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Constructing common factors from continuous and categorical data
Ng, Serena
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1141-1171
Persistent link: https://www.econbiz.de/10011483453
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2
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
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3
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
Saved in:
4
Measuring uncertainty
Jurado, Kyle
;
Ludvigson, Sydney C.
;
Ng, Serena
-
2013
Persistent link: https://www.econbiz.de/10010191606
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5
Facts and challenges from the Great Recession for forecasting and macroeconomic modeling
Ng, Serena
;
Wright, Jonathan H.
-
2013
Persistent link: https://www.econbiz.de/10010192970
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6
Detecting information pooling : evidence from earnings forecasts after brokerage mergers
Ng, Serena
(
contributor
);
Shum, Matthew
(
contributor
)
- In:
The B.E. journal of economic analysis & policy
7
(
2007
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10003742002
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7
Uncertainty and business cycles : exogenous impulse or endogenous response?
Ludvigson, Sydney C.
;
Ma, Sai
;
Ng, Serena
-
2015
Persistent link: https://www.econbiz.de/10011429359
Saved in:
8
Simulated minimum distance estimation of dynamic models with errors-in-variables
Gospodinov, Nikolaj
;
Komunjer, Ivana
;
Ng, Serena
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10011917176
Saved in:
9
FRED-MD : a monthly database for macroeconomic research
McCracken, Michael W.
;
Ng, Serena
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 574-589
Persistent link: https://www.econbiz.de/10011692412
Saved in:
10
Level and volatility factors in macroeconomic data
Gorodnichenko, Yuriy
;
Ng, Serena
- In:
Journal of monetary economics
91
(
2017
),
pp. 52-68
Persistent link: https://www.econbiz.de/10011799549
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