Sílvia Gonçalves

Independent

No Address Available

SCHOLARLY PAPERS

2

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138

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Scholarly Papers (2)

Inference with Dependent Data in Accounting and Finance Applications

Number of pages: 91 Posted: 10 Nov 2017
Timothy G. Conley, Sílvia Gonçalves and Christian Hansen
University of Chicago - Booth School of Business, Independent and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 134 (211,167)

Abstract:

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clustering, HAC, Fama-MacBeth

Inference with Dependent Data in Accounting and Finance Applications

Journal of Accounting Research, Vol. 56, No. 4, 2018
Posted: 17 May 2019
Timothy G. Conley, Sílvia Gonçalves and Christian Hansen
University of Chicago - Booth School of Business, Independent and University of Chicago - Booth School of Business - Econometrics and Statistics

Abstract:

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hypothesis testing; confidence intervals; robust standard error estimation; spatial dependence; bootstrap; fixed-effects

2.

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form

Bundesbank Series 1 Discussion Paper No. 2002,26
Number of pages: 48 Posted: 08 Jun 2016
Lutz Kilian and Sílvia Gonçalves
University of Michigan at Ann Arbor - Department of Economics and Independent
Downloads 4 (609,026)

Abstract:

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wild bootstrap, pairwise bootstrap, robust inference