The following pages link to Serena Ng (Q169935):
Displaying 44 items.
- Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data (Q91408) (← links)
- (Q291633) (redirect page) (← links)
- Are more data always better for factor analysis? (Q291634) (← links)
- Evaluating latent and observed factors in macroeconomics and finance (Q292037) (← links)
- Forecasting economic time series using targeted predictors (Q299223) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- (Q587283) (redirect page) (← links)
- Looking for evidence of speculative stockholding in commodity markets (Q1350648) (← links)
- Testing for unit roots in flow data sampled at different frequencies (Q1352140) (← links)
- Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055) (← links)
- Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators (Q1573363) (← links)
- The ABC of simulation estimation with auxiliary statistics (Q1754514) (← links)
- Testing for ARCH in the presence of a possibly misspecified conditional mean (Q1808547) (← links)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Rank regularized estimation of approximate factor models (Q2323367) (← links)
- Simulated minimum distance estimation of dynamic models with errors-in-variables (Q2399532) (← links)
- Principal components estimation and identification of static factors (Q2442574) (← links)
- Factor-based imputation of missing values and covariances in panel data of large dimensions (Q2688654) (← links)
- Five decades of the \textit{Journal of Econometrics}: an activity report (Q2697954) (← links)
- Estimation of panel data models with parameter heterogeneity when group membership is unknown (Q2870565) (← links)
- Dynamic identification of dynamic stochastic general equilibrium models (Q2892453) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (Q2995415) (← links)
- ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES (Q3168421) (← links)
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (Q3418483) (← links)
- PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (Q3580635) (← links)
- ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN (Q4443967) (← links)
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (Q4531042) (← links)
- Forecasting autoregressive time series in the presence of deterministic components (Q4551780) (← links)
- THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN (Q4715708) (← links)
- Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (Q4836989) (← links)
- Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties (Q4887199) (← links)
- Selecting Instrumental Variables in a Data Rich Environment (Q4928511) (← links)
- MEASUREMENT ERRORS IN DYNAMIC MODELS (Q4979937) (← links)
- (Q5309203) (← links)
- Determining the Number of Factors in Approximate Factor Models (Q5474964) (← links)
- (Q5475042) (← links)
- Constructing Common Factors from Continuous and Categorical Data (Q5863576) (← links)
- Explaining the persistence of commodity prices (Q5929108) (← links)
- A consistent test for conditional symmetry in time series models (Q5939174) (← links)
- A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. (Q5958098) (← links)
- Approximate factor models with weaker loadings (Q6108332) (← links)
- Latent Dirichlet Analysis of Categorical Survey Responses (Q6620849) (← links)
- Minimum Distance Estimation of Possibly Noninvertible Moving Average Models (Q6667037) (← links)
- FRED-MD: A Monthly Database for Macroeconomic Research (Q6667106) (← links)
