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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
52522001
Determining the number of factors in approximate factor models
J Bai, S Ng
Econometrica 70 (1), 191-221, 2002
52092002
Determining the number of factors in approximate factor models
J Bai, S Ng
Econometrica 70 (1), 191-221, 2002
52092002
Measuring uncertainty
K Jurado, SC Ludvigson, S Ng
American Economic Review 105 (3), 1177-1216, 2015
33022015
A PANIC attack on unit roots and cointegration
J Bai, S Ng
Econometrica 72 (4), 1127-1177, 2004
23402004
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
22161995
Macro factors in bond risk premia
SC Ludvigson, S Ng
The Review of Financial Studies 22 (12), 5027-5067, 2009
13302009
Are more data always better for factor analysis?
J Boivin, S Ng
Journal of Econometrics 132 (1), 169-194, 2006
10792006
FRED-MD: A monthly database for macroeconomic research
MW McCracken, S Ng
Journal of Business & Economic Statistics 34 (4), 574-589, 2016
9832016
Uncertainty and business cycles: exogenous impulse or endogenous response?
SC Ludvigson, S Ma, S Ng
American Economic Journal: Macroeconomics 13 (4), 369-410, 2021
8902021
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
8641996
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
8641996
The empirical risk–return relation: A factor analysis approach
SC Ludvigson, S Ng
Journal of financial economics 83 (1), 171-222, 2007
8622007
Forecasting economic time series using targeted predictors
J Bai, S Ng
Journal of Econometrics 146 (2), 304-317, 2008
8112008
Tests for skewness, kurtosis, and normality for time series data
J Bai, S Ng
Journal of Business & Economic Statistics 23 (1), 49-60, 2005
7072005
Determining the number of primitive shocks in factor models
J Bai, S Ng
Journal of Business & Economic Statistics 25 (1), 52-60, 2007
7042007
Confidence intervals for diffusion index forecasts and inference for factor‐augmented regressions
J Bai, S Ng
Econometrica 74 (4), 1133-1150, 2006
6962006
Large dimensional factor analysis
J Bai, S Ng
Foundations and TrendsŪ in Econometrics 3 (2), 89-163, 2008
6172008
Panel cointegration with global stochastic trends
J Bai, C Kao, S Ng
Journal of Econometrics 149 (1), 82-99, 2009
4362009
Understanding and comparing factor-based forecasts
J Boivin, S Ng
National Bureau of Economic Research, 2005
3972005
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