EconPapers    
Economics at your fingertips  
 

Details about Silvia Goncalves

E-mail:
Homepage:https://dl.dropboxusercontent.com/u/24232173/index.html
Phone:519-661-2111, Ext. 85232
Workplace:Department of Economics, University of Western Ontario, (more information at EDIRC)

Access statistics for papers by Silvia Goncalves.

Last updated 2016-04-27. Update your information in the RePEc Author Service.

Short-id: pgo38


Jump to Journal Articles

Working Papers

2016

  1. Bootstrap prediction intervals for factor models
    CIRANO Working Papers, CIRANO Downloads
  2. Tests of Equal Accuracy for Nested Models with Estimated Factors
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (2)

2015

  1. Bootstrap inference in regressions with estimated factors and serial correlation
    CIRANO Working Papers, CIRANO Downloads View citations (1)

2014

  1. Bootstrapping the GMM overidentification test Under first-order underidentification
    CIRANO Working Papers, CIRANO Downloads View citations (7)

2013

  1. Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    See also Journal Article in Journal of Financial Econometrics (2014)
  2. Bootstrapping pre-averaged realized volatility under market microstructure noise
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)

2012

  1. Bootstrapping factor-augmented regression models
    CIRANO Working Papers, CIRANO Downloads
    See also Journal Article in Journal of Econometrics (2014)

2010

  1. Bootstrapping realized multivariate volatility measures
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)
    See also Journal Article in Journal of Econometrics (2013)

2005

  1. Predictable dynamics in the S&P 500 index options implied volatility surface
    Working Papers, Federal Reserve Bank of St. Louis Downloads
    See also Journal Article in The Journal of Business (2006)

2004

  1. Estimation Risk in Financial Risk Management
    CIRANO Working Papers, CIRANO Downloads View citations (8)

2003

  1. Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity
    CIRANO Working Papers, CIRANO Downloads View citations (4)
  2. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads View citations (6)
    Also in CIRANO Working Papers, CIRANO (2003) Downloads View citations (24)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2002) Downloads View citations (4)
    Working Paper Series, European Central Bank (2002) Downloads View citations (4)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2003) Downloads View citations (10)

    See also Journal Article in Journal of Econometrics (2004)

2002

  1. Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
    CIRANO Working Papers, CIRANO Downloads View citations (6)
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2002) Downloads View citations (4)
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000) Downloads View citations (3)

    See also Journal Article in Journal of Econometrics (2004)

2001

  1. The Bootstrap of Mean for Dependent Heterogeneous Arrays
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads View citations (4)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2001) View citations (4)
  2. The Bootstrap of the Mean for Dependent Heterogeneous Arrays
    CIRANO Working Papers, CIRANO Downloads View citations (9)
    See also Journal Article in Econometric Theory (2002)

Journal Articles

2015

  1. Bootstrap inference for linear dynamic panel data models with individual fixed effects
    Journal of Econometrics, 2015, 186, (2), 407-426 Downloads View citations (1)
  2. Recent developments in bootstrap methods for dependent data
    Journal of Time Series Analysis, 2015, 36, (3), 481-502 Downloads

2014

  1. Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns
    Journal of Financial Econometrics, 2014, 12, (4), 679-707 Downloads View citations (1)
    See also Working Paper (2013)
  2. Bootstrapping factor-augmented regression models
    Journal of Econometrics, 2014, 182, (1), 156-173 Downloads View citations (14)
    See also Working Paper (2012)

2013

  1. Bootstrapping realized multivariate volatility measures
    Journal of Econometrics, 2013, 172, (1), 49-65 Downloads View citations (14)
    See also Working Paper (2010)

2011

  1. BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
    Econometric Theory, 2011, 27, (04), 745-791 Downloads View citations (16)
  2. Box-Cox transforms for realized volatility
    Journal of Econometrics, 2011, 160, (1), 129-144 Downloads View citations (11)
  3. THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS
    Econometric Theory, 2011, 27, (05), 1048-1082 Downloads View citations (3)

2009

  1. Bootstrapping Realized Volatility
    Econometrica, 2009, 77, (1), 283-306 Downloads View citations (59)

2008

  1. Edgeworth Corrections for Realized Volatility
    Econometric Reviews, 2008, 27, (1-3), 139-162 Downloads View citations (4)

2007

  1. Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
    Econometric Reviews, 2007, 26, (6), 609-641 Downloads View citations (18)

2006

  1. Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface
    The Journal of Business, 2006, 79, (3), 1591-1636 Downloads View citations (22)
    See also Working Paper (2005)

2005

  1. Bootstrap Standard Error Estimates for Linear Regression
    Journal of the American Statistical Association, 2005, 100, 970-979 Downloads View citations (25)

2004

  1. Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
    Journal of Econometrics, 2004, 123, (1), 89-120 Downloads View citations (202)
    See also Working Paper (2003)
  2. Maximum likelihood and the bootstrap for nonlinear dynamic models
    Journal of Econometrics, 2004, 119, (1), 199-219 Downloads View citations (51)
    See also Working Paper (2002)

2003

  1. Consistency of the stationary bootstrap under weak moment conditions
    Economics Letters, 2003, 81, (2), 273-278 Downloads View citations (8)

2002

  1. THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
    Econometric Theory, 2002, 18, (06), 1367-1384 Downloads View citations (24)
    See also Working Paper (2001)
 
Page updated 2017-07-24