Ng, Serena
Ng, Serena, 1959-
Serena Ng
VIAF ID: 33055832 ( Personal )
Permalink: http://viaf.org/viaf/33055832
Preferred Forms
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- 100 1 _ ‡a Ng, Serena ‡d 1959-
- 100 1 0 ‡a Ng, Serena, ‡d 1959-
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- 100 1 _ ‡a Ng, Serena, ‡d 1959-
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- 100 0 _ ‡a Serena Ng
4xx's: Alternate Name Forms (5)
5xx's: Related Names (5)
- 510 2 _ ‡a Centre de Recherche en Développement Économique ‡g Montréal ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Columbia University ‡b Department of Economics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Johns Hopkins University ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a National Bureau of Economic Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University of Michigan ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Adjustment costs and factor demands in Canadian manufacturing industries | |
Are more data always better for factor analysis? | |
An autoregressive spectral density estimator at frequency zero for nonstationarity tests | |
The empirical risk-return relation a factor analysis approach | |
Essays in time series and econometrics, 1993: | |
Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators | |
Estimation and inference in nearly unbalanced, nearly cointegrated systems | |
Estimation of dsge models when the data are persistent | |
Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties | |
The exact error in estimating the spectral density at the origin | |
Excess sensitivity and asymmetries in consumption : an empirical investigation | |
Explaining the persistence of commodity prices | |
How important are intergenerational transfers of time? : a macroeconomic analysis | |
Large dimensional factor analysis | |
Looking for evidence of speculative stockholding in commodity markets | |
Macro factors in bond risk premia | |
Nonparametric two-step estimation of unknown regression functions when the regressors and the regression error are not independent | |
Parametric and nonparametric approaches to price and tax reform | |
The risky spread, investment, and monetary policy transmission : evidence on the role of asymmetric information | |
A semi-parametric factor model for interest rates | |
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks | |
Testing for homogeneity in demand systems when the regressors are non-stationary | |
Understanding and comparing factor-based forecasts | |
Unit root tests in arma models with data dependent methods for the selection of the truncation lag | |
Useful modifications to some unit root tests with dependent errors and their local asymptotic properties |