Serena Ng

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Approximate factor models with weaker loadings	2023-06-29	Paper
Five decades of the \textit{Journal of Econometrics}: an activity report	2023-04-14	Paper
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data	2023-03-14	Paper
Factor-based imputation of missing values and covariances in panel data of large dimensions	2023-03-03	Paper
Constructing Common Factors from Continuous and Categorical Data	2022-06-03	Paper
Boosting high dimensional predictive regressions with time varying parameters	2021-07-30	Paper
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data	2019-10-15	Paper
Rank regularized estimation of approximate factor models	2019-09-02	Paper
The ABC of simulation estimation with auxiliary statistics	2018-05-31	Paper
Simulated minimum distance estimation of dynamic models with errors-in-variables	2017-08-24	Paper
Panel cointegration with global stochastic trends	2016-07-04	Paper
Forecasting economic time series using targeted predictors	2016-06-22	Paper
Are more data always better for factor analysis?	2016-06-10	Paper
Evaluating latent and observed factors in macroeconomics and finance	2016-06-10	Paper
MEASUREMENT ERRORS IN DYNAMIC MODELS	2014-06-20	Paper
Principal components estimation and identification of static factors	2014-04-04	Paper
Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown	2014-01-21	Paper
Selecting Instrumental Variables in a Data Rich Environment	2013-06-14	Paper
ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES	2012-10-31	Paper
Dynamic Identification of Dynamic Stochastic General Equilibrium Models	2012-06-18	Paper
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT	2011-04-21	Paper
PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION	2010-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q5309203	2007-10-09	Paper
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions	2007-02-05	Paper
Determining the Number of Factors in Approximate Factor Models	2006-06-16	Paper
https://portal.mardi4nfdi.de/entity/Q5475042	2006-06-16	Paper
Forecasting autoregressive time series in the presence of deterministic components	2003-05-20	Paper
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power	2002-05-28	Paper
ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN	2002-01-01	Paper
Explaining the persistence of commodity prices	2001-12-05	Paper
A consistent test for conditional symmetry in time series models	2001-10-04	Paper
Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators	2001-01-30	Paper
Testing for ARCH in the presence of a possibly misspecified conditional mean	2000-09-10	Paper
Estimation and inference in nearly unbalanced nearly cointegrated systems	1997-08-03	Paper
Looking for evidence of speculative stockholding in commodity markets	1997-02-27	Paper
Testing for unit roots in flow data sampled at different frequencies	1997-02-27	Paper
THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN	1996-11-18	Paper
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties	1996-11-07	Paper
Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag	1995-06-21	Paper

Research outcomes over time

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