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How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis
Title
How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis
Author
Cardia, Emanuela, Ng, Serena
Date
1997
Genre
working paper
Determining the Number of Factors in Approximate Factor Models
Title
Determining the Number of Factors in Approximate Factor Models
Author
Bai, Jushan, Ng, Serena
Date
2000
Genre
working paper
A Test for Conditional Symmetry in Time Series Models
Title
A Test for Conditional Symmetry in Time Series Models
Author
Bai, Jushan, Ng, Serena
Date
1998
Genre
working paper
Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean
Title
Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean
Author
Lumsdaine, Robin, Ng, Serena
Date
1998
Genre
working paper
Accounting for Trends in the Almost Ideal Demand System
Title
Accounting for Trends in the Almost Ideal Demand System
Author
Ng, Serena
Date
1997
Genre
working paper
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure
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
A PANIC Attack on Unit Roots and Cointegration
Title
A PANIC Attack on Unit Roots and Cointegration
Author
Bai, Jushan, Ng, Serena
Date
2001
Genre
working paper
Explaining the Persistence of Commodity Prices
Title
Explaining the Persistence of Commodity Prices
Author
Ng, Serena, Ruge-Murcia, Francisco
Date
1997
Genre
working paper

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Author/Creator

  • Ng, Serena (18) + -
  • Bai, Jushan (5) + -
  • Perron, Pierre (2) + -
  • Vogelsang, Timothy (2) + -
  • Cardia, Emanuela (1) + -
  • Cox, Donald (1) + -
  • Daeton, Angus (1) + -
  • Ghysels, Eric (1) + -
  • Lewbel, Arthur (1) + -
  • Lumsdaine, Robin (1) + -
  • Michaelides, Alexander (1) + -
  • Ruge-Murcia, Francisco (1) + -
  • Waldkirch, Andreas (1) + -
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Date Created/Issued

1996 - 2002
(years)
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Format: 2023/03/27

Collection

  • Faculty Works (18) + -

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  • Arts and Sciences (18) + -

Discipline

  • Economics (18) + -

Genre

  • working paper (18) + -

Language

  • English (18) + -
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