
Serena Ng
Verified email at columbia.edu
Title
Cited by
Cited by
Year
Lag length selection and the construction of unit root tests with good size and power
S Ng, P Perron
Econometrica 69 (6), 1519-1554, 2001
51492001
Determining the number of factors in approximate factor models
J Bai, S Ng
Econometrica 70 (1), 191-221, 2002
50422002
Determining the number of factors in approximate factor models
J Bai, S Ng
Econometrica 70 (1), 191-221, 2002
50422002
Measuring uncertainty
K Jurado, SC Ludvigson, S Ng
American Economic Review 105 (3), 1177-1216, 2015
31042015
A PANIC attack on unit roots and cointegration
J Bai, S Ng
Econometrica 72 (4), 1127-1177, 2004
22902004
Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag
S Ng, P Perron
Journal of the American Statistical Association 90 (429), 268-281, 1995
22031995
Macro factors in bond risk premia
SC Ludvigson, S Ng
The Review of Financial Studies 22 (12), 5027-5067, 2009
12982009
Are more data always better for factor analysis?
J Boivin, S Ng
Journal of Econometrics 132 (1), 169-194, 2006
10612006
FRED-MD: A monthly database for macroeconomic research
MW McCracken, S Ng
Journal of Business & Economic Statistics 34 (4), 574-589, 2016
9092016
Useful modifications to some unit root tests with dependent errors and their local asymptotic properties
P Perron, S Ng
The Review of Economic Studies 63 (3), 435-463, 1996
8471996
Useful modifications to some unit root tests with dependent errors and their local asymptotic properties
P Perron, S Ng
The Review of Economic Studies 63 (3), 435-463, 1996
8471996
The empirical risk–return relation: A factor analysis approach
SC Ludvigson, S Ng
Journal of financial economics 83 (1), 171-222, 2007
8402007
Uncertainty and business cycles: exogenous impulse or endogenous response?
SC Ludvigson, S Ma, S Ng
American Economic Journal: Macroeconomics 13 (4), 369-410, 2021
8332021
Forecasting economic time series using targeted predictors
J Bai, S Ng
Journal of Econometrics 146 (2), 304-317, 2008
7982008
Determining the number of primitive shocks in factor models
J Bai, S Ng
Journal of Business & Economic Statistics 25 (1), 52-60, 2007
6822007
Tests for skewness, kurtosis, and normality for time series data
J Bai, S Ng
Journal of Business & Economic Statistics 23 (1), 49-60, 2005
6822005
Confidence intervals for diffusion index forecasts and inference for factor‐augmented regressions
J Bai, S Ng
Econometrica 74 (4), 1133-1150, 2006
6792006
Large dimensional factor analysis
J Bai, S Ng
Foundations and TrendsŪ in Econometrics 3 (2), 89-163, 2008
5882008
Panel cointegration with global stochastic trends
J Bai, C Kao, S Ng
Journal of Econometrics 149 (1), 82-99, 2009
4202009
Understanding and comparing factor-based forecasts
J Boivin, S Ng
National Bureau of Economic Research, 2005
3912005
The system can't perform the operation now. Try again later.
Articles 1–20