Silvia Goncalves
Silvia Goncalves
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Title
Cited by
Cited by
Year
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
S Gonçalves, L Kilian
Journal of econometrics 123 (1), 89-120, 2004
5312004
Estimation risk in financial risk management
P Christoffersen, S Gonçalves
CIRANO, 2004
1972004
Bootstrapping realized volatility
S Gonçalves, N Meddahi
Econometrica 77 (1), 283-306, 2009
1932009
Maximum likelihood and the bootstrap for nonlinear dynamic models
S Gonçalves, H White
Journal of Econometrics 119 (1), 199-219, 2004
1632004
Predictable dynamics in the S&P 500 index options implied volatility surface
S Goncalves, M Guidolin
The Journal of Business 79 (3), 1591-1635, 2006
1402006
Bootstrap standard error estimates for linear regression
S Gonçalves, H White
Journal of the American Statistical Association 100 (471), 970-979, 2005
1282005
Asymptotic and bootstrap inference for AR (∞) processes with conditional heteroskedasticity
S Goncalves, L Kilian
Econometric Reviews 26 (6), 609-641, 2007
932007
The bootstrap of the mean for dependent heterogeneous arrays
S Gonçalves, H White
Econometric Theory, 1367-1384, 2002
802002
Bootstrapping factor-augmented regression models
S Gonçalves, B Perron
Journal of Econometrics 182 (1), 156-173, 2014
792014
Bootstrapping realized multivariate volatility measures
P Dovonon, S Goncalves, N Meddahi
Journal of Econometrics 172 (1), 49-65, 2013
692013
Box–Cox transforms for realized volatility
S Gonçalves, N Meddahi
Journal of Econometrics 160 (1), 129-144, 2011
692011
Block bootstrap HAC robust tests: The sophistication of the naive bootstrap
S Gonçalves, TJ Vogelsang
Econometric Theory, 745-791, 2011
682011
The moving blocks bootstrap for panel linear regression models with individual fixed effects
S Gonçalves
Econometric Theory, 1048-1082, 2011
632011
Consistency of the stationary bootstrap under weak moment conditions
S Gonçalves, R de Jong
Economics Letters 81 (2), 273-278, 2003
412003
Inference with dependent data in accounting and finance applications
T Conley, S Gonçalves, C Hansen
Journal of Accounting Research 56 (4), 1139-1203, 2018
352018
Bootstrap prediction intervals for factor models
S Gonçalves, B Perron, A Djogbenou
Journal of Business & Economic Statistics 35 (1), 53-69, 2017
282017
Bootstrapping high-frequency jump tests
P Dovonon, S Gonçalves, U Hounyo, N Meddahi
Journal of the American Statistical Association 114 (526), 793-803, 2019
242019
Bootstrapping the GMM overidentification test under first-order underidentification
P Dovonon, S Gonçalves
Journal of Econometrics 201 (1), 43-71, 2017
242017
Tests of equal accuracy for nested models with estimated factors
S Goncalves, MW McCracken, B Perron
Journal of Econometrics 198 (2), 231-252, 2017
242017
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
S Gonçalves, L Kilian
Available at SSRN 358520, 2002
232002
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Articles 1–20