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Title: Forecasting Dynamic Time Series in the Presence of Deterministic Components
Author: Ng, Serena, Vogelsang, Timothy
Date: 1999
Genre: working paper

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: Intergenerational Linkages in Consumption Behavior
Author: Cox, Donald, Ng, Serena, Waldkirch, Andreas
Date: 2000
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: Demand Systems With Nonstationary Prices
Author: Lewbel, Arthur, Ng, Serena
Date: 2000
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: A Note on the Selection of Time Series Models
Author: Ng, Serena, Perron, Pierre
Date: 2001
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: Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean
Author: Lumsdaine, Robin, Ng, Serena
Date: 1998
Genre: working paper

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