Articles with public access mandates - Serena NgLearn more
Not available anywhere: 1
COVID-19 and the Costs of Deadly Disasters
SC Ludvigson, S Ma, S Ng
AEA Papers and Proceedings 111, 366-370, 2021
Mandates: US National Science Foundation
Available somewhere: 14
FRED-MD: A monthly database for macroeconomic research
MW McCracken, S Ng
Journal of Business & Economic Statistics 34 (4), 574-589, 2016
Mandates: US National Science Foundation
Uncertainty and business cycles: exogenous impulse or endogenous response?
SC Ludvigson, S Ma, S Ng
American Economic Journal: Macroeconomics 13 (4), 369-410, 2021
Mandates: US National Science Foundation
Matrix completion, counterfactuals, and factor analysis of missing data
J Bai, S Ng
Journal of the American Statistical Association 116 (536), 1746-1763, 2021
Mandates: US National Science Foundation
Rank regularized estimation of approximate factor models
J Bai, S Ng
Journal of Econometrics 212 (1), 78-96, 2019
Mandates: US National Science Foundation
Level and volatility factors in macroeconomic data
Y Gorodnichenko, S Ng
Journal of Monetary Economics 91, 52-68, 2017
Mandates: US National Science Foundation
The ABC of simulation estimation with auxiliary statistics
JJ Forneron, S Ng
Journal of Econometrics 205 (1), 112-139, 2018
Mandates: US National Science Foundation
Boosting high dimensional predictive regressions with time varying parameters
K Yousuf, S Ng
Journal of Econometrics 224 (1), 60-87, 2021
Mandates: US National Science Foundation
Factor-based imputation of missing values and covariances in panel data of large dimensions
E Cahan, J Bai, S Ng
Journal of Econometrics 233 (1), 113-131, 2023
Mandates: US National Science Foundation
Time series estimation of the dynamic effects of disaster-type shocks
R Davis, S Ng
Journal of Econometrics 235 (1), 180-201, 2023
Mandates: US National Science Foundation
Simulated minimum distance estimation of dynamic models with errors-in-variables
N Gospodinov, I Komunjer, S Ng
Journal of econometrics 200 (2), 181-193, 2017
Mandates: US National Science Foundation
Latent dirichlet analysis of categorical survey responses
E Munro, S Ng
Journal of Business & Economic Statistics 40 (1), 256-271, 2022
Mandates: US National Science Foundation
An econometric perspective on algorithmic subsampling
S Lee, S Ng
Annual Review of Economics 12 (1), 45-80, 2020
Mandates: US National Science Foundation, UK Economic and Social Research Council …
Least squares estimation using sketched data with heteroskedastic errors
S Lee, S Ng
International Conference on Machine Learning, 12498-12520, 2022
Mandates: US National Science Foundation, UK Economic and Social Research Council …
Estimation and Inference by Stochastic Optimization: Three Examples
JJ Forneron, S Ng
AEA Papers and Proceedings 111, 626-630, 2021
Mandates: US National Science Foundation
Publication and funding information is determined automatically by a computer program