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Ng, Serena
55
Perron, Pierre
52
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19
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6
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6
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Journal of econometrics
27
Econometric theory
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Working paper / National Bureau of Economic Research, Inc
8
The econometrics journal
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of applied econometrics
6
The review of economics and statistics
6
Economics letters
4
Econometric reviews
3
Journal of empirical finance
3
Journal of the American Statistical Association : JASA
3
Journal of economic dynamics & control
2
Journal of monetary economics
2
Applied economics
1
Computational economics
1
Economía : revista del Departamento de Economía, Pontificia Universidad Católica del Perú
1
International economic review
1
Journal of financial economics
1
Journal of human resources : JHR
1
Journal of international money and finance
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Journal of time series econometrics
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Oxford bulletin of economics and statistics
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Review of economic dynamics
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Technical working paper / National Bureau of Economic Research
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The B.E. journal of economic analysis & policy
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OLC EcoSci
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ECONIS (ZBW)
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Unit Root Tests in ARMA Models With Data-Dependent Methods for the Selection of the Truncation Lag
Ng, Serena
;
Perron, Pierre
- In:
Journal of the American Statistical Association : JASA
90
(
1995
)
429
,
pp. 268-281
Persistent link: https://www.econbiz.de/10006634756
Saved in:
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
Saved in:
3
A Note on the Selection of Time Series Models
Ng, Serena
;
Perron, Pierre
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
1
,
pp. 115
Persistent link: https://www.econbiz.de/10006422890
Saved in:
4
ARTICLES - An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests
Perron, Pierre
;
Ng, Serena
- In:
Econometric theory
14
(
1998
)
5
,
pp. 560-603
Persistent link: https://www.econbiz.de/10006991447
Saved in:
5
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
Perron, Pierre
;
Ng, Serena
- In:
The review of economic studies
63
(
1996
)
216
,
pp. 435-464
Persistent link: https://www.econbiz.de/10007619521
Saved in:
6
Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
Ng, Serena
;
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
6
,
pp. 1519-1554
Persistent link: https://www.econbiz.de/10006771444
Saved in:
7
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
Breitung, Jörg
;
Das, Samarjit
;
Bai, J.
;
Ng, S.
;
Bai, J.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 88-108
Persistent link: https://www.econbiz.de/10007896792
Saved in:
8
Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators
Michaelides, A.
;
Ng, S.
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 231-266
Persistent link: https://www.econbiz.de/10006780788
Saved in:
9
Testing for ARCH in the presence of a possibly misspecified conditional mean
Lumsdaine, R.L.
;
Ng, S.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 257-280
Persistent link: https://www.econbiz.de/10006784361
Saved in:
10
Testing for unit roots in flow data sampled at different frequencies
Ng, S.
- In:
Economics letters
47
(
1995
)
3-4
,
pp. 237-242
Persistent link: https://www.econbiz.de/10006799203
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