Serena Ng : Citation Profile

Columbia University

43

H index

73

i10 index

15519

Citations

RESEARCH PRODUCTION:

79

Articles

108

Papers

3

Chapters

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 484
   Journals where Serena Ng has often published
   Relations with other researchers
   Recent citing documents: 798.    Total self citations: 58 (0.37 %)

MORE DETAILS IN:
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   Updated: 2025-03-08    RAS profile: 2023-01-31    
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Relations with other researchers

Works with:

Bai, Jushan (5)

Lee, Sokbae (Simon) (4)

Ma, Sai (3)

McCracken, Michael (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Serena Ng.

Is cited by:

GUPTA, RANGAN (329)

Marcellino, Massimiliano (196)

Shahbaz, Muhammad (131)

Stevanovic, Dalibor (130)

Hallin, Marc (124)

Barigozzi, Matteo (120)

Forni, Mario (113)

Asongu, Simplice (108)

Westerlund, Joakim (104)

Lippi, Marco (103)

Kapetanios, George (100)

Cites to:

Bai, Jushan (82)

Watson, Mark (74)

Reichlin, Lucrezia (57)

Stock, James (56)

Forni, Mario (47)

Lippi, Marco (45)

Perron, Pierre (41)

Pesaran, Mohammad (36)

Hallin, Marc (36)

Phillips, Peter (34)

Diebold, Francis (25)

Main data

Where Serena Ng has published?

Journals with more than one article published# docs
Journal of Econometrics13
Journal of Business & Economic Statistics8
Econometrica5
Econometric Theory5
The Review of Economics and Statistics5
Journal of Business & Economic Statistics3
Journal of Applied Econometrics3
Journal of Monetary Economics2
Journal of Economic Dynamics and Control2
AEA Papers and Proceedings2
Annals of Economics and Finance2
Econometrics Journal2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc19
Boston College Working Papers in Economics / Boston College Department of Economics18
Papers / arXiv.org14
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics4
Working Papers / Federal Reserve Bank of St. Louis2
Econometrics / University Library of Munich, Germany2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2

Recent works citing Serena Ng (2025 and 2024)

YearTitle of citing document
2025Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data. (2025). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-01.

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2024Critical Raw Materials Index - CRMI. (2024). Hasse, Jean-Baptiste ; Nobletz, Capucine. In: AMSE Working Papers. RePEc:aim:wpaimx:2428.

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2024The role of CDS spreads in explaining bond recovery rates. (2024). Vrins, Frederic ; Gauthier, Genevieve ; Franois, Pascal ; Barbagli, Matteo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002.

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2025Distributional Dynamics. (2025). Kuhn, Moritz ; Calderon, Luis ; Bayer, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351.

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2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2024Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?. (2017). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1711.00564.

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2024Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2024Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2024Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611.

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2024The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2024To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063.

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2024Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2024Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2025Learning Financial Network with Focally Sparse Structure. (2021). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

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2024Hamiltonian Monte Carlo for Regression with High-Dimensional Categorical Data. (2021). Hansen, Stephen ; Battaglia, Laura ; Sacher, Szymon. In: Papers. RePEc:arx:papers:2107.08112.

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2024CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517.

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2024Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532.

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2024A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2024Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity. (2022). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

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2024Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2024Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2024Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). GAO, Jiti ; Whang, Yoon-Jae ; Oka, Tatsushi ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632.

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2024Matrix Quantile Factor Model. (2022). Zhao, Peng ; Yu, Long ; Liu, Yong-Xin ; Kong, Xin-Bing. In: Papers. RePEc:arx:papers:2208.08693.

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2024Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2024The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2025Multidimensional Interactive Fixed-Effects. (2022). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

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2024Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2024Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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2024Clustered Covariate Regression. (2023). Tsyawo, Emmanuel ; Soale, Abdul-Nasah. In: Papers. RePEc:arx:papers:2302.09255.

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2024Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2025GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2023). Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805.

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2024Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2024Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2025High-Dimensional Canonical Correlation Analysis. (2023). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393.

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2024Adaptive Principal Component Regression with Applications to Panel Data. (2023). Wu, Zhiwei Steven ; Whitehouse, Justin ; Harris, Keegan ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2307.01357.

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2024Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2024Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067.

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2024Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2023). Pipiras, Vladas ; Fisher, Zachary F ; Kim, Younghoon. In: Papers. RePEc:arx:papers:2307.10454.

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2024Composite Quantile Factor Models. (2023). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450.

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2024Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958.

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2024What To Do (and Not to Do) with Causal Panel Analysis under Parallel Trends: Lessons from A Large Reanalysis Study. (2023). Xu, Yiqing ; Liu, Ziyi ; Lan, Xingchen ; Chiu, Albert. In: Papers. RePEc:arx:papers:2309.15983.

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2024Real-time Prediction of the Great Recession and the Covid-19 Recession. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.08536.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024Inside the black box: Neural network-based real-time prediction of US recessions. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

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2024Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2024Causal Models for Longitudinal and Panel Data: A Survey. (2023). Imbens, Guido ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2311.15458.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Inference for Low-rank Models without Estimating the Rank. (2023). Kwon, Hyukjun ; Choi, Jungjun ; Liao, Yuan. In: Papers. RePEc:arx:papers:2311.16440.

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2024Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Estimating Counterfactual Matrix Means with Short Panel Data. (2023). Ross, Brad ; Lei, Lihua. In: Papers. RePEc:arx:papers:2312.07520.

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2024Inference for Regression with Variables Generated from Unstructured Data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: Papers. RePEc:arx:papers:2402.15585.

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2024Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Arnold, Martin C ; Reinschlussel, Thilo. In: Papers. RePEc:arx:papers:2402.16580.

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2024Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector. (2024). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2403.02591.

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2024Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems. (2024). Zhang, Ying ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2403.09532.

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2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456.

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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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2024Sequential monitoring for explosive volatility regimes. (2024). Wang, Shixuan ; Trapani, Lorenzo ; Horvath, Lajos. In: Papers. RePEc:arx:papers:2404.17885.

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2024Quantitative Tools for Time Series Analysis in Natural Language Processing: A Practitioners Guide. (2024). Schmal, Benedikt W. In: Papers. RePEc:arx:papers:2404.18499.

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2024Optimal Bias-Correction and Valid Inference in High-Dimensional Ridge Regression: A Closed-Form Solution. (2024). Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2405.00424.

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2025Kernel Three Pass Regression Filter. (2024). Padha, Daanish ; Jat, Rajveer. In: Papers. RePEc:arx:papers:2405.07292.

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2024Latent group structure in linear panel data models with endogenous regressors. (2024). Okui, Ryo ; Choi, Junho. In: Papers. RePEc:arx:papers:2405.08687.

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More than 100 citations found, this list is not complete...

Works by Serena Ng:

YearTitleTypeCited
2015Measuring Uncertainty In: American Economic Review.
[Full Text][Citation analysis]		article1392
2013Measuring Uncertainty.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1392		paper
2021Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article412
2015Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 412		paper
2021COVID-19 and the Costs of Deadly Disasters In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article7
2021Estimation and Inference by Stochastic Optimization: Three Examples In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article2
2021Estimation and Inference by Stochastic Optimization: Three Examples.(2021) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling In: Journal of Economic Literature.
[Full Text][Citation analysis]		article204
2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 204		paper
2020An Econometric Perspective on Algorithmic Subsampling In: Annual Review of Economics.
[Full Text][Citation analysis]		article7
2020An Econometric Perspective on Algorithmic Subsampling.(2020) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2020An econometric perspective on algorithmic subsampling.(2020) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 7		paper
2017The ABC of Simulation Estimation with Auxiliary Statistics In: Papers.
[Full Text][Citation analysis]		paper18
2018The ABC of simulation estimation with auxiliary statistics.(2018) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 18		article
2017Principal Components and Regularized Estimation of Factor Models In: Papers.
[Full Text][Citation analysis]		paper14
2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters In: Papers.
[Full Text][Citation analysis]		paper16
2021Boosting high dimensional predictive regressions with time varying parameters.(2021) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 16		article
2020Latent Dirichlet Analysis of Categorical Survey Responses In: Papers.
[Full Text][Citation analysis]		paper8
2022Latent Dirichlet Analysis of Categorical Survey Responses.(2022) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2021Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data In: Papers.
[Full Text][Citation analysis]		paper39
2021Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data.(2021) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		article
2020Inference by Stochastic Optimization: A Free-Lunch Bootstrap In: Papers.
[Full Text][Citation analysis]		paper2
2022Least Squares Estimation Using Sketched Data with Heteroskedastic Errors In: Papers.
[Full Text][Citation analysis]		paper5
2020Simpler Proofs for Approximate Factor Models of Large Dimensions In: Papers.
[Full Text][Citation analysis]		paper6
2021Modeling Macroeconomic Variations After COVID-19 In: Papers.
[Full Text][Citation analysis]		paper40
2021Modeling Macroeconomic Variations after Covid-19.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2022Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions In: Papers.
[Full Text][Citation analysis]		paper9
2022Time Series Estimation of the Dynamic Effects of Disaster-Type Shock In: Papers.
[Full Text][Citation analysis]		paper9
2023Approximate Factor Models with Weaker Loadings In: Papers.
[Full Text][Citation analysis]		paper17
2005Tests for Skewness, Kurtosis, and Normality for Time Series Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article192
2001Tests for Skewness, Kurtosis, and Normality for Time Series Data.(2001) In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 192		paper
2006Testing Cross-Section Correlation in Panel Data Using Spacings In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article71
2007Editors Report 2006 In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article2
2007Determining the Number of Primitive Shocks in Factor Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article394
2008A Simple Test for Nonstationarity in Mixed Panels In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article36
2008Editors Report 2007 In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article3
2009Editors Report 2008 In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article1
2010Editors€™ Report 2009 In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
1996THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article10
1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
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1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2005A Note on the Selection of Time Series Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article46
2001A Note on the Selection of Time Series Models.(2001) In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
1997Accounting for Trends in the Almost Ideal Demand System In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper2
2000Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper2504
2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power.(2001) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 2504		article
1998Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper47
1999Testing for ARCH in the presence of a possibly misspecified conditional mean.(1999) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 47		article
1997Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper81
2000Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators.(2000) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 81		article
2000Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators.(2000) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 81		paper
1997Explaining the Persistence of Commodity Prices In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper30
2000Explaining the Persistence of Commodity Prices.(2000) In: Computational Economics.
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1997Explaining the Persistence of Commodity Prices.(1997) In: Cahiers de recherche.
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1997Parametric and non-parametric approaches to price and tax reform In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper3
1996Parametric and Nonparametric Approaches to Price and Tax Reform..(1996) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
1996Parametric and Nonparametric Approaches to Price and Tax Reform..(1996) In: Cahiers de recherche.
[Citation analysis]
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1996Parametric and Non-Parametric Approaches to Price and Tax Reform.(1996) In: NBER Working Papers.
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1997Analysis of Vector Autoregressions in the Presence of Shifts in Mean In: Boston College Working Papers in Economics.
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2002ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN.(2002) In: Econometric Reviews.
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1997How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis In: Boston College Working Papers in Economics.
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1998A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure In: Boston College Working Papers in Economics.
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1998A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure.(1998) In: The Review of Economics and Statistics.
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1998A Test for Conditional Symmetry in Time Series Models In: Boston College Working Papers in Economics.
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2000Determining the Number of Factors in Approximate Factor Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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1999Forecasting Dynamic Time Series in the Presence of Deterministic Components In: Boston College Working Papers in Economics.
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2001A New Look at Panel Testing of Stationarity and the PPP Hypothesis In: Boston College Working Papers in Economics.
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2001A PANIC Attack on Unit Roots and Cointegration In: Boston College Working Papers in Economics.
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2001A Panic Attack on Unit Roots and Cointegration.(2001) In: Economics Working Paper Archive.
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2007Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers In: The B.E. Journal of Economic Analysis & Policy.
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1996The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information. In: Carleton Economic Papers.
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1995The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information..(1995) In: Cahiers de recherche.
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1995The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information..(1995) In: Cahiers de recherche.
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1996The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information..(1996) In: The Review of Economics and Statistics.
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1995Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation In: CIRANO Working Papers.
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1997Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation..(1997) In: Journal of Money, Credit and Banking.
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1995Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation..(1995) In: Cahiers de recherche.
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1995Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation..(1995) In: Cahiers de recherche.
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1996A Semi-Parametric Factor Model for Interest Rates In: CIRANO Working Papers.
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2014Viewpoint: Boosting Recessions In: Canadian Journal of Economics.
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1996A systematic framework for analyzing the dynamic effects of permanent and transitory shocks In: DES - Working Papers. Statistics and Econometrics. WS.
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2001A systematic framework for analyzing the dynamic effects of permanent and transitory shocks.(2001) In: Journal of Economic Dynamics and Control.
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1996A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks..(1996) In: Cahiers de recherche.
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1996A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks..(1996) In: Cahiers de recherche.
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2002PPP May not Hold Afterall: A Further Investigation In: Annals of Economics and Finance.
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2002PPP May not Hold Afterall: A Further Investigation.(2002) In: CEMA Working Papers.
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2008Extremum Estimation when the Predictors are Estimated from Large Panels In: Annals of Economics and Finance.
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1998AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS In: Econometric Theory.
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1996An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests..(1996) In: Cahiers de recherche.
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1996An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests..(1996) In: Cahiers de recherche.
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2010PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION In: Econometric Theory.
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2010INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT In: Econometric Theory.
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2012ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES In: Econometric Theory.
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2011Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties.(2011) In: NBER Working Papers.
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2014MEASUREMENT ERRORS IN DYNAMIC MODELS In: Econometric Theory.
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2000Forecasting Autoregressive Time Series in the Presence of Deterministic Components In: Working Papers.
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2002Forecasting autoregressive time series in the presence of deterministic components.(2002) In: Econometrics Journal.
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2006Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions In: Econometrica.
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2011Dynamic Identification of Dynamic Stochastic General Equilibrium Models In: Econometrica.
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2011A hierarchical factor analysis of U.S. housing market dynamics In: Econometrics Journal.
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2011A hierarchical factor analysis of U.S. housing market dynamics.(2011) In: Econometrics Journal.
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1996Looking for evidence of speculative stockholding in commodity markets In: Journal of Economic Dynamics and Control.
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1995Looking for Evidence of Speculative Stockholding in Commodity Markets..(1995) In: Cahiers de recherche.
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1995Looking for Evidence of Speculative Stockholding in Commodity Markets..(1995) In: Cahiers de recherche.
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2013Variable Selection in Predictive Regressions In: Handbook of Economic Forecasting.
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1995Testing for unit roots in flow data sampled at different frequencies In: Economics Letters.
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2001A consistent test for conditional symmetry in time series models In: Journal of Econometrics.
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2006Evaluating latent and observed factors in macroeconomics and finance In: Journal of Econometrics.
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2004Evaluating Latent and Observed Factors in Macroeconomics and Financ.(2004) In: Econometrics.
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2006Are more data always better for factor analysis? In: Journal of Econometrics.
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2003Are More Data Always Better for Factor Analysis?.(2003) In: NBER Working Papers.
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2008Forecasting economic time series using targeted predictors In: Journal of Econometrics.
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2009Panel cointegration with global stochastic trends In: Journal of Econometrics.
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2007Panel Cointegration with Global Stochastic Trends.(2007) In: Center for Policy Research Working Papers.
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2013Principal components estimation and identification of static factors In: Journal of Econometrics.
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2017Simulated minimum distance estimation of dynamic models with errors-in-variables In: Journal of Econometrics.
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2019Rank regularized estimation of approximate factor models In: Journal of Econometrics.
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1997Estimation and inference in nearly unbalanced nearly cointegrated systems In: Journal of Econometrics.
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1995Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche.
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1995Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche.
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2007The empirical risk-return relation: A factor analysis approach In: Journal of Financial Economics.
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2005The Empirical Risk-Return Relation: A Factor Analysis Approach.(2005) In: NBER Working Papers.
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2006The Empirical Risk-Return Relation: a factor analysis approach.(2006) In: 2006 Meeting Papers.
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2003Can sticky prices account for the variations and persistence in real exchange rates? In: Journal of International Money and Finance.
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2001Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates?.(2001) In: Economics Working Paper Archive.
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2010Estimation of DSGE models when the data are persistent In: Journal of Monetary Economics.
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2009Estimation of DSGE Models When the Data are Persistent.(2009) In: NBER Working Papers.
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2017Level and volatility factors in macroeconomic data In: Journal of Monetary Economics.
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2017Level and Volatility Factors in Macroeconomic Data.(2017) In: NBER Working Papers.
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2016A Likelihood-Free Reverse Sampler of the Posterior Distribution In: Advances in Econometrics.
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2013Minimum distance estimation of possibly non-invertible moving average models In: FRB Atlanta Working Paper.
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2015Minimum Distance Estimation of Possibly Noninvertible Moving Average Models.(2015) In: Journal of Business & Economic Statistics.
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2014Minimum Distance Estimation of Dynamic Models with Errors-In-Variables In: FRB Atlanta Working Paper.
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2021FRED-QD: A Quarterly Database for Macroeconomic Research In: Review.
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2020FRED-QD: A Quarterly Database for Macroeconomic Research.(2020) In: Working Papers.
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2020FRED-QD: A Quarterly Database for Macroeconomic Research.(2020) In: NBER Working Papers.
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2015FRED-MD: A Monthly Database for Macroeconomic Research In: Working Papers.
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2016FRED-MD: A Monthly Database for Macroeconomic Research.(2016) In: Journal of Business & Economic Statistics.
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2009Dynamic hierarchical factor models In: Staff Reports.
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2013Dynamic Hierarchical Factor Model.(2013) In: The Review of Economics and Statistics.
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1991Adjustment Costs and Factor Demands in Canadian Manufacturing Industries. In: Laval - Recherche en Energie.
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1991Adjustment Costs and Factor Demands in Canadian Manufacturing Industries..(1991) In: Cahiers de recherche.
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2005Understanding and Comparing Factor-Based Forecasts In: International Journal of Central Banking.
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2005Understanding and Comparing Factor-Based Forecasts.(2005) In: NBER Working Papers.
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2005Understanding and Comparing Factor-Based Forecasts.(2005) In: MPRA Paper.
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1995Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary. In: Journal of Applied Econometrics.
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1995Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary..(1995) In: Cahiers de recherche.
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1995Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary..(1995) In: Cahiers de recherche.
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1995Review of Coint 2.0. In: Journal of Applied Econometrics.
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2009Boosting diffusion indices In: Journal of Applied Econometrics.
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1994Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag. In: Cahiers de recherche.
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1994Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag..(1994) In: Cahiers de recherche.
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1994Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties. In: Cahiers de recherche.
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1994Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties..(1994) In: Cahiers de recherche.
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1996Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties.(1996) In: The Review of Economic Studies.
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1995Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent. In: Cahiers de recherche.
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1995Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent..(1995) In: Cahiers de recherche.
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2019A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data In: NBER Chapters.
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2019A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data.(2019) In: NBER Working Papers.
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2005Macro Factors in Bond Risk Premia In: NBER Working Papers.
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2009Macro Factors in Bond Risk Premia.(2009) In: The Review of Financial Studies.
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2009A Factor Analysis of Bond Risk Premia In: NBER Working Papers.
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2017Shock Restricted Structural Vector-Autoregressions In: NBER Working Papers.
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2017Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data In: NBER Working Papers.
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2020COVID-19 and The Macroeconomic Effects of Costly Disasters In: NBER Working Papers.
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2020Latent Dirichlet Analysis of Categorical Survey Expectations In: NBER Working Papers.
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2008Large Dimensional Factor Analysis In: Foundations and Trends(R) in Econometrics.
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2003Intergenerational Time Transfers and Childcare In: Review of Economic Dynamics.
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2003Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data In: Computing in Economics and Finance 2003.
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2015Constructing Common Factors from Continuous and Categorical Data In: Econometric Reviews.
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2013Commodity Prices, Convenience Yields, and Inflation In: The Review of Economics and Statistics.
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2004Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor In: Econometrics.
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