Access Statistics for Silvia Goncalves

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity 0 0 0 155 1 1 8 399
Bootstrap Inference Under Cross Sectional Dependence 0 0 2 33 2 2 20 78
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 0 1 10 123
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 0 79 1 1 13 112
Bootstrap prediction intervals for factor models 0 1 1 82 0 1 16 134
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 141 1 1 23 449
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 1 2 98 2 5 17 337
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 304 0 0 14 1,183
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 1 1 2 322 2 4 19 1,265
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 0 1 17 167
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 0 3 17 70
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 10 1 1 21 93
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 2 225 0 0 20 723
Bootstrapping factor models with cross sectional dependence 0 1 1 18 0 2 21 52
Bootstrapping factor-augmented regression models 0 0 1 60 1 1 13 183
Bootstrapping high-frequency jump tests 0 0 0 71 0 0 13 56
Bootstrapping high-frequency jump tests 0 0 0 41 0 0 7 42
Bootstrapping high-frequency jump tests 0 0 0 71 0 0 17 68
Bootstrapping out-of-sample predictability tests with real-time data 0 0 2 32 1 2 10 59
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 36 0 0 5 63
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 58 2 3 12 177
Bootstrapping realized multivariate volatility measures 0 0 0 6 1 3 12 74
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 0 50 0 0 15 159
Estimation Risk in Financial Risk Management 0 0 1 1,140 0 1 34 3,409
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 1 44 1 2 19 110
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 1 1 6 89
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 18 1 1 7 89
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 329 0 0 10 1,348
Nonparametric Local Projections 0 0 2 35 2 3 37 63
Out-of-Sample Inference with Annual Benchmark Revisions 0 0 23 23 0 1 21 21
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 1 612 1 4 30 1,556
Semiparametric Local Projections 0 3 3 3 5 7 7 7
State-Dependent Local Projections 0 0 2 90 1 2 33 76
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 2 159 1 3 11 212
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 0 0 8 204
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 0 0 17 292
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 3 3 10 761
When Do State-Dependent Local Projections Work? 0 0 0 72 0 2 23 85
Total Working Papers 1 8 49 4,759 31 62 613 14,388

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity 0 0 1 66 0 1 41 199
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 0 0 67 0 1 20 208
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 0 0 0 8 1 1 24 88
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 8 0 1 14 72
Bootstrap Prediction Intervals for Factor Models 0 0 4 12 0 0 21 80
Bootstrap Standard Error Estimates for Linear Regression 1 1 1 212 1 1 12 578
Bootstrap inference for linear dynamic panel data models with individual fixed effects 0 0 3 136 0 1 31 388
Bootstrapping High-Frequency Jump Tests 0 0 0 0 3 4 12 28
Bootstrapping Realized Volatility 0 0 3 163 0 1 21 493
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 1 1 6 535 2 5 55 1,250
Bootstrapping factor models with cross sectional dependence 0 0 0 11 0 1 8 54
Bootstrapping factor-augmented regression models 1 1 4 164 2 4 20 389
Bootstrapping realized multivariate volatility measures 0 0 0 44 0 0 11 176
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 0 18 0 1 15 89
Box-Cox transforms for realized volatility 0 1 2 66 1 3 12 280
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 0 0 16 240
Edgeworth Corrections for Realized Volatility 0 1 1 24 0 2 17 104
Impulse response analysis for structural dynamic models with nonlinear regressors 2 2 5 40 4 5 26 112
Inference with Dependent Data in Accounting and Finance Applications 0 0 1 23 2 2 25 90
Maximum likelihood and the bootstrap for nonlinear dynamic models 1 2 4 293 1 3 20 680
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 1 4 10 388 4 21 51 1,098
Recent developments in bootstrap methods for dependent data 0 0 0 39 0 0 13 116
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 0 2 36 0 1 17 127
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 0 5 8 73 4 15 43 244
Tests of equal accuracy for nested models with estimated factors 0 0 1 70 0 0 14 160
Total Journal Articles 7 18 56 2,572 25 74 559 7,343

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Statistics updated 2026-09-10