Serena Ng
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Economist
Serena Ng's AcademicInfluence.com Rankings
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Economics
Why Is Serena Ng Influential?
(Suggest an Edit or Addition)According to Wikipedia, Serena Ng is the Edwin W. Rickert Professor of Economics at Columbia University. Her fields of research and interest include macroeconomics, time series, econometrics, and big data. Education Ng received a B.A. and M.A. from University of Western Ontario. Later, she did her Ph.D. at Princeton University in 1993.
Serena Ng's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001) (4063)
- DETERMINING THE NUMBER OF FACTORS INI APPROXIMATE FACTOR MODELS (2000) (3300)
- Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995) (1731)
- A Panic Attack on Unit Roots and Cointegration (2001) (1630)
- Macro Factors in Bond Risk Premia (2005) (988)
- Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties (1996) (658)
- Are more data always better for factor analysis (2006) (619)
- The Empirical Risk-Return Relation: A Factor Analysis Approach (2005) (611)
- FRED-MD: A Monthly Database for Macroeconomic Research (2015) (609)
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (2006) (567)
- Forecasting economic time series using targeted predictors (2008) (555)
- Determining the Number of Primitive Shocks in Factor Models (2007) (537)
- Tests for Skewness, Kurtosis, and Normality for Time Series Data (2005) (439)
- Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (2015) (394)
- Large Dimensional Factor Analysis (2008) (388)
- Panel cointegration with global stochastic trends (2008) (330)
- Understanding and Comparing Factor-Based Forecasts (2005) (321)
- Principal components estimation and identification of static factors (2013) (258)
- Are More Data Always Better for Factor Analysis? (2003) (226)
- Evaluating latent and observed factors in macroeconomics and finance (2006) (223)
- A systematic framework for analyzing the dynamic e!ects of permanent and transitory shocks (2001) (213)
- Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators (2000) (192)
- A Factor Analysis of Bond Risk Premia (2009) (179)
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (2010) (178)
- Dynamic Identification of Dynamic Stochastic General Equilibrium Models (2011) (166)
- PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (2009) (162)
- Covid-19 and the Macroeconomic Effects of Costly Disasters (2020) (137)
- Dynamic Hierarchical Factor Models (2011) (136)
- Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation (1995) (129)
- Commodity Prices, Convenience Yields, and Inflation (2013) (117)
- Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown (2007) (116)
- A Note on the Selection of Time Series Models (2005) (114)
- Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary (1995) (110)
- Intergenerational Linkages in Consumption Behavior (2004) (108)
- A consistent test for conditional symmetry in time series models (2001) (93)
- Testing for ARCH in the presence of a possibly misspecified conditional mean (1999) (89)
- Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems. (1997) (88)
- Testing Cross-Section Correlation in Panel Data Using Spacings (2006) (86)
- A Hierarchical Factor Analysis of U.S. Housing Market Dynamics (2011) (81)
- Estimation of DSGE Models When the Data are Persistent (2009) (80)
- Local Projection Inference Is Simpler and More Robust Than You Think (2020) (79)
- AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS (1998) (77)
- A New Look at Panel Testing of Stationarity and the PPP Hypothesis (2001) (75)
- Measuring Uncertainty (2013) (68)
- Variable Selection in Predictive Regressions (2013) (66)
- Fred-Qd: A Quarterly Database for Macroeconomic Research (2020) (64)
- Selecting Instrumental Variables in a Data Rich Environment (2009) (63)
- Explaining the Persistence of Commodity Prices (2000) (51)
- Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data (2019) (51)
- Demand Systems with Nonstationary Prices (2005) (51)
- PPP May not Hold Afterall: A Further Investigation (2002) (44)
- Shock Restricted Structural Vector-Autoregressions (2017) (42)
- A Simple Test for Nonstationarity in Mixed Panels (2008) (41)
- Viewpoint: Boosting Recessions (Prévoir les Recessions) (2014) (40)
- Rank regularized estimation of approximate factor models (2019) (39)
- Looking for evidence of speculative stockholding in commodity markets (1995) (39)
- Principal Components Estimation and Identication of the Factors (2011) (38)
- A Semiparametric Factor Model of Interest Rates and Tests of the Affine Term Structure (1998) (35)
- Dynamic Identification of DSGE Models (2009) (34)
- ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN (2002) (34)
- The ABC of simulation estimation with auxiliary statistics (2015) (32)
- The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information (1996) (32)
- Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor (2004) (29)
- Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data (2016) (28)
- Principal Components and Regularized Estimation of Factor Models (2017) (27)
- The Exact Error In Estimating The Spectral Density At The Origin (1996) (27)
- Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent (1995) (26)
- Extremum Estimation when the Predictors are Estimated from Large Panels (2008) (24)
- Level and Volatility Factors in Macroeconomic Data (2017) (22)
- BOOSTING RECESSIONS (2013) (22)
- Testing for unit roots in flow data sampled at different frequencies (1995) (21)
- Modeling Macroeconomic Variations after Covid-19 (2021) (20)
- MEASUREMENT ERRORS IN DYNAMIC MODELS (2013) (20)
- Minimum Distance Estimation of Possibly Noninvertible Moving Average Models (2015) (19)
- Parametric and Nonparametric Approaches to Price and Tax Reform (1998) (18)
- Boosting High Dimensional Predictive Regressions with Time Varying Parameters (2019) (18)
- Simulated minimum distance estimation of dynamic models with errors-in-variables (2017) (17)
- Parametric and Non-Parametric Approaches to Price and Tax Reform (1996) (16)
- Measuring Uncertainty: Supplementary Material (2015) (14)
- A Likelihood-Free Reverse Sampler of the Posterior Distribution (2015) (14)
- A Test for Conditional Symmetry in Time Series Models (1998) (14)
- Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates (2002) (13)
- An Econometric Perspective on Algorithmic Subsampling (2019) (12)
- Constructing Common Factors from Continuous and Categorical Data (2015) (12)
- ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES (2011) (10)
- RECENT DEVELOPMENTS IN LARGE DIMENSIONAL FACTOR ANALYSIS (2008) (10)
- Appendix for 2014 Update of "Measuring Uncertainty" Data (2014) (9)
- FACTOR AUGMENTED AUTOREGRESSIVE DISTRIBUTED LAG MODELS (2012) (9)
- Adjustment Costs and Factor Demands in Canadian Manufacturing Industries (1992) (9)
- COVID-19 and the Costs of Deadly Disasters (2021) (9)
- A SIMPLE TEST FOR NON-STATIONARITY IN MIXED PANELS (2005) (8)
- A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data (2019) (7)
- Minimum Distance Estimation of Possibly Non-Invertible Moving Average Models (2013) (7)
- Forecasting Autoregressive Time Series in the Presence of Deterministic Components (2002) (7)
- Simpler Proofs for Approximate Factor Models of Large Dimensions (2020) (6)
- PRACTITIONERS' CORNER A Note on the Selection of Time Series Models (2005) (6)
- Forecasting Dynamic Time Series in the Presence of Deterministic Components (1999) (5)
- Latent Dirichlet Analysis of Categorical Survey Responses (2019) (5)
- Factor-based imputation of missing values and covariances in panel data of large dimensions (2021) (5)
- Minimum Distance Estimation of Dynamic Models with Errors-in-Variables (2014) (5)
- Inference by Stochastic Optimization: A Free-Lunch Bootstrap (2020) (5)
- Useful References (2019) (4)
- A Semi-Parametric Factor Model for Interest Rates (1996) (4)
- Time series estimation of the dynamic effects of disaster-type shocks (2021) (4)
- Accounting for Trends in the Almost Ideal Demand System (1997) (4)
- Least Squares Estimation using Sketched Data with Heteroskedastic Errors (2020) (3)
- A Nonparametric Measure of Convergence Toward Purchasing Power Parity ∗ Mototsugu Shintani (2004) (3)
- Approximate factor models with weaker loadings (2021) (3)
- Estimation and Inference by Stochastic Optimization: Three Examples (2021) (3)
- Sketching for Two-Stage Least Squares Estimation (2020) (2)
- Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers (2007) (2)
- Confldence Intervals for Factor Forecasts with Many Predictors (2003) (2)
- Do Housing Bubbles Aect Consumption (1998) (2)
- A Semi-Parametric Factor Model of Interest Rates and Tests of the A ne Term Structure Eric Ghysels Pennsylvania State University and CIRANO (1998) (2)
- An Econometric View of Algorithmic Subsampling (2019) (1)
- Indirect Estimation of Panel Models With Time Varying Latent Components (2010) (1)
- Constructing High Frequency Economic Indicators by Imputation (2023) (1)
- Collateralized Borrowing : Illiquid Assets and Households ’ Precautionary Savings Motive ∗ (2008) (1)
- INSTRUMENTAL VARIABLE ESTIMATION BY ITERATIVE PROJECTIONS (2016) (1)
- Detecting Information Pooling: Analysts' Forecasts after Brokerage Firm Mergers (2007) (1)
- NBER WORKING PAPER SERIES COMMODITY-PRICE COMOVEMENT AND GLOBAL ECONOMIC ACTIVITY (2014) (0)
- On the Identification of DSGE Models (2009) (0)
- Change in primary trading location and accuracy of analysts' earnings forecasts (2004) (0)
- COVID-19 and Estimation of Macroconomic Factors (2021) (0)
- SimpleModels and Biased Forecasts* (2022) (0)
- Review of Coint 2.0 (1995) (0)
- REDUCED-RANK IDENTIFICATION OF STRUCTURAL SHOCKS (2004) (0)
- Replication data for: Measuring Uncertainty (2014) (0)
- Iubkabies) S (2011) (0)
- Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data (2003) (0)
- NBER WORKING PAPER SERIES ESTIMATING CROSS-COUNTRY DIFFERENCES IN PRODUCT QUALITY (2008) (0)
- Latent Dirichlet Analysis of Categorical Survey Expectations (2019) (0)
- Federal Reserve Bank of New York Staff Reports Dynamic Hierarchical Factor Models (2011) (0)
- COINTEGRATION WITH GLOBAL STOCHASTIC TRENDS (2007) (0)
- The Predictive Content of High Frequency Consumer Confidence Data (2016) (0)
- Five decades of the Journal of Econometrics: An activity report (2023) (0)
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