D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 56 Citations 28,679 181 World Ranking 615 National Ranking 415

Overview

What is she best known for?

The fields of study she is best known for:

  • Statistics
  • Normal distribution
  • Econometrics

Her primary areas of investigation include Econometrics, Statistics, Factor analysis, Dynamic factor and Panel data. Her work carried out in the field of Econometrics brings together such families of science as Estimator, Series and Yield. Her study ties her expertise on Inference together with the subject of Statistics.

Her biological study spans a wide range of topics, including Sample, Consistent Estimation and Principal component analysis. Serena Ng has researched Dynamic factor in several fields, including Econometric model and Risk premium. Her work deals with themes such as Information Criteria, Autoregressive model and Akaike information criterion, which intersect with Unit root.

Her most cited work include:

  • LAG LENGTH SELECTION AND THE CONSTRUCTION OF UNIT ROOT TESTS WITH GOOD SIZE AND POWER (2985 citations)
  • Determining the Number of Factors in Approximate Factor Models (2468 citations)
  • Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1369 citations)

What are the main themes of her work throughout her whole career to date?

Serena Ng mostly deals with Econometrics, Estimator, Statistics, Series and Unit root. Her study in the fields of Cointegration under the domain of Econometrics overlaps with other disciplines such as Estimation. Her study in Estimator is interdisciplinary in nature, drawing from both Consistency, Conditional expectation, Least squares and Autoregressive model.

Serena Ng works mostly in the field of Unit root, limiting it down to concerns involving Spectral density and, occasionally, Kernel. While the research belongs to areas of Principal component analysis, Serena Ng spends her time largely on the problem of Factor analysis, intersecting her research to questions surrounding Dimensionality reduction and Econometric model. Serena Ng focuses mostly in the field of Information Criteria, narrowing it down to matters related to Akaike information criterion and, in some cases, Degrees of freedom.

She most often published in these fields:

  • Econometrics (59.55%)
  • Estimator (23.18%)
  • Statistics (23.18%)

What were the highlights of her more recent work (between 2018-2021)?

  • Econometrics (59.55%)
  • Consumer confidence index (4.55%)
  • Estimator (23.18%)

In recent papers she was focusing on the following fields of study:

Serena Ng mainly focuses on Econometrics, Consumer confidence index, Estimator, Dirichlet distribution and Categorical variable. Particularly relevant to Covariate is her body of work in Econometrics. The Consumer confidence index study combines topics in areas such as Univariate, Yield, Aggregate, Seasonality and Artificial intelligence.

Her research in Univariate tackles topics such as Scanner which are related to areas like Machine learning and Panel data. Her Panel data study is concerned with the field of Statistics as a whole. Her research integrates issues of Boosting and Conditional expectation in her study of Estimator.

Between 2018 and 2021, her most popular works were:

  • Covid19 and the Macroeconomic Effects of Costly Disasters (27 citations)
  • Rank regularized estimation of approximate factor models (18 citations)
  • Rank regularized estimation of approximate factor models (18 citations)

In her most recent research, the most cited papers focused on:

  • Statistics
  • Normal distribution
  • Regression analysis

Serena Ng focuses on Sample, Least squares, Applied mathematics, Coronavirus disease 2019 and Econometrics. Her Sample research includes elements of Shock and Monetary economics. Her Least squares study incorporates themes from Principal component analysis and Factor analysis.

Her Applied mathematics research integrates issues from Computation and Instrumental variable. Her biological study focuses on Covariate. Her research investigates the connection between Covariate and topics such as Estimator that intersect with problems in Boosting, Range, Series and Conditional expectation.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

LAG LENGTH SELECTION AND THE CONSTRUCTION OF UNIT ROOT TESTS WITH GOOD SIZE AND POWER

Serena Ng;Pierre Perron.
Econometrica (2001)

4829 Citations

Determining the Number of Factors in Approximate Factor Models

Jushan Bai;Serena Ng.
Econometrica (2002)

4812 Citations

Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag

Serena Ng;Pierre Perron.
Journal of the American Statistical Association (1995)

2129 Citations

A PANIC Attack on Unit Roots and Cointegration

Jushan Bai;Serena Ng.
Econometrica (2004)

1986 Citations

Macro Factors in Bond Risk Premia

Sydney C. Ludvigson;Serena Ng.
Review of Financial Studies (2009)

1115 Citations

Are more data always better for factor analysis

Jean Boivin;Serena Ng.
Journal of Econometrics (2006)

860 Citations

Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties

Pierre Perron;Serena Ng.
The Review of Economic Studies (1996)

790 Citations

The empirical risk–return relation: A factor analysis approach ☆

Sydney C. Ludvigson;Serena Ng.
Journal of Financial Economics (2007)

728 Citations

Forecasting economic time series using targeted predictors

Jushan Bai;Serena Ng.
Journal of Econometrics (2008)

683 Citations

FRED-MD: A Monthly Database for Macroeconomic Research

Michael W. McCracken;Serena Ng.
Journal of Business & Economic Statistics (2015)

663 Citations

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