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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
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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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Software Review: Review of Coint 2.0
Ng, S. - In: Journal of applied econometrics 10 (1995) 2, pp. 205-210
Persistent link: https://www.econbiz.de/10007007890
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Testing for Homogeneity in Demand Systems When the Regressors are Nonstationary
Ng, S. - In: Journal of applied econometrics 10 (1995) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10007007894
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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
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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
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A Semiparametric Factor Model of Interest Rates and Tests of the Affine Term Structure
Ghysels, Eric; Ng, Serena - In: The review of economics and statistics 80 (1998) 4, pp. 535-548
Persistent link: https://www.econbiz.de/10007347371
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Forecasting autoregressive time series in the presence of deterministic components
Ng, Serena; Vogelsang, Timothy J. - In: The econometrics journal 5 (2002) 1, pp. 196-224
Persistent link: https://www.econbiz.de/10007477014
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The empirical risk–return relation: A factor analysis approach
Ludvigson, Sydney C.; Ng, Serena - In: Journal of financial economics 83 (2007) 1, pp. 171-222
Persistent link: https://www.econbiz.de/10007391043
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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