Serena Ng

About Serena Ng

Serena Ng, With an exceptional h-index of 57 and a recent h-index of 40 (since 2020), a distinguished researcher at Columbia University in the City of New York,

His recent articles reflect a diverse array of research interests and contributions to the field:

Imputation of counterfactual outcomes when the errors are predictable

Constructing high frequency economic indicators by imputation

Approximate factor models with weaker loadings

Time series estimation of the dynamic effects of disaster-type shocks

Five decades of the Journal of Econometrics: An activity report

Factor-based imputation of missing values and covariances in panel data of large dimensions

Least squares estimation using sketched data with heteroskedastic errors

Latent dirichlet analysis of categorical survey responses

Serena Ng Information

University

Position

___

Citations(all)

35186

Citations(since 2020)

14109

Cited By

27140

hIndex(all)

57

hIndex(since 2020)

40

i10Index(all)

98

i10Index(since 2020)

66

Email

University Profile Page

Google Scholar

Top articles of Serena Ng

Imputation of counterfactual outcomes when the errors are predictable

arXiv preprint arXiv:2403.08130

2024/3/12

Silvia Goncalves
Silvia Goncalves

H-Index: 19

Serena Ng
Serena Ng

H-Index: 38

Constructing high frequency economic indicators by imputation

The Econometrics Journal

2024/1

Serena Ng
Serena Ng

H-Index: 38

Approximate factor models with weaker loadings

Journal of Econometrics

2023/8/1

Jushan Bai
Jushan Bai

H-Index: 42

Serena Ng
Serena Ng

H-Index: 38

Time series estimation of the dynamic effects of disaster-type shocks

Journal of Econometrics

2023/7/1

Serena Ng
Serena Ng

H-Index: 38

Five decades of the Journal of Econometrics: An activity report

Journal of Econometrics

2023/3/1

Serena Ng
Serena Ng

H-Index: 38

Factor-based imputation of missing values and covariances in panel data of large dimensions

Journal of Econometrics

2023/3/1

Jushan Bai
Jushan Bai

H-Index: 42

Serena Ng
Serena Ng

H-Index: 38

Least squares estimation using sketched data with heteroskedastic errors

2022/6/28

Serena Ng
Serena Ng

H-Index: 38

Latent dirichlet analysis of categorical survey responses

Journal of Business & Economic Statistics

2022/1/2

Evan Munro
Evan Munro

H-Index: 2

Serena Ng
Serena Ng

H-Index: 38

SUBMISSION OF MANUSCRIPTS TO THE ECONOMETRIC SOCIETY MONOGRAPH SERIES

Econometrica

2022/1

Andrea Prat
Andrea Prat

H-Index: 31

Serena Ng
Serena Ng

H-Index: 38

Matrix completion, counterfactuals, and factor analysis of missing data

Journal of the American Statistical Association

2021/10/2

Jushan Bai
Jushan Bai

H-Index: 42

Serena Ng
Serena Ng

H-Index: 38

Uncertainty and business cycles: exogenous impulse or endogenous response?

American Economic Journal: Macroeconomics

2021/10/1

Annals Issue: PI-Day Honoring Pierre Perron

2021/9/1

Serena Ng
Serena Ng

H-Index: 38

Zhongjun Qu
Zhongjun Qu

H-Index: 13

Boosting high dimensional predictive regressions with time varying parameters

Journal of Econometrics

2021/9/1

Serena Ng
Serena Ng

H-Index: 38

Modeling macroeconomic variations after COVID-19

2021/7/26

Serena Ng
Serena Ng

H-Index: 38

COVID-19 and the Costs of Deadly Disasters

AEA Papers and Proceedings

2021/5/1

Estimation and Inference by Stochastic Optimization: Three Examples

AEA Papers and Proceedings

2021/5/1

COVID-19 and Estimation of Macroconomic Factor

2021/3/3

Serena Ng
Serena Ng

H-Index: 38

An econometric perspective on algorithmic subsampling

2020/8/2

Serena Ng
Serena Ng

H-Index: 38

Simpler proofs for approximate factor models of large dimensions

arXiv preprint arXiv:2008.00254

2020/8/1

Jushan Bai
Jushan Bai

H-Index: 42

Serena Ng
Serena Ng

H-Index: 38

Latent Dirichlet Analysis of Categorical Survey Expectations

2020/5/18

Serena Ng
Serena Ng

H-Index: 38

See List of Professors in Serena Ng University(Columbia University in the City of New York)