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Disambiguation of "Ng, Serena"

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A consistent test for conditional symmetry in time series models

, and . Journal of Econometrics, 103 (1-2): 225--258 (July 2001)

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Serena Grazzini

Serena Kippenberger

Serena Preyer

Serena Haag

Serena Bielli

 

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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)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)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)Sketching for Two-Stage Least Squares Estimation., and . CoRR, (2020)Are more data always better for factor analysis?, and . Journal of Econometrics, 132 (1): 169 - 194 (2006)Common Features.ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN, and . Econometric Reviews, 21 (3): 353--381 (2002)Evaluating latent and observed factors in macroeconomics and finance, and . Journal of Econometrics, 131 (1-2): 507--537 (00 2006)