Bootstrapping Factor Models with Cross Sectional Dependence
28.01
Silvia Goncalves,
Benoit Perron
Journal of Econometrics,
vol. 218, 2020, p. 476-495.
Inference with Dependent Data in Accounting and Finance Applications
15.08
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
28.01
Prosper Dovonon,
Silvia Goncalves
Journal of Econometrics,
vol. 201, 2017, p. 43-71.
Bootstrap Prediction Intervals for Factor Models
16.29
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
18.67
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
6.32
Silvia Goncalves,
Ulrich Hounyo,
Nour Meddahi
Journal Of Financial Econometrics,
vol. 12, 2014, p. 679-707.
Bootstrapping Factor-Augmented Regression Models
28.01
Silvia Goncalves,
Benoit Perron
Journal of Econometrics,
vol. 182, 2014, p. 156-173.
Bootstrapping Realized Multivariate Volatility Measures
18.67
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
20.71
Silvia Goncalves,
Timothy J. Vogelsang
Econometric Theory,
vol. 27, 2011, p. 745-791.
Box-Cox Transforms for Realized Volatility
28.01
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
42.5
Silvia Goncalves
Economic Theory,
vol. 27, 2011, p. 1048-1082.
Bootstrapping Realized Volatility
45.7
Silvia Goncalves,
Nour Meddahi
Econometrica,
vol. 77, 2009, p. 283-306.
Edgeworth Corrections for Realized Volatility
15.03
Silvia Goncalves,
Nour Meddahi
Econometric Reviews,
vol. 27, 2008, p. 139-162.
Asymptotic and Bootstrap Inference for AR(Infinity) Processes with Conditional Heteroskedasticity
15.03
Silvia Goncalves,
Lutz Kilian
Econometric Reviews,
vol. 26, 2007, p. 609-641.
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface
16.57
Silvia Goncalves,
Massimo Guidolin
Journal of Business,
vol. 79, 2006, p. 1591-1635.
Bootstrap Standard Error Estimates for Linear Regression
22.66
Silvia Goncalves,
Halbert White
Journal of the American Statistical Association,
vol. 100, 2005, p. 970-979.
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
28.01
Silvia Goncalves,
Lutz Kilian
Journal of Econometrics,
vol. 123, 2004, p. 89-120.
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
28.01
Silvia Goncalves,
Halbert White
Journal of Econometrics,
vol. 119, 2004, p. 199-219.
Consistency of the Stationary Bootstrap under Weak Moment Conditions
16.4
Silvia Goncalves,
Robert de Jong
Economics Letters,
vol. 81, 2003, p. 273-278.
The Bootstrap of the Mean for Dependent Heterogeneous Arrays
20.71
Silvia Goncalves,
Halbert White
Econometric Theory,
vol. 18, 2002, p. 1367-1384.