Opportunities and challenges : lessons from analyzing terabytes of scanner data

von Ng, Serena
Veröffentlicht in Econometric Society (11. : 2015 : Montréal) Advances in economics and econometrics ; Volume 2 (2017)

Opportunities and challenges : lessons from analyzing terabytes of scanner data

von Ng, Serena
Veröffentlicht 2017

A simple test for nonstationarity in mixed panels

von Ng, Serena
Veröffentlicht in Journal of business & economic statistics (2008)

Variable selection in predictive regressions

von Ng, Serena
Veröffentlicht in Handbook of economic forecasting ; Volume 2B (2013)

Constructing common factors from continuous and categorical data

von Ng, Serena
Veröffentlicht in Econometric reviews (2015)

Looking for evidence of speculative stockholding in commodity markets

von Ng, Serena
Veröffentlicht 1995

Testing for homogeneity in demand systems when the regressors are non-stationary

von Ng, Serena
Veröffentlicht 1995

Testing for homogeneity in demand systems when the regressors are nonstationary

von Ng, Serena
Veröffentlicht in Journal of applied econometrics (1995)

Viewpoint: boosting recessions

von Ng, Serena
Veröffentlicht in The Canadian journal of economics (2014)

Testing cross-section correlation in panel date using spacings

von Ng, Serena
Veröffentlicht in Journal of business & economic statistics (2006)

Can sticky prices account for the variations and persistence in real exchange rates?

von Ng, Serena
Veröffentlicht in Journal of international money and finance (2003)

Testing for unit roots in flow data sampled at different frequencies

von Ng, Serena
Veröffentlicht in Economics letters (1995)

Looking for evidence of speculative stockholding in commodity markets

von Ng, Serena
Veröffentlicht in Journal of economic dynamics & control (1996)

A machine learning analysis of seasonal and cyclical sales in weekly scanner data

von Guha, Rishab
Veröffentlicht in Conference on Research in Income and Wealth (2019 : Washington, DC) Big data for twenty-first-century economic statistics (2022)

Boosting high dimensional predictive regressions with time varying parameters

von Yousuf, Kashif
Veröffentlicht in Journal of econometrics (2021)

The risky spread, investment, and monetary policy transmission : evidence on the role of asymmetric information

von Ng, Serena
Veröffentlicht in The review of economics and statistics (1996)

A semiparametric factor model of interest rates and tests of the affine term structure

von Ghysels, Eric
Veröffentlicht in The review of economics and statistics (1998)

Minimum distance estimation of possibly noninvertible moving average models

von Gospodinov, Nikolaj
Veröffentlicht in Journal of business & economic statistics (2015)

Boosting diffusion indices

von Bai, Jushan
Veröffentlicht in Journal of applied econometrics (2009)

Instrumental variable estimation in a data rich environment

von Bai, Jushan
Veröffentlicht in Econometric theory (2010)