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Forecasting economic time series using targeted predictors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 146 (2008) 2, pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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Are more data always better for factor analysis?
Boivin, Jean; Ng, Serena - In: Journal of econometrics 132 (2006) 1, pp. 169-194
Persistent link: https://www.econbiz.de/10003320258
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Principal components estimation and identification of static factors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 176 (2013) 1, pp. 18-29
Persistent link: https://www.econbiz.de/10009764410
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Modelling volatility by variance decomposition
Amado, Cristina; Teräsvirta, Timo - In: Journal of econometrics 175 (2013) 2, pp. 142-153
Persistent link: https://www.econbiz.de/10009764416
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Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators
Michaelides, Alexander G.; Ng, Serena - In: Journal of econometrics 96 (2000) 2, pp. 231-266
Persistent link: https://www.econbiz.de/10001468767
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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
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Testing for ARCH in the presence of a possibly misspecified conditional mean
Lumsdaine, Robin L.; Ng, Serena - In: Journal of econometrics 93 (1999) 2, pp. 257-279
Persistent link: https://www.econbiz.de/10001406657
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A consistent test for conditional symmetry in time series models
Bai, Jushan; Ng, Serena - In: Journal of econometrics 103 (2001) 1/2, pp. 225-258
Persistent link: https://www.econbiz.de/10001585362
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Approximate factor models with weaker loadings
Bai, Jushan; Ng, Serena - In: Journal of econometrics 235 (2023) 2, pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435