A Bilevel Approach for the Collaborative Transportation Planning Problem
Maria Joao Santos,
Eduardo Curcio,
Pedro Amorim,
Margarida Carvalho,
Alexandra Marques
International Journal of Production Economics,
vol. 233, 2021, p. .
A Unified Framework for Optimal Taxation with Undiversifiable Risk
Vasia Panousi,
Catarina Reis
Macroeconomic Dynamics,
vol. 25, 2021, p. 1331-1345.
Bootstrapping Factor Models with Cross Sectional Dependence
Silvia Goncalves,
Benoit Perron
Journal of Econometrics,
vol. 218, 2020, p. 476-495.
Bootstrap Prediction Intervals for Factor Models
Silvia Goncalves,
Benoit Perron,
Antoine Djogbenou
Journal of Business and Economic Statistics,
vol. 35, 2017, p. 53-69.
Bootstrap Prediction Intervals for Factor Models
Silvia Goncalves,
Benoit Perron,
Antoine Djogbenou
Journal of Business and Economic Statistics,
vol. 35, 2017, p. 53-69.
Tests of Equal Accuracy for Nested Models with Estimated Factors
Silvia Goncalves,
Michael W. McCracken,
Benoit Perron
Journal of Econometrics,
vol. 198, 2017, p. 231-252.
Cross Sectoral Variation in the Volatility of Plant Level Idiosyncratic Shocks
Rui Castro,
Gian Luca Clementi,
Yoonsoo Lee
Journal of Industrial Economics,
vol. 63, 2015, p. 1-29.
Bootstrap Inference for Pre-averaged Realized Volatility Based on Nonoverlapping Returns
Silvia Goncalves,
Ulrich Hounyo,
Nour Meddahi
Journal Of Financial Econometrics,
vol. 12, 2014, p. 679-707.
Bootstrapping Factor-Augmented Regression Models
Silvia Goncalves,
Benoit Perron
Journal of Econometrics,
vol. 182, 2014, p. 156-173.
Bootstrapping Factor-Augmented Regression Models
Silvia Goncalves,
Benoit Perron
Journal of Econometrics,
vol. 182, 2014, p. 156-173.
On the Individual Optimality of Economic Integration
Rui Castro,
Nelnan Koumtingue
Journal of Monetary Economics,
vol. 68, 2014, p. 115-135.
Bootstrapping Realized Multivariate Volatility Measures
Silvia Goncalves,
Nour Meddahi,
Prosper Dovonon
Journal of Econometrics,
vol. 172, 2013, p. 49-65.
What Explains the Lagged-Investment Effect?
Janice Eberly,
Sergio Rebelo,
Nicolas Vincent
Journal of Monetary Economics,
vol. 59, 2012, p. 370-380.
Block Bootstrap HAC Robust Tests: The Sophistication of the Naive Bootstrap
Silvia Goncalves,
Timothy J. Vogelsang
Econometric Theory,
vol. 27, 2011, p. 745-791.
Box-Cox Transforms for Realized Volatility
Silvia Goncalves,
Nour Meddahi
Journal of Econometrics,
vol. 160, 2011, p. 129-144.
The Moving Blocks Bootstrap for Panel Linear Regression Models with Individual Fixed Effects
Silvia Goncalves
Economic Theory,
vol. 27, 2011, p. 1048-1082.
Asset Pricing in a Production Economy with Chew-Dekel Preferences
Claudio Campanale,
Rui Castro,
Gian Luca Clementi
Review of Economic Dynamics,
vol. 13, 2010, p. 379-402.
Bootstrapping Realized Volatility
Silvia Goncalves,
Nour Meddahi
Econometrica,
vol. 77, 2009, p. 283-306.
Legal Institutions, Sectoral Heterogeneity, and Economic Development
Rui Castro,
Gian Luca Clementi,
Glenn MacDonald
Review Of Economic Studies,
vol. 76, 2009, p. 529-561.
The economic effects of improving investor rights in Portugal
Rui Castro,
Gian Luca Clementi
Portuguese Economic Journal,
vol. 8, 2009, p. 59-97.
Edgeworth Corrections for Realized Volatility
Silvia Goncalves,
Nour Meddahi
Econometric Reviews,
vol. 27, 2008, p. 139-162.
Why Have Aggregate Skilled Hours Become So Cyclical since the Mid-1980s?
Rui Castro,
Daniele Coen-Pirani
International Economic Review,
vol. 49, 2008, p. 135-184.
Asymptotic and Bootstrap Inference for AR(Infinity) Processes with Conditional Heteroskedasticity
Silvia Goncalves,
Lutz Kilian
Econometric Reviews,
vol. 26, 2007, p. 609-641.
Economic Development under Alternative Trade Regimes
Rui Castro
International Economic Review,
vol. 47, 2006, p. 611-649.
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface
Silvia Goncalves,
Massimo Guidolin
Journal of Business,
vol. 79, 2006, p. 1591-1635.
Bootstrap Standard Error Estimates for Linear Regression
Silvia Goncalves,
Halbert White
Journal of the American Statistical Association,
vol. 100, 2005, p. 970-979.
Economic Development and Growth in the World Economy
Rui Castro
Review of Economic Dynamics,
vol. 8, 2005, p. 195-230.
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
Silvia Goncalves,
Lutz Kilian
Journal of Econometrics,
vol. 123, 2004, p. 89-120.
Investor Protection, Optimal Incentives, and Economic Growth
Rui Castro,
Gian Luca Clementi,
Glenn MacDonald
Quarterly Journal of Economics,
vol. 119, 2004, p. 1131-1175.
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
Silvia Goncalves,
Halbert White
Journal of Econometrics,
vol. 119, 2004, p. 199-219.
Compensations As Signaling Devices in the Political Economy of Reforms
Rui Castro,
Daniele Coen-Pirani
International Economic Review,
vol. 44, 2003, p. 1061-1078.
Consistency of the Stationary Bootstrap under Weak Moment Conditions
Silvia Goncalves,
Robert de Jong
Economics Letters,
vol. 81, 2003, p. 273-278.
The Bootstrap of the Mean for Dependent Heterogeneous Arrays
Silvia Goncalves,
Halbert White
Econometric Theory,
vol. 18, 2002, p. 1367-1384.