Serena Ng‎ > ‎


Working Papers

  • A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data (with Rishab Guha 03/18)pdf
  • Principal Components and Regularized Estimation of Factor Models (with Jushan Bai 08/17) pdf, arXiv 1708.08137 arxiv 1708.08137
  • Shock Restricted Structural Vector-Autoregressions (with Sydney Ludvigson and Sai Ma 12/16) pdf
  • The Predictive Content of High Frequency Consumer Confidence Data (with Jonathan Wright 08/16) pdf
  • Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (with Sydney Ludvigson and Sai Ma, updated 1/17) pdf
  • The ABC of Simulation Estimation with Auxiliary Statistics, (with Jean-Jacques Forneron, 02/17, Forthcoming in Journal of Econometrics) pdf
  • Determining the Number of Factors in Approximate Factor Models, Errata (with J. Bai, 05/ 06. ) pdf
  • How Does Housing Afffects Consumption? (with Huntley. Schaller, 1998. ) pdf