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Journal of econometrics
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Evaluating latent and observed factors in macroeconomics and finance
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 507-538
Persistent link: https://www.econbiz.de/10006747784
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2
Estimation and inference in nearly unbalanced nearly cointegrated systems
Ng, Serena
;
Perron, Pierre
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 53-82
Persistent link: https://www.econbiz.de/10006792631
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3
Testing for ARCH in the presence of a possibly misspecified conditional mean
Lumsdaine, Robin L.
;
Ng, Serena
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 257-279
Persistent link: https://www.econbiz.de/10001406657
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4
Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators
Michaelides, Alexander G.
;
Ng, Serena
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 231-266
Persistent link: https://www.econbiz.de/10001468767
Saved in:
5
A consistent test for conditional symmetry in time series models
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 225-258
Persistent link: https://www.econbiz.de/10001585362
Saved in:
6
Estimation and inference in nearly unbalanced nearly cointegrated systems
Ng, Serena
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10001220088
Saved in:
7
A consistent test for conditional symmetry in time series models
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
103
(
2001
)
1
,
pp. 225-258
Persistent link: https://www.econbiz.de/10006774209
Saved in:
8
Principal components estimation and identification of static factors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 18-29
Persistent link: https://www.econbiz.de/10010131791
Saved in:
9
Are more data always better for factor analysis?
Boivin, Jean
;
Ng, Serena
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 169-194
Persistent link: https://www.econbiz.de/10007259639
Saved in:
10
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-318
Persistent link: https://www.econbiz.de/10008898217
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