Address: Department of Economics, Chestnut Hill, MA 02467
Email: serena.ng@bc.edu
Tel: 617-552-2182
Fax: 617-552-2308
"An Autoregressive Estimator Density Estimator at Frequency Zero for Non-Stationarity Tests" (with P. Perron), (1995). Econometric Theory, (forthcoming).
"Parametric and Non-Parametric Approaches to Tax Reform", (with A. Deaton). (1995). Journal of the American Statistical Association, (forthcoming).
"Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure", (with E. Ghysels) (1997). Review of Economics and Statistics, (forthcoming).
"Estimation and Inference in Nearly Cointegrated Near Unbalanced Systems" (with P. Perron), (1997), Journal of Econometrics, vol 79, p. 54-81.
"Excess Sensitivity and Asymmetries in Consumption" (with A. Lusardi and R. Garcia), (1997). Journal of Money, Credit, and Banking, Vol. 29:2, 154-176.
"Estimation and Inference in Nearly Unbalanced Nearly Cointegrated Systems" (with P. Perron).(1997) Journal of Econometrics Vol 79, 54-81.
"Looking for Evidence of Speculative Stockholding in Commodity Markets". (1996) Journal of Economics Dynamics and Control, Volume 20, 123-144.
"The Exact Error of the Spectral Density at the Origin" (with P. Perron). (1996) Journal of Time Series Analysis, Volume 17, 379-408.
"Useful Modifications to Unit Root Tests with Dependent Errors and their Local Asymptotic Properties" (with P. Perron). (1996) Review of Economic Studies, Volume 63, 435-464.
"The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information" (with Huntley Schaller). (1996) Review of Economics and Statistics Vol. 78, 375-383.
"Unit Root Tests in ARMA Models with Data Dependent Methods for the Truncation Lag" (with P. Perron) (1995), Journal of the American Statistical Association, Volume 429, 268-281.
"Testing for Homogeneity in Demand Systems with Integrated Regressors", (1995) Journal of Applied Econometrics, Volume 10, 147-164.
"Testing for Unit Roots in Flow Data Sampled at Different Frequencies", (1995) Economic Letters Volume 47, p. 237-242.
"Review of Coint 2.0 by P.C.B. Phillips and S. Ouliaris", (1995) Journal of Applied Econometrics, Volume 10, 205-210.