Silvia Goncalves

Silvia Goncalves

McGill University

H-index: 23

North America-Canada

About Silvia Goncalves

Silvia Goncalves, With an exceptional h-index of 23 and a recent h-index of 20 (since 2020), a distinguished researcher at McGill University, specializes in the field of econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Imputation of counterfactual outcomes when the errors are predictable

State-dependent local projections

Bootstrap inference in the presence of bias

Bootstrap inference under cross‐sectional dependence

For online publication: Appendix to “State-dependent local projections”

Bootstrapping out-of-sample predictability tests with real-time data

Bootstrapping two-stage quasi-maximum likelihood estimators of time series models

When do state-dependent local projections work?

Silvia Goncalves Information

University

Position

Professor

Citations(all)

2867

Citations(since 2020)

1138

Cited By

2246

hIndex(all)

23

hIndex(since 2020)

20

i10Index(all)

33

i10Index(since 2020)

29

Email

University Profile Page

McGill University

Google Scholar

View Google Scholar Profile

Silvia Goncalves Skills & Research Interests

econometrics

Top articles of Silvia Goncalves

Title

Journal

Author(s)

Publication Date

Imputation of counterfactual outcomes when the errors are predictable

arXiv preprint arXiv:2403.08130

Silvia Goncalves

Serena Ng

2024/3/12

State-dependent local projections

Journal of Econometrics

Sílvia Gonçalves

Ana María Herrera

Lutz Kilian

Elena Pesavento

2024/2/27

Bootstrap inference in the presence of bias

Journal of the American Statistical Association

Giuseppe Cavaliere

Sílvia Gonçalves

Morten Ørregaard Nielsen

Edoardo Zanelli

2024/1/6

Bootstrap inference under cross‐sectional dependence

Quantitative Economics

Timothy G Conley

Sílvia Gonçalves

Min Seong Kim

Benoit Perron

2023/5

For online publication: Appendix to “State-dependent local projections”

Sılvia Gonçalves

Ana Marıa Herrera

Lutz Kilian

Elena Pesavento

2023/4/11

Bootstrapping out-of-sample predictability tests with real-time data

Silvia Goncalves

Michael W McCracken

Yongxu Yao

2023/11/30

Bootstrapping two-stage quasi-maximum likelihood estimators of time series models

Journal of Business & Economic Statistics

Sílvia Gonçalves

Ulrich Hounyo

Andrew J Patton

Kevin Sheppard

2023/7/3

When do state-dependent local projections work?

Sílvia Gonçalves

Ana María Herrera

Lutz Kilian

Elena Pesavento

2022/4/1

Impulse response analysis for structural dynamic models with nonlinear regressors

Journal of Econometrics

Sílvia Gonçalves

Ana María Herrera

Lutz Kilian

Elena Pesavento

2021/11/1

Insight into aquaculture's potential of marine annelid worms and ecological concerns: a review

Ana Pombo

Teresa Baptista

Luana Granada

Susana MF Ferreira

Sílvia C Gonçalves

...

2020/2

Bootstrapping factor models with cross sectional dependence

Journal of Econometrics

Sílvia Gonçalves

Benoit Perron

2020/10/1

See List of Professors in Silvia Goncalves University(McGill University)

Co-Authors

H-index: 51
Dimitris N. Politis

Dimitris N. Politis

University of California, San Diego

H-index: 18
Benoit Perron

Benoit Perron

Université de Montréal

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