Silvia Goncalves
Ph D: UCSD, Economics, 2000
Bachelor: U Nova, Economics, 1993
Articles 20:

Bootstrapping Factor Models with Cross Sectional Dependence
Silvia Goncalves, Benoit Perron
Journal of Econometrics, vol. 218, 2020, p. 476-495.

Inference with Dependent Data in Accounting and Finance Applications
Timothy Conley, Silvia Goncalves, Christian Hansen
Journal of Accounting Research, vol. 56, 2018, p. 1139-1203.

Bootstrapping the GMM Overidentification Test under First-Order Underidentification
Prosper Dovonon, Silvia Goncalves
Journal of Econometrics, vol. 201, 2017, p. 43-71.

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.

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 Realized Multivariate Volatility Measures
Silvia Goncalves, Nour Meddahi, Prosper Dovonon
Journal of Econometrics, vol. 172, 2013, p. 49-65.

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.

Bootstrapping Realized Volatility
Silvia Goncalves, Nour Meddahi
Econometrica, vol. 77, 2009, p. 283-306.

Edgeworth Corrections for Realized Volatility
Silvia Goncalves, Nour Meddahi
Econometric Reviews, vol. 27, 2008, p. 139-162.

Asymptotic and Bootstrap Inference for AR(Infinity) Processes with Conditional Heteroskedasticity
Silvia Goncalves, Lutz Kilian
Econometric Reviews, vol. 26, 2007, p. 609-641.

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.

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
Silvia Goncalves, Lutz Kilian
Journal of Econometrics, vol. 123, 2004, p. 89-120.

Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
Silvia Goncalves, Halbert White
Journal of Econometrics, vol. 119, 2004, p. 199-219.

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.