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Ng, Serena
55
Bai, Jushan
15
Perron, Pierre
6
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4
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4
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Journal of econometrics
9
Working paper / National Bureau of Economic Research, Inc
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The review of economics and statistics
5
Econometric theory
3
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2
Journal of economic dynamics & control
2
Journal of the American Statistical Association : JASA
2
The econometrics journal
2
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1
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1
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1
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1
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Oxford bulletin of economics and statistics
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OLC EcoSci
RePEc
927
ECONIS (ZBW)
181
EconStor
4
BASE
3
Other ZBW resources
3
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Can sticky prices account for the variations and persistence in real exchange rates?
Ng, Serena
- In:
Journal of international money and finance
22
(
2003
)
1
,
pp. 65-86
Persistent link: https://www.econbiz.de/10006891348
Saved in:
2
ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN
Ng, Serena
;
Vogelsang, Timothy
- In:
Econometric reviews
21
(
2002
)
3
,
pp. 353-382
Persistent link: https://www.econbiz.de/10006892691
Saved in:
3
Applications and Case Studies - Parametric and Nonparametric Approaches to Price and Tax Reform
Deaton, Angus
;
Ng, Serena
- In:
Journal of the American Statistical Association : JASA
93
(
1998
)
443
,
pp. 900-909
Persistent link: https://www.econbiz.de/10006628331
Saved in:
4
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:
5
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
Saved in:
6
A PANIC Attack on Unit Roots and Cointegration
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
4
,
pp. 1127-1178
Persistent link: https://www.econbiz.de/10006756793
Saved in:
7
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:
8
Looking for evidence of speculative stock-holding in commodity markets
Ng, Serena
- In:
Journal of economic dynamics & control
20
(
1996
)
1-3
,
pp. 123-144
Persistent link: https://www.econbiz.de/10006793718
Saved in:
9
Demand Systems with Nonstationary Prices
Lewbel, Arthur
;
Ng, Serena
- In:
The review of economics and statistics
87
(
2005
)
3
,
pp. 479-494
Persistent link: https://www.econbiz.de/10006361941
Saved in:
10
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
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