Serena Ng
Active 1995–2022
- 28
- Papers
- 19,571
- Citations
- 25
- h-index
- 27
- i10-index
Citations
Citation sources
Countries
Institutions
Fields
- Economics, Econometrics and Finance57%
- Computer Science12.8%
- Mathematics7.3%
- Engineering4.3%
- Decision Sciences4%
- Medicine3%
- Other11.6%
Topics
- Monetary Policy and Economic Impact9.2%
- Market Dynamics and Volatility8.2%
- Energy, Environment, Economic Growth6.2%
- Financial Markets and Investment Strategies3.8%
- Energy, Environment, and Transportation Policies3.2%
- Complex Systems and Time Series Analysis3.1%
- Other66.3%
Coauthors
- Jushan Bai11
- Sydney C. Ludvigson5
- Pierre Perrón3
- Monzurul Alam2
- Rakib Uddin Ahmed2
- Sai Ma2
- Shuai Li2
- Yong‐Ping Zheng2
- Chihwa Kao1
- Dan Tang1
- Hui Zhong1
- Jesús Gonzalo1
- John F. Damrose1
- Jonathan H. Wright1
- Kwok Fai Leung1
- Kyle Jurado1
- M Tay1
- M. M. L. Chu1
- Michael W. McCracken1
- Sheik Cale1
- Sokbae Lee1
- Subhendra Banerjee1
- Suman Thakur1
- Wendy Wing-Chi Wong1
All papers
- FRED-MD: A Monthly Database for Macroeconomic Research
Authors: Michael W. McCracken, Serena Ng - Journal of Business and Economic Statistics 2015 cited by 894
- Measuring Uncertainty
Authors: Kyle Jurado, Sydney C. Ludvigson, Serena Ng - American Economic Review 2015 cited by 2,923
- Tests for Skewness, Kurtosis, and Normality for Time Series Data
Authors: Jushan Bai, Serena Ng - Journal of Business and Economic Statistics 2004 cited by 499
- Forecasting economic time series using targeted predictors
Authors: Jushan Bai, Serena Ng - Journal of Econometrics 2008 cited by 721
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
Authors: Serena Ng, Pierre Perrón - Econometrica 2001 cited by 3,975
- A PANIC Attack on Unit Roots and Cointegration
Authors: Jushan Bai, Serena Ng - Econometrica 2004 cited by 1,869
- Principal components estimation and identification of static factors
Authors: Jushan Bai, Serena Ng - Journal of Econometrics 2013 cited by 305
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
Authors: Jushan Bai, Serena Ng - Econometrica 2006 cited by 653
- Ultrasound-driven piezoelectric current activates spinal cord neurocircuits and restores locomotion in rats with spinal cord injury
Authors: Shuai Li, Monzurul Alam, Rakib Uddin Ahmed, Hui Zhong, Xiaoyun Wang, Serena Ng, Yong‐Ping Zheng - Bioelectronic Medicine 2020 cited by 23
- Development of a battery-free ultrasonically powered functional electrical stimulator for movement restoration after paralyzing spinal cord injury
Authors: Monzurul Alam, Shuai Li, Rakib Uddin Ahmed, Yat Man Yam, Suman Thakur, Xiao-Yun Wang, Dan Tang, Serena Ng, Yong‐Ping Zheng - Journal of NeuroEngineering and Rehabilitation 2019 cited by 36
- Determining the Number of Primitive Shocks in Factor Models
Authors: Jushan Bai, Serena Ng - Journal of Business and Economic Statistics 2006 cited by 553
- Evaluating latent and observed factors in macroeconomics and finance
Authors: Jushan Bai, Serena Ng - Journal of Econometrics 2005 cited by 228
- Development and validation of the interview version of the Hong Kong Chinese WHOQOL-BREF
Authors: Kwok Fai Leung, Wendy Wing-Chi Wong, M Tay, M. M. L. Chu, Serena Ng - Quality of Life Research 2005 cited by 165
- The empirical risk–return relation: A factor analysis approach☆
Authors: Sydney C. Ludvigson, Serena Ng - Journal of Financial Economics 2006 cited by 705
- COVID-19 and The Macroeconomic Effects of Costly Disasters
Authors: Sydney C. Ludvigson, Sai Ma, Serena Ng - 2020 cited by 217
- The Critical Response Team in Airway Emergencies
Authors: John F. Damrose, William Eropkin, Serena Ng, Sheik Cale, Subhendra Banerjee - The Permanente Journal 2019 cited by 17
- Macro Factors in Bond Risk Premia
Authors: Sydney C. Ludvigson, Serena Ng - Review of Financial Studies 2009 cited by 1,105
- Determining the Number of Factors in Approximate Factor Models
Authors: Jushan Bai, Serena Ng - Econometrica 2002 cited by 765
- PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION
Authors: Jushan Bai, Serena Ng - Econometric Theory 2009 cited by 235
- Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
Authors: Serena Ng, Pierre Perrón - Journal of the American Statistical Association 1995 cited by 1,479
- Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
Authors: Pierre Perrón, Serena Ng - The Review of Economic Studies 1996 cited by 592
- Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
Authors: Sydney C. Ludvigson, Sai Ma, Serena Ng - American Economic Journal Macroeconomics 2015 cited by 528
- Panel cointegration with global stochastic trends
Authors: Jushan Bai, Chihwa Kao, Serena Ng - Journal of Econometrics 2008 cited by 397
- A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
Authors: Jesús Gonzalo, Serena Ng - Journal of Economic Dynamics and Control 2001 cited by 223
