Ng, Serena, 1959-
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Incoming Resources
- Contributor of10
- Excess sensitivity and asymmetries in consumption, an empirical investigation
- How important are intergenerational transfers of time?, a macroeconomic analysis
- Excess sensitivity and asymmetries in consumption, an empirical investigation
- An autoregressive spectral density estimator at frequency zero for nonstationarity tests
- Parametric and non-parametric approaches to price and tax reform
- A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
- A semi-parametric factor model for interest rates
- Are more data always better for factor analysis?
- Parametric and nonparametric approaches to price and tax reform
- Useful modifications to some unit root tests with dependent errors and their local asymptotic properties
- Creator of8
- Testing for homogeneity in demand systems when the regressors are non-stationary
- The risky spread, investment, and monetary policy transmission, evidence on the role of asymmetric information
- Explaining the persistence of commodity prices
- The exact error in estimating the spectral density at the origin
- Unit root tests in arma models with data dependent methods for the selection of the truncation lag
- Looking for evidence of speculative stockholding in commodity markets
- Estimation and inference in nearly cointegrated systems
- Nonparametric two-step estimation of unknown regression functions when the regressors and the regression error are not independent