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Testing for unit roots in flow data sampled at different frequencies

Ng, Serena - In: Economics letters 47 (1995) 3, pp. 237-242

Persistent link: https://www.econbiz.de/10001178231

Viewpoint: boosting recessions

Ng, Serena - In: The Canadian journal of economics 47 (2014) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10010373290

The exact error in estimating the spectral density at the origin

Ng, Serena; Perron, Pierre - 1995

Persistent link: https://www.econbiz.de/10001512725

Estimation and inference in nearly unbalanced, nearly cointegrated systems

Ng, Serena; Perron, Pierre - 1995

Persistent link: https://www.econbiz.de/10001512729

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/10001381121

Useful modifications to some unit root tests with dependent errors and their local asymptotic properties

Perron, Pierre - In: The review of economic studies 63 (1996) 3, pp. 435-463

Persistent link: https://www.econbiz.de/10001201701

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

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

A note on the selection of time series models

Ng, Serena; Perron, Pierre - In: Oxford bulletin of economics and statistics 67 (2005) 1, pp. 115-134

Persistent link: https://www.econbiz.de/10002569956

Dynamic Hierarchical Factor Models

Mönch, Emanuel; Ng, Serena; Potter, Simon M. - 2011

This paper uses multi-level factor models to characterize within- and between-block variations as well as idiosyncratic noise in large dynamic panels. Block-level shocks are distinguished from genuinely common shocks, and the estimated block-level factors are easy to interpret. The framework...

Persistent link: https://www.econbiz.de/10014199839