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Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties
Gorodnichenko, Yuriy; Mikusheva, Anna; Ng, Serena - 2011
Persistent link: https://www.econbiz.de/10009798381
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ESTIMATORS FOR PERSISTENT AND POSSIBLY NON-STATIONARY DATA WITH CLASSICAL PROPERTIES
Gorodnichenko, Yuriy; Mikusheva, Anna; Ng, Serena - 2011
Persistent link: https://www.econbiz.de/10009799447
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Dynamic Identification of Dynamic Stochastic General Equilibrium Models
Komunjer, Ivana; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 6, pp. 1995-2033
Persistent link: https://www.econbiz.de/10009802523
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A Simple Test for Nonstationarity in Mixed Panels
Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 113-127
Persistent link: https://www.econbiz.de/10008221433
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Determining the Number of Primitive Shocks in Factor Models
Bai, Jushan; Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 52-60
Persistent link: https://www.econbiz.de/10008222098
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Testing Cross-Section Correlation in Panel Data Using Spacings
Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 12-23
Persistent link: https://www.econbiz.de/10008222814
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Tests for Skewness, Kurtosis, and Normality for Time Series Data
Bai, Jushan; Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 1, pp. 49-60
Persistent link: https://www.econbiz.de/10008222920
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APPROACHES TO PRICE AND TAX REFORM
Deaton, Angus; Ng, Serena - 1996
Persistent link: https://www.econbiz.de/10007000694
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A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
Gonzalo, Jesus; Ng, Serena - In: Journal of economic dynamics & control 25 (2001) 10, pp. 1527-1546
Persistent link: https://www.econbiz.de/10006774050
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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