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Title
Analysis of Vector Autoregressions in the Presence of Shifts in Mean
Author
Ng, Serena
,
Vogelsang, Timothy
Date
1997
Genre
working paper
Title
Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators
Author
Michaelides, Alexander
,
Ng, Serena
Date
1997
Genre
working paper
Title
Parametric and non-parametric approaches to price and tax reform
Author
Daeton, Angus
,
Ng, Serena
Date
1997
Genre
working paper
Title
Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
Author
Ng, Serena
,
Perron, Pierre
Date
1997
Genre
working paper
Title
How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis
Author
Cardia, Emanuela
,
Ng, Serena
Date
1997
Genre
working paper
Title
Accounting for Trends in the Almost Ideal Demand System
Author
Ng, Serena
Date
1997
Genre
working paper
Title
Explaining the Persistence of Commodity Prices
Author
Ng, Serena
,
Ruge-Murcia, Francisco
Date
1997
Genre
working paper
Title
A Test for Conditional Symmetry in Time Series Models
Author
Bai, Jushan
,
Ng, Serena
Date
1998
Genre
working paper
Title
Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean
Author
Lumsdaine, Robin
,
Ng, Serena
Date
1998
Genre
working paper
Title
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure
Author
Ghysels, Eric
,
Ng, Serena
Date
1998
Genre
working paper
Pages
1
2
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