| Lag length selection and the construction of unit root tests with good size and power S Ng, P Perron Econometrica 69 (6), 1519-1554, 2001 | 5254 | 2001 |
| Determining the number of factors in approximate factor models J Bai, S Ng Econometrica 70 (1), 191-221, 2002 | 5211 | 2002 |
| Determining the number of factors in approximate factor models J Bai, S Ng Econometrica 70 (1), 191-221, 2002 | 5211 | 2002 |
| Measuring uncertainty K Jurado, SC Ludvigson, S Ng American Economic Review 105 (3), 1177-1216, 2015 | 3305 | 2015 |
| A PANIC attack on unit roots and cointegration J Bai, S Ng Econometrica 72 (4), 1127-1177, 2004 | 2342 | 2004 |
| Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag S Ng, P Perron Journal of the American Statistical Association 90 (429), 268-281, 1995 | 2216 | 1995 |
| Macro factors in bond risk premia SC Ludvigson, S Ng The Review of Financial Studies 22 (12), 5027-5067, 2009 | 1331 | 2009 |
| Are more data always better for factor analysis? J Boivin, S Ng Journal of Econometrics 132 (1), 169-194, 2006 | 1079 | 2006 |
| FRED-MD: A monthly database for macroeconomic research MW McCracken, S Ng Journal of Business & Economic Statistics 34 (4), 574-589, 2016 | 985 | 2016 |
| Uncertainty and business cycles: exogenous impulse or endogenous response? SC Ludvigson, S Ma, S Ng American Economic Journal: Macroeconomics 13 (4), 369-410, 2021 | 891 | 2021 |
| Useful modifications to some unit root tests with dependent errors and their local asymptotic properties P Perron, S Ng The Review of Economic Studies 63 (3), 435-463, 1996 | 863 | 1996 |
| Useful modifications to some unit root tests with dependent errors and their local asymptotic properties P Perron, S Ng The Review of Economic Studies 63 (3), 435-463, 1996 | 863 | 1996 |
| The empirical risk–return relation: A factor analysis approach SC Ludvigson, S Ng Journal of financial economics 83 (1), 171-222, 2007 | 862 | 2007 |
| Forecasting economic time series using targeted predictors J Bai, S Ng Journal of Econometrics 146 (2), 304-317, 2008 | 811 | 2008 |
| Tests for skewness, kurtosis, and normality for time series data J Bai, S Ng Journal of Business & Economic Statistics 23 (1), 49-60, 2005 | 708 | 2005 |
| Determining the number of primitive shocks in factor models J Bai, S Ng Journal of Business & Economic Statistics 25 (1), 52-60, 2007 | 704 | 2007 |
| Confidence intervals for diffusion index forecasts and inference for factor‐augmented regressions J Bai, S Ng Econometrica 74 (4), 1133-1150, 2006 | 696 | 2006 |
| Large dimensional factor analysis J Bai, S Ng Foundations and Trends® in Econometrics 3 (2), 89-163, 2008 | 617 | 2008 |
| Panel cointegration with global stochastic trends J Bai, C Kao, S Ng Journal of Econometrics 149 (1), 82-99, 2009 | 437 | 2009 |
| Understanding and comparing factor-based forecasts J Boivin, S Ng National Bureau of Economic Research, 2005 | 397 | 2005 |
