| A consistent test for conditional symmetry in time series models J Bai, S Ng Journal of Econometrics 103 (1-2), 225-258, 2001 | 130 | 2001 |
| A factor analysis of bond risk premia SC Ludvigson, S Ng National Bureau of Economic Research, 2009 | 228 | 2009 |
| A Factor Analysis of Bond Risk Premia S Ng, SC Ludvigson Department of Economics, New York University, 2009 | 2 | 2009 |
| A factor analysis of housing market dynamics in the US and the regions S Ng, E Moench manuscript, Columbia University, 2009 | 3 | 2009 |
| A hierarchical factor analysis of US housing market dynamics E Moench, S Ng The Econometrics Journal 14 (1), C1-C24, 2011 | 87 | 2011 |
| A machine learning analysis of seasonal and cyclical sales in weekly scanner data R Guha, S Ng Big Data for 21st Century Economic Statistics, 2019 | 15 | 2019 |
| A new look at panel testing of stationarity and the PPP hypothesis J Bai, S Ng Identification and Inference for Econometric Models: Essays in Honor of …, 2005 | 102 | 2005 |
| A note on the selection of time series models S Ng, P Perron Working Papers in Economics, 116, 2001 | 22 | 2001 |
| A note on the selection of time series models S Ng, P Perron oxford Bulletin of Economics and statistics 67 (1), 115-134, 2005 | 126 | 2005 |
| A PANIC attack on unit roots and cointegration J Bai, S Ng Econometrica 72 (4), 1127-1177, 2004 | 2378 | 2004 |
| A report of the outcomes of occupational therapy programs for elderly with mild cognitive deficits in the community elderly centers S Ng, A Lo, G Lee, M Lam, E Yeong, M Koo, S Tsoi, D Chow, O Lau, ... | | |
| A semi-parametric factor model for interest rates E Ghysels, S Ng Cahier de recherche, 1996 | 2 | 1996 |
| A semiparametric factor model of interest rates and tests of the affine term structure E Ghysels, S Ng Review of Economics and Statistics 80 (4), 535-548, 1998 | 50 | 1998 |
| A simple test for nonstationarity in mixed panels S Ng Journal of Business & Economic Statistics 26 (1), 113-127, 2008 | 45 | 2008 |
| A systematic framework for analyzing the dynamic effects of permanent and transitory shocks J Gonzalo, S Ng Cahier de recherche, 1996 | 13 | 1996 |
| A systematic framework for analyzing the dynamic effects of permanent and transitory shocks J Gonzalo, S Ng Journal of Economic dynamics and Control 25 (10), 1527-1546, 2001 | 268 | 2001 |
| Accounting for Trends in the Almost Ideal Demand System S Ng Department of Economics, Boston College and CRDE, University of Montreal June, 1997 | 12 | 1997 |
| Adjustment costs and factor demands in Canadian manufacturing industries B Carmichael, S Ng Applied Economics 24 (8), 845-857, 1992 | 11 | 1992 |
| An autoregressive spectral density estimator at frequency zero for nonstationarity tests P Perron, S Ng Econometric theory 14 (5), 560-603, 1998 | 100 | 1998 |
| An econometric perspective on algorithmic subsampling S Lee, S Ng Annual Review of Economics 12 (1), 45-80, 2020 | 12 | 2020 |
