← All authors Śılvia Gonçalves McGill University (from arXiv:2604.23770, 2026) · OpenAlex
40 papers in scope · 37 published · 5 on the econ.EM arXiv · 2,382 citations · h-index 22 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Laura Battaglia Stephen Hansen Szymon Sacher Susannah Scanlan Ayden Higgins Yan Shen Quinlan Lee Qiankun Zhou Xingyu Li Serena Ng Kirill Evdokimov Lin Liu Yulin Zhang Aleksei Nemtyrev Zheng Zhang Alexander Wehrli Koen Jochmans Otilia Boldea Ashesh Rambachan Giovanni Ballarin Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (5 of 40)
working paper 2026 · arXiv
working paper 2026 · arXiv
working paper 2025 · arXiv
Discussion of: “Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly”
published 2025 · Journal of Business and Economic Statistics
Bootstrapping out-of-sample predictability tests with real-time data
published 2024 · Journal of Econometrics · 2 citations · first circulated 2023
with Michael W. McCracken, Yongxu Yao
Bootstrap Inference for Group Factor Models
published 2024 · Journal of Financial Econometrics · 3 citations
published 2024 · Journal of Business and Economic Statistics · 4 citations
State-dependent local projections
published 2024 · Journal of Econometrics · 60 citations · first circulated 2023
published 2023 · Journal of the American Statistical Association · 9 citations · first circulated 2022
Bootstrap inference under cross‐sectional dependence
published 2023 · Quantitative Economics · 15 citations
Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models
published 2022 · Journal of Business and Economic Statistics · 10 citations
Impulse response analysis for structural dynamic models with nonlinear regressors
published 2021 · Journal of Econometrics · 30 citations · first circulated 2020
Bootstrapping factor models with cross sectional dependence
published 2020 · Journal of Econometrics · 39 citations
Inference with Dependent Data in Accounting and Finance Applications
published 2018 · Journal of Accounting Research · 99 citations · first circulated 2017
Bootstrapping High-Frequency Jump Tests
published 2018 · Journal of the American Statistical Association · 26 citations
Bootstrapping the GMM overidentification test under first-order underidentification
published 2017 · Journal of Econometrics · 16 citations · first circulated 2014
with Prosper Dovonon
Tests of equal accuracy for nested models with estimated factors
published 2017 · Journal of Econometrics · 37 citations · first circulated 2015
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE
published 2016 · Econometric Theory · 20 citations · first circulated 2013
Discussion of “Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions”, by Li Pan and Dimitris Politis
published 2015 · Journal of Statistical Planning and Inference · 1 citations
Bootstrap Prediction Intervals for Factor Models
published 2015 · Journal of Business and Economic Statistics · 32 citations
Bootstrap inference for linear dynamic panel data models with individual fixed effects
published 2015 · Journal of Econometrics · 42 citations
with Maximilien Kaffo
High dimensional problems in econometrics
published 2015 · Journal of Econometrics · 2 citations
Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation
published 2015 · Journal of Time Series Analysis · 25 citations
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns
published 2014 · Journal of Financial Econometrics · 11 citations · first circulated 2013
Bootstrapping factor-augmented regression models
published 2014 · Journal of Econometrics · 109 citations · first circulated 2012
Discussion: Bootstrap methods for dependent data: A review
published 2011 · Journal of the Korean Statistical Society · 24 citations
with Dimitris N. Politis
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS
published 2011 · Econometric Theory · 88 citations · first circulated 2009
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
published 2011 · Econometric Theory · 76 citations
Box–Cox transforms for realized volatility
published 2010 · Journal of Econometrics · 59 citations
Bootstrapping Realized Multivariate Volatility Measures
published 2009 · Journal of Econometrics · 11 citations
Bootstrapping Realized Volatility
published 2008 · Econometrica · 163 citations
Edgeworth Corrections for Realized Volatility
published 2008 · Econometric Reviews · 15 citations
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
published 2007 · Econometric Reviews · 112 citations · first circulated 2003
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface*
published 2006 · The Journal of Business · 129 citations · first circulated 2003
with Massimo Guidolin
Bootstrap Standard Error Estimates for Linear Regression
published 2005 · Journal of the American Statistical Association · 130 citations
with Halbert White
Estimation risk in financial risk management
published 2005 · The Journal of Risk · 128 citations
with Peter Christoffersen
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
published 2004 · Journal of Econometrics · 645 citations · first circulated 2002
Consistency of the stationary bootstrap under weak moment conditions
published 2003 · Economics Letters · 48 citations
with Robert de Jong
Maximum likelihood and the bootstrap for nonlinear dynamic models
published 2003 · Journal of Econometrics · 155 citations · first circulated 2000
with Halbert White
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
published 2002 · Econometric Theory · 7 citations
with Halbert White
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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