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Silvia Goncalves

Global rank #4009 95%

Institution: McGill University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://silvia-goncalves.research.mcgill.ca/index.html

First Publication: 2002

Most Recent: 2021

RePEc ID: pgo38 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.50 0.00 0.00 1.01
Last 10 Years 0.00 3.85 1.17 0.00 8.88
All Time 0.00 9.55 5.19 0.00 24.80

Publication Statistics

Raw Publications 17
Coauthorship-Adjusted Count 15.82

Publications (17)

Year Article Journal Tier Authors
2021 Impulse response analysis for structural dynamic models with nonlinear regressors Journal of Econometrics A 4
2020 Bootstrapping factor models with cross sectional dependence Journal of Econometrics A 2
2019 Bootstrapping High-Frequency Jump Tests Journal of the American Statistical Association B 4
2017 Bootstrap Prediction Intervals for Factor Models Journal of Business & Economic Statistics A 3
2017 Tests of equal accuracy for nested models with estimated factors Journal of Econometrics A 3
2017 BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE Econometric Theory B 3
2017 Bootstrapping the GMM overidentification test under first-order underidentification Journal of Econometrics A 2
2015 Bootstrap inference for linear dynamic panel data models with individual fixed effects Journal of Econometrics A 2
2014 Bootstrapping factor-augmented regression models Journal of Econometrics A 2
2013 Bootstrapping realized multivariate volatility measures Journal of Econometrics A 3
2011 BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP Econometric Theory B 2
2011 Box-Cox transforms for realized volatility Journal of Econometrics A 2
2011 THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS Econometric Theory B 1
2004 Maximum likelihood and the bootstrap for nonlinear dynamic models Journal of Econometrics A 2
2004 Bootstrapping autoregressions with conditional heteroskedasticity of unknown form Journal of Econometrics A 2
2003 Consistency of the stationary bootstrap under weak moment conditions Economics Letters C 2
2002 THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS Econometric Theory B 2