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Disambiguation of "Ng, Serena"

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Are more data always better for factor analysis?

, and . Journal of Econometrics, 132 (1): 169 - 194 (2006)Common Features.
DOI: 10.1016/j.jeconom.2005.01.027

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Serena Grazzini

Serena Kippenberger

Serena Preyer

Serena Haag

Serena Bielli

 

Other publications of authors with the same name

Determining the Number of Factors in Approximate Factor Models, and . Econometrica, 70 (1): 191--221 (Jan 1, 2002)doi: 10.1111/1468-0262.00273.Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions, and . Econometrica, 74 (4): 1133--1150 (182 07 2006)doi: 10.1111/j.1468-0262.2006.00696.x.Testing for unit roots in flow data sampled at different frequencies. Economics Letters, 47 (3-4): 237--242 (March 1995)Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators, and . Journal of Econometrics, 96 (2): 231--266 (June 2000)Testing for ARCH in the presence of a possibly misspecified conditional mean, and . Journal of Econometrics, 93 (2): 257--279 (December 1999)Looking for evidence of speculative stockholding in commodity markets. Journal of Economic Dynamics and Control, 20 (1-3): 123--143 (00 1996)ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN, and . Econometric Reviews, 21 (3): 353--381 (2002)A PANIC Attack on Unit Roots and Cointegration, and . Econometrica, 72 (4): 1127--1177 (183 07 2004)doi: 10.1111/j.1468-0262.2004.00528.x.A systematic framework for analyzing the dynamic effects of permanent and transitory shocks, and . Journal of Economic Dynamics and Control, 25 (10): 1527-1546 (2001)available at http://ideas.repec.org/a/eee/dyncon/v25y2001i10p1527-1546.html.Are more data always better for factor analysis?, and . Journal of Econometrics, 132 (1): 169 - 194 (2006)Common Features.