Serena Ng - Central Bank Research Hub

Papers by year: All | 2013 | 2009 | 2005

Title Other author(s)

Minimum Distance Estimation of Possibly Non-Invertible Moving Average Models

Atlanta Fed Working papers [View] (Paper: 2013-11, 20.11.2013)

Dynamic Hierarchical Factor Models

New York Fed Staff reports [View] (Paper: 412, 14.12.2009)

Understanding and Comparing Factor-Based Forecasts

IJCB International Journal of Central Banking [View] (Paper: 05q4a4, 14.12.2005)

JEL: C3, C53, E37, E47

Papers by year: All | 2013 | 2009 | 2005