Silvia Goncalves : Citation Profile

McGill University

17

H index

24

i10 index

1210

Citations

RESEARCH PRODUCTION:

25

Articles

33

Papers

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 55
   Journals where Silvia Goncalves has often published
   Relations with other researchers
   Recent citing documents: 78.    Total self citations: 25 (2.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo38
   Updated: 2025-04-12    RAS profile: 2022-05-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Kilian, Lutz (3)

Herrera, Ana María (3)

Pesavento, Elena (3)

Perron, Benoit (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Silvia Goncalves.

Is cited by:

Cavaliere, Giuseppe (45)

Kilian, Lutz (34)

Swanson, Norman (31)

Rahbek, Anders (28)

Taylor, Robert (27)

MacKinnon, James (26)

Nielsen, Morten (23)

Lütkepohl, Helmut (19)

Ruiz, Esther (19)

Inoue, Atsushi (18)

Corradi, Valentina (15)

Cites to:

Shephard, Neil (27)

Bollerslev, Tim (26)

Kilian, Lutz (20)

Ng, Serena (17)

Bai, Jushan (16)

Andersen, Torben (15)

Diebold, Francis (15)

Lunde, Asger (13)

Andrews, Donald (13)

Hansen, Peter (11)

Engle, Robert (10)

Main data

Production by document typepaperarticle200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220250500750Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 17Most cited documents123456789101112131415161718190500250Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Silvia Goncalves has published?

Journals with more than one article published# docs
Journal of Econometrics10
Econometric Theory4
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis2
TSE Working Papers / Toulouse School of Economics (TSE)2
IDEI Working Papers / Institut d'�conomie Industrielle (IDEI), Toulouse2
Working Papers / Federal Reserve Bank of Dallas2
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego2

Recent works citing Silvia Goncalves (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027.

Full description at Econpapers || Download paper

2024Data-driven Approach for Static Hedging of Exchange Traded Options. (2023). Jain, Shashi ; Dhandapani, Vikranth Lokeshwar. In: Papers. RePEc:arx:papers:2302.00728.

Full description at Econpapers || Download paper

2025Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

Full description at Econpapers || Download paper

2024Significance Bands for Local Projections. (2023). Kuersteiner, Guido ; Jorda, Oscar ; Inoue, Atsushi. In: Papers. RePEc:arx:papers:2306.03073.

Full description at Econpapers || Download paper

2025The Local Projection Residual Bootstrap for AR(1) Models. (2023). Velez, Amilcar. In: Papers. RePEc:arx:papers:2309.01889.

Full description at Econpapers || Download paper

2024Jump detection in high-frequency order prices. (2024). Ristig, Alexander ; Hautsch, Nikolaus ; Bibinger, Markus. In: Papers. RePEc:arx:papers:2403.00819.

Full description at Econpapers || Download paper

2024Fitting Dynamically Misspecified Models: An Optimal Transportation Approach. (2024). Qu, Zhongjun ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2412.20204.

Full description at Econpapers || Download paper

2025Inference in dynamic models for panel data using the moving block bootstrap. (2025). Jochmans, Koen ; Higgins, Ayden. In: Papers. RePEc:arx:papers:2502.08311.

Full description at Econpapers || Download paper

2025Automatic Inference for Value-Added Regressions. (2025). Xie, Tian. In: Papers. RePEc:arx:papers:2503.19178.

Full description at Econpapers || Download paper

2024Using and Interpreting Fixed Effects Models. (2024). Breuer, Matthias ; Dehaan, ED. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:4:p:1183-1226.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2025Another Way Forward: Comments on Ohlson’s Critique of Empirical Accounting Research. (2025). Breuer, Matthias. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:15:y:2025:i:1:p:123-139:n:1005.

Full description at Econpapers || Download paper

2025Inference for Regression with Variables Generated by AI or Machine Learning. (2025). Hansen, Stephen ; Sacher, Szymon ; Christensen, Timothy ; Battaglia, Laura. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2421.

Full description at Econpapers || Download paper

2025Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Strohsal, Till. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2110.

Full description at Econpapers || Download paper

2024Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity. (2024). Zhu, Qianqian ; Li, Wenyu ; Feng, Xingdong. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002750.

Full description at Econpapers || Download paper

2024A residual bootstrap for conditional Value-at-Risk. (2024). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002701.

Full description at Econpapers || Download paper

2024Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change. (2024). Pretis, Felix ; Jiao, Xiyu ; Schwarz, Moritz. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002634.

Full description at Econpapers || Download paper

2024Cross-section bootstrap for CCE regressions. (2024). Stauskas, Ovidijus ; de Vos, Ignace. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640.

Full description at Econpapers || Download paper

2024Confidence intervals of treatment effects in panel data models with interactive fixed effects. (2024). Zhou, Qiankun ; Shen, Yan ; Li, Xingyu. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000307.

Full description at Econpapers || Download paper

2024Robust inference on correlation under general heterogeneity. (2024). , Peter ; Li, Yufei ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s030440762400037x.

Full description at Econpapers || Download paper

2024Finite underidentification. (2024). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000381.

Full description at Econpapers || Download paper

2024Predictive ability tests with possibly overlapping models. (2024). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629.

Full description at Econpapers || Download paper

2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

Full description at Econpapers || Download paper

2024The macroeconomic impact of euro area labor market reforms: evidence from a narrative panel VAR. (2024). Runstler, Gerhard. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001491.

Full description at Econpapers || Download paper

2024Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jin E ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696.

Full description at Econpapers || Download paper

2024Social networks and start-up funding. (2024). Some, Hyacinthe Yirlier ; Kim, Gunchang ; Abakah, Alex Annan. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005105.

Full description at Econpapers || Download paper

2024Forecasting in factor augmented regressions under structural change. (2024). Kapetanios, George ; Massacci, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:62-76.

Full description at Econpapers || Download paper

2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Salish, Nazarii ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

Full description at Econpapers || Download paper

2024Do industry-specific accounting standards matter for capital allocation decisions?. (2024). Renders, Annelies ; Peasnell, Kenneth ; Landsman, Wayne R ; Fiechter, Peter. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:2:s0165410123000940.

Full description at Econpapers || Download paper

2024Panel data in environmental economics: Econometric issues and applications to IPAT models. (2024). Manner, Hans ; Deixelberger, Beate ; Eibinger, Tobias. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000159.

Full description at Econpapers || Download paper

2024The risk and return of equity and credit index options. (2024). Seo, Sang Byung ; Fournier, Mathieu ; Ericsson, Jan ; Doshi, Hitesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001557.

Full description at Econpapers || Download paper

2024Tests for group-specific heterogeneity in high-dimensional factor models. (2024). Djogbenou, Antoine ; Sufana, Razvan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000799.

Full description at Econpapers || Download paper

2024Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242.

Full description at Econpapers || Download paper

2024Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). Zhang, Xindon ; Qiu, Feng ; Wei, Yanfeng ; Guo, Xiaoying ; Li, Changhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:394-414.

Full description at Econpapers || Download paper

2024Nonparametric Local Projections. (2024). Pesavento, Elena ; Kilian, Lutz ; Herrera, Ana María ; Goncalves, Silvia. In: Working Papers. RePEc:fip:feddwp:99177.

Full description at Econpapers || Download paper

2024Oil Price Shocks and the Canadian Stock Market. (2024). Dai, Wei ; Tan, Ruiqi. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:11:p:518-:d:1523173.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Bootstrap inference for fixed-effect models. (2024). Jochmans, Koen ; Higgins, Ayden. In: Post-Print. RePEc:hal:journl:hal-04557288.

Full description at Econpapers || Download paper

2024SIMILARITY OF STRUCTURAL CHANGES: THE CASE OF UNIVERSITY ENROLLMENT RATES. (2024). Telezhkina, Marina S ; Maksimov, Andrey G. In: HSE Working papers. RePEc:hig:wpaper:271/ec/2024.

Full description at Econpapers || Download paper

2024Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test. (2024). Wang, Zhenxin ; Yan, Yayi. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10553-0.

Full description at Econpapers || Download paper

2024Handling Distinct Correlated Effects with CCE. (2024). de Vos, Ignace ; Stauskas, Ovidijus. In: MPRA Paper. RePEc:pra:mprapa:120194.

Full description at Econpapers || Download paper

2024Uncertainty and long-run economy: the role of R &D and business dynamism. (2024). Cieślik, Andrzej ; Cielik, Andrzej ; Turgut, Mehmet Burak. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02501-y.

Full description at Econpapers || Download paper

2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

Full description at Econpapers || Download paper

2025Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap. (2025). Jochmans, Koen ; Higgins, Ayden. In: TSE Working Papers. RePEc:tse:wpaper:130347.

Full description at Econpapers || Download paper

2024Integrated Variance Estimation for Assets Traded in Multiple Venues. (2024). Schweiker, Karsten ; Dias, Gustavo Fruet. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-04.

Full description at Econpapers || Download paper

2024On the Granger Causality between Median Inflation and Price Dispersion. (2010). Ye, Haichun ; Ashley, Richard. In: Working Papers. RePEc:vpi:wpaper:e07-24.

Full description at Econpapers || Download paper

2024Changes in the effects of oil price shocks on US industrial production. (2024). Kwon, Dohyoung. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2515-2526.

Full description at Econpapers || Download paper

Works by Silvia Goncalves:

Year  ↓Title  ↓Type  ↓Cited  ↓
2013Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns In: CREATES Research Papers.
[Full Text][Citation analysis]		paper5
2014Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns.(2014) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2013Bootstrapping pre-averaged realized volatility under market microstructure noise In: CREATES Research Papers.
[Full Text][Citation analysis]		paper12
2016Bootstrapping pre-averaged realized volatility under market microstructure noise.(2016) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2017BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE.(2017) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2017Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise.(2017) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2017Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise.(2017) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2005Bootstrap Standard Error Estimates for Linear Regression In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article52
2018Inference with Dependent Data in Accounting and Finance Applications In: Journal of Accounting Research.
[Full Text][Citation analysis]		article37
2015Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2000Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper79
2002Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models.(2002) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		paper
2002Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models.(2002) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		paper
2004Maximum likelihood and the bootstrap for nonlinear dynamic models.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		article
2001The Bootstrap of the Mean for Dependent Heterogeneous Arrays In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper37
2002THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS.(2002) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2001The Bootstrap of Mean for Dependent Heterogeneous Arrays..(2001) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2001The Bootstrap of Mean for Dependent Heterogeneous Arrays..(2001) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2003Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper436
2002Bootstrapping autoregressions with conditional heteroskedasticity of unknown form.(2002) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 436		paper
2004Bootstrapping autoregressions with conditional heteroskedasticity of unknown form.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 436		article
2003Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2003) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 436		paper
2003Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2003) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 436		paper
2002Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2002) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 436		paper
2003Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper6
2004Estimation Risk in Financial Risk Management In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper20
2012Bootstrapping factor-augmented regression models In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper58
2014Bootstrapping factor-augmented regression models.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		article
2014Bootstrapping the GMM overidentification test Under first-order underidentification In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper21
2017Bootstrapping the GMM overidentification test under first-order underidentification.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2015Bootstrap inference in regressions with estimated factors and serial correlation In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper17
2016Bootstrap prediction intervals for factor models In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper18
2017Bootstrap Prediction Intervals for Factor Models.(2017) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2016Bootstrapping high-frequency jump tests In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper15
2017Bootstrapping high-frequency jump tests.(2017) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2019Bootstrapping High-Frequency Jump Tests.(2019) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2017Bootstrapping high-frequency jump tests.(2017) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2011BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP In: Econometric Theory.
[Full Text][Citation analysis]		article27
2011THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS In: Econometric Theory.
[Full Text][Citation analysis]		article9
2009Bootstrapping Realized Volatility In: Econometrica.
[Full Text][Citation analysis]		article77
2003Consistency of the stationary bootstrap under weak moment conditions In: Economics Letters.
[Full Text][Citation analysis]		article14
2011Box-Cox transforms for realized volatility In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2013Bootstrapping realized multivariate volatility measures In: Journal of Econometrics.
[Full Text][Citation analysis]		article31
2010Bootstrapping realized multivariate volatility measures.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2015Bootstrap inference for linear dynamic panel data models with individual fixed effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article39
2017Tests of equal accuracy for nested models with estimated factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
2015Tests of Equal Accuracy for Nested Models with Estimated Factors.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2020Bootstrapping factor models with cross sectional dependence In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
2018Bootstrapping factor models with cross sectional dependence.(2018) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2018Bootstrapping Factor Models With Cross Sectional Dependence.(2018) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2021Impulse response analysis for structural dynamic models with nonlinear regressors In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2020Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2022When Do State-Dependent Local Projections Work? In: Working Papers.
[Full Text][Citation analysis]		paper13
2005Predictable dynamics in the S&P 500 index options implied volatility surface In: Working Papers.
[Full Text][Citation analysis]		paper59
2006Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface.(2006) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		article
2007Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity In: Econometric Reviews.
[Full Text][Citation analysis]		article57
2008Edgeworth Corrections for Realized Volatility In: Econometric Reviews.
[Full Text][Citation analysis]		article6
2022Bootstrap Inference Under Cross Sectional Dependence In: Working papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team