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Associate Fellows
Western University
519 661-2111 p85232
519 661-3666
Ph.D., Economics, University of California, San Diego
Department of Economics
Western University
Domain(s) of interest
Financial Econometrics, Time-series Analysis and Econometric Theory
Sílvia Gonçalves has a Ph.D. from the University of California in San Diego, and has been a Full Professor in the Department of Economics of the Western University. since July 2015. Her areas of specialization are financial econometrics, time series analysis and econometric theory. She is a...

List of scientific publications at CIRANO by Silvia Gonçalves

Code Publications
2016s-25 WP Ulrich Hounyo, Sílvia Gonçalves et Nour Meddahi. Bootstrapping pre-averaged realized volatility under market microstructure noise
2016s-24 WP Prosper Dovonon, Sílvia Gonçalves, Ulrich Hounyo et Nour Meddahi. Bootstrapping high-frequency jump tests
2016s-19 WP Sílvia Gonçalves, Benoit Perron et Antoine Djogbenou. Bootstrap prediction intervals for factor models
2015s-20 WP Antoine Djogbenou, Sílvia Gonçalves et Benoit Perron. Bootstrap inference in regressions with estimated factors and serial correlation
2014s-25 WP Prosper Dovonon et Sílvia Gonçalves. Bootstrapping the GMM overidentification test Under first-order underidentification
2012s-12 WP Sílvia Gonçalves et Benoit Perron. Bootstrapping factor-augmented regression models
2004s-15 WP Peter Christoffersen et Sílvia Gonçalves. Estimation Risk in Financial Risk Management
2003s-28 WP Sílvia Gonçalves et Lutz Kilian. Asymptotic and Bootstrap Inference for AR(Infinite) Processes with Conditional Heteroskedasticity
2003s-17 WP Sílvia Gonçalves et Lutz Kilian. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
2002s-41 WP Sílvia Gonçalves et Halbert White. Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
2001s-19 WP Sílvia Gonçalves et Halbert White. The Bootstrap of the Mean for Dependent Heterogeneous Arrays

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