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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
48582001
Determining the number of factors in approximate factor models
J Bai, S Ng
Econometrica 70 (1), 191-221, 2002
45072002
Determining the number of factors in approximate factor models
J Bai, S Ng
Econometrica 70 (1), 191-221, 2002
45072002
Measuring uncertainty
K Jurado, SC Ludvigson, S Ng
American Economic Review 105 (3), 1177-1216, 2015
26132015
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
21191995
A PANIC attack on unit roots and cointegration
J Bai, S Ng
Econometrica 72 (4), 1127-1177, 2004
21082004
Macro factors in bond risk premia
SC Ludvigson, S Ng
The Review of Financial Studies 22 (12), 5027-5067, 2009
12132009
Are more data always better for factor analysis?
J Boivin, S Ng
Journal of Econometrics 132 (1), 169-194, 2006
10072006
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
8171996
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
8171996
The empirical risk–return relation: A factor analysis approach
SC Ludvigson, S Ng
Journal of Financial Economics 83 (1), 171-222, 2007
7872007
FRED-MD: A monthly database for macroeconomic research
MW McCracken, S Ng
Journal of Business & Economic Statistics 34 (4), 574-589, 2016
7532016
Forecasting economic time series using targeted predictors
J Bai, S Ng
Journal of Econometrics 146 (2), 304-317, 2008
7252008
Uncertainty and business cycles: exogenous impulse or endogenous response?
SC Ludvigson, S Ma, S Ng
American Economic Journal: Macroeconomics 13 (4), 369-410, 2021
6512021
Determining the number of primitive shocks in factor models
J Bai, S Ng
Journal of Business & Economic Statistics 25 (1), 52-60, 2007
6512007
Confidence intervals for diffusion index forecasts and inference for factor‐augmented regressions
J Bai, S Ng
Econometrica 74 (4), 1133-1150, 2006
6272006
Tests for skewness, kurtosis, and normality for time series data
J Bai, S Ng
Journal of Business & Economic Statistics 23 (1), 49-60, 2005
6052005
Large dimensional factor analysis
J Bai, S Ng
Foundations and TrendsŪ in Econometrics 3 (2), 89-163, 2008
5472008
Understanding and comparing factor-based forecasts
J Boivin, S Ng
National Bureau of Economic Research, 2005
3842005
Panel cointegration with global stochastic trends
J Bai, C Kao, S Ng
Journal of Econometrics 149 (1), 82-99, 2009
3572009
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