Western University EconomicsWestern Social Science

Sílvia Gonçalves

Professor
Ph.D. University of California, San Diego, 2000

Silvia Goncalves

Office: SSC 4042
Telephone: 519-661-2111 Ext. 85232
Fax: 519-661-3666
E-mail: sgoncal9@uwo.ca

Curriculum Vitae
Personal

Research Interests

Econometrics, Time Series Analysis, Financial Econometrics

Teaching Fields

Econometrics

Representative Publications

"Bootstrapping Factor-augmented Regression Models," joint with Benoit Perron, Journal of Econometrics, June 2014, 182, pp. 156-173.

"Block Bootstrap Puzzles in HAC Robust Testing: The Sophistication of the Naive Bootstrap," with Tim Vogelsang, September 2011, Econometric Theory, 27, 745-791.

"Bootstrapping Realized Volatility," with Nour Meddahi, January 2009, Econometrica, Vol. 77, 283-306.

"Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," with Lutz Kilian, Journal of Econometrics, 2004, 123, 89-120.