Sílvia Gonçalves

Available identifiers

zbMath Open goncalves.silviaWikidataQ29571005 ScholiaQ29571005MaRDI QIDQ269239

List of research outcomes

Publication	Date of Publication	Type
Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models	2024-03-06	Paper
Bootstrap inference under cross‐sectional dependence	2023-11-16	Paper
Impulse response analysis for structural dynamic models with nonlinear regressors	2021-10-26	Paper
Bootstrapping factor models with cross sectional dependence	2021-02-09	Paper
Bootstrapping High-Frequency Jump Tests	2019-08-27	Paper
Bootstrapping the GMM overidentification test under first-order underidentification	2017-09-28	Paper
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE	2017-09-15	Paper
Bootstrapping realized multivariate volatility measures	2017-05-12	Paper
Tests of equal accuracy for nested models with estimated factors	2017-04-26	Paper
Box-Cox transforms for realized volatility	2016-08-10	Paper
Discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions, by Li Pan and Dimitris Politis	2016-06-30	Paper
Maximum likelihood and the bootstrap for nonlinear dynamic models	2016-04-18	Paper
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form	2015-12-29	Paper
Bootstrap inference for linear dynamic panel data models with individual fixed effects	2015-08-31	Paper
Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation	2015-05-20	Paper
Discussion on: ``Bootstrap methods for dependent data: a review	2014-09-30	Paper
Bootstrapping factor-augmented regression models	2014-06-04	Paper
Consistency of the stationary bootstrap under weak moment conditions	2013-01-01	Paper
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS	2011-11-22	Paper
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP	2011-08-16	Paper
Bootstrapping Realized Volatility	2009-05-18	Paper
Edgeworth Corrections for Realized Volatility	2008-11-19	Paper
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity	2008-01-18	Paper
Bootstrap Standard Error Estimates for Linear Regression	2007-08-20	Paper
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS	2003-05-18	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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