Search Results - "Ng, Serena"

Measuring Uncertainty by Jurado, Kyle, Ludvigson, Sydney C., Ng, Serena

“…This paper exploits a data rich environment to provide direct econometric estimates of time-varying macroeconomic uncertainty. Our estimates display…”
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FRED-MD: A Monthly Database for Macroeconomic Research by McCracken, Michael W., Ng, Serena

“…This article describes a large, monthly frequency, macroeconomic database with the goal of establishing a convenient starting point for empirical analysis that…”
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Forecasting economic time series using targeted predictors by Bai, Jushan, Ng, Serena

“…This paper studies two refinements to the method of factor forecasting. First, we consider the method of quadratic principal components that allows the link…”
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Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling by Ng, Serena, Wright, Jonathan H.

“…This paper provides a survey of business cycle facts, updated to take account of recent data. Emphasis is given to the Great Recession, which was unlike most…”
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COMMODITY PRICES, CONVENIENCE YIELDS, AND INFLATION by Gospodinov, Nikolay, Ng, Serena

“…This paper provides evidence that the two leading principal components in a panel of 23 commodity convenience yields have statistically and quantitatively…”
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Determining the Number of Primitive Shocks in Factor Models by Bai, Jushan, Ng, Serena

“…A widely held but untested assumption underlying macroeconomic analysis is that the number of shocks driving economic fluctuations, q, is small. In this…”
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The empirical risk–return relation: A factor analysis approach by Ludvigson, Sydney C., Ng, Serena

“…Existing empirical literature on the risk–return relation uses relatively small amount of conditioning information to model the conditional mean and…”
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A PANIC Attack on Unit Roots and Cointegration by Bai, Jushan, Ng, Serena

“…This paper develops a new methodology that makes use of the factor structure of large dimensional panels to understand the nature of nonstationarity in the…”
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Are more data always better for factor analysis? by Boivin, Jean, Ng, Serena

“…Factors estimated from large macroeconomic panels are being used in an increasing number of applications. However, little is known about how the size and the…”
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Determining the Number of Factors in Approximate Factor Models by Bai, Jushan, Ng, Serena

“…In this paper we develop some econometric theory for factor models of large dimensions. The focus is the determination of the number of factors (r), which is…”
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Boosting diffusion indices by Bai, Jushan, Ng, Serena

“…In forecasting and regression analysis, it is often necessary to select predictors from a large feasible set. When the predictors have no natural ordering, an…”
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INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT by Bai, Jushan, Ng, Serena

“…We consider estimation of parameters in a regression model with endogenous regressors. The endogenous regressors along with a large number of other endogenous…”
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Long-term effects of mobile exoneuromusculoskeleton (ENMS)-assisted self-help telerehabilitation after stroke by Qing, Wanyi, Nam, Ching-Yi, Shum, Harvey Man-Hok, Chan, Marko Ka-Leung, Yu, King-Pong, Ng, Serena Sin-Wah, Yang, Bibo, Hu, Xiaoling

“…Investigation on long-term effects of robot-assisted poststroke rehabilitation is challenging because of the difficulties in administration and follow-up of…”
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Exploratory Study on the Clinical use of EEG for the People with Chronic Stroke and Their Correlation with the Neuropsychological Outcome by Chan, Marko Ka Leung, Yeung, Winnie Ka Yee, Yu, Jason King Pong, Ng, Serena Sin Wah, Tong, Raymond Kai Yu

“…Objective. To measure the EEG signals of the people with chronic stroke in eyes-closed and eyes-open condition and study their relationship with the cognitive…”
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Development of a battery-free ultrasonically powered functional electrical stimulator for movement restoration after paralyzing spinal cord injury by Alam, Monzurul, Li, Shuai, Ahmed, Rakib Uddin, Yam, Yat Man, Thakur, Suman, Wang, Xiao-Yun, Tang, Dan, Ng, Serena, Zheng, Yong-Ping

“…Functional electrical stimulation (FES) is used to restore movements in paretic limbs after severe paralyses resulting from neurological injuries such as…”
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hierarchical factor analysis of U.S. housing market dynamics by Moench, Emanuel, Ng, Serena

“…Summary This paper studies the linkages between housing and consumption in the United States taking into account regional variation. We estimate national and…”
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The Translation of Mobile-Exoneuromusculoskeleton-Assisted Wrist–Hand Poststroke Telerehabilitation from Laboratory to Clinical Service by Qing, Wanyi, Nam, Ching-Yi, Shum, Harvey Man-Hok, Chan, Marko Ka-Leung, Yu, King-Pong, Ng, Serena Sin-Wah, Yang, Bibo, Hu, Xiaoling

“…Rehabilitation robots are helpful in poststroke telerehabilitation; however, their feasibility and rehabilitation effectiveness in clinical settings have not…”
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Ecolinguistics for and beyond the Sustainable Development Goals by Chau, Meng Huat, Zhu, Chenghao, Jacobs, George M., Delante, Nimrod Lawson, Asmi, Alfian, Ng, Serena, John, Sharon Santhia, Guo, Qingli, Shunmugam, Krishnavanie

“…This article considers potential impacts the study of language, including ecolinguistics, can have on important real-world issues, and how linguists and others…”
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Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data by Bai, Jushan, Ng, Serena

“…This article proposes an imputation procedure that uses the factors estimated from a tall block along with the re-rotated loadings estimated from a wide block…”
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Ultrasound-driven piezoelectric current activates spinal cord neurocircuits and restores locomotion in rats with spinal cord injury by Li, Shuai, Alam, Monzurul, Ahmed, Rakib Uddin, Zhong, Hui, Wang, Xiao-Yun, Ng, Serena, Zheng, Yong-Ping

“…Neuromodulation via electrical stimulation (ES) is a common technique to treat numerous brain and spinal cord related neurological conditions. In the present…”
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