Imputation of Counterfactual Outcomes When the Errors Are Predictable 18.75
Silvia Goncalves, Serena Ng
Journal of Business and Economic Statistics, vol. 42, 2024, p. 1107-1122.

Imputation of Counterfactual Outcomes When the Errors Are Predictable: Rejoinder 18.75
Silvia Goncalves, Serena Ng
Journal of Business and Economic Statistics, vol. 42, 2024, p. 1140-1142.

Bootstrapping Factor Models with Cross Sectional Dependence 25.0
Silvia Goncalves, Benoit Perron
Journal of Econometrics, vol. 218, 2020, p. 476-495.

Bootstrapping the GMM Overidentification Test under First-Order Underidentification 25.0
Prosper Dovonon, Silvia Goncalves
Journal of Econometrics, vol. 201, 2017, p. 43-71.

Bootstrap Prediction Intervals for Factor Models 12.5
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 16.67
Silvia Goncalves, Michael W. McCracken, Benoit Perron
Journal of Econometrics, vol. 198, 2017, p. 231-252.

Bootstrapping Factor-Augmented Regression Models 25.0
Silvia Goncalves, Benoit Perron
Journal of Econometrics, vol. 182, 2014, p. 156-173.

Bootstrapping Realized Multivariate Volatility Measures 16.67
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 18.75
Silvia Goncalves, Timothy J. Vogelsang
Econometric Theory, vol. 27, 2011, p. 745-791.

Box-Cox Transforms for Realized Volatility 25.0
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 37.5
Silvia Goncalves
Economic Theory, vol. 27, 2011, p. 1048-1082.

Bootstrapping Realized Volatility 50.0
Silvia Goncalves, Nour Meddahi
Econometrica, vol. 77, 2009, p. 283-306.

Edgeworth Corrections for Realized Volatility 10.0
Silvia Goncalves, Nour Meddahi
Econometric Reviews, vol. 27, 2008, p. 139-162.

Asymptotic and Bootstrap Inference for AR(Infinity) Processes with Conditional Heteroskedasticity 10.0
Silvia Goncalves, Lutz Kilian
Econometric Reviews, vol. 26, 2007, p. 609-641.

Bootstrap Standard Error Estimates for Linear Regression 25.0
Silvia Goncalves, Halbert White
Journal of the American Statistical Association, vol. 100, 2005, p. 970-979.

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 25.0
Silvia Goncalves, Lutz Kilian
Journal of Econometrics, vol. 123, 2004, p. 89-120.

Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 25.0
Silvia Goncalves, Halbert White
Journal of Econometrics, vol. 119, 2004, p. 199-219.

Consistency of the Stationary Bootstrap under Weak Moment Conditions 10.0
Silvia Goncalves, Robert de Jong
Economics Letters, vol. 81, 2003, p. 273-278.

The Bootstrap of the Mean for Dependent Heterogeneous Arrays 18.75
Silvia Goncalves, Halbert White
Econometric Theory, vol. 18, 2002, p. 1367-1384.