| Bootstrapping autoregressions with conditional heteroskedasticity of unknown form S Gonçalves, L Kilian Journal of econometrics 123 (1), 89-120, 2004 | 526 | 2004 |
| Estimation risk in financial risk management P Christoffersen, S Gonçalves CIRANO, 2004 | 196 | 2004 |
| Bootstrapping realized volatility S Gonçalves, N Meddahi Econometrica 77 (1), 283-306, 2009 | 192 | 2009 |
| Maximum likelihood and the bootstrap for nonlinear dynamic models S Gonçalves, H White Journal of Econometrics 119 (1), 199-219, 2004 | 161 | 2004 |
| Predictable dynamics in the S&P 500 index options implied volatility surface S Goncalves, M Guidolin The Journal of Business 79 (3), 1591-1635, 2006 | 139 | 2006 |
| Bootstrap standard error estimates for linear regression S Gonçalves, H White Journal of the American Statistical Association 100 (471), 970-979, 2005 | 126 | 2005 |
| Asymptotic and bootstrap inference for AR (∞) processes with conditional heteroskedasticity S Goncalves, L Kilian Econometric Reviews 26 (6), 609-641, 2007 | 92 | 2007 |
| The bootstrap of the mean for dependent heterogeneous arrays S Gonçalves, H White Econometric Theory, 1367-1384, 2002 | 79 | 2002 |
| Bootstrapping factor-augmented regression models S Gonçalves, B Perron Journal of Econometrics 182 (1), 156-173, 2014 | 78 | 2014 |
| Bootstrapping realized multivariate volatility measures P Dovonon, S Goncalves, N Meddahi Journal of Econometrics 172 (1), 49-65, 2013 | 68 | 2013 |
| Box–Cox transforms for realized volatility S Gonçalves, N Meddahi Journal of Econometrics 160 (1), 129-144, 2011 | 68 | 2011 |
| Block bootstrap HAC robust tests: The sophistication of the naive bootstrap S Gonçalves, TJ Vogelsang Econometric Theory, 745-791, 2011 | 67 | 2011 |
| The moving blocks bootstrap for panel linear regression models with individual fixed effects S Gonçalves Econometric Theory, 1048-1082, 2011 | 64 | 2011 |
| Consistency of the stationary bootstrap under weak moment conditions S Gonçalves, R de Jong Economics Letters 81 (2), 273-278, 2003 | 41 | 2003 |
| Inference with dependent data in accounting and finance applications T Conley, S Gonçalves, C Hansen Journal of Accounting Research 56 (4), 1139-1203, 2018 | 31 | 2018 |
| Bootstrap prediction intervals for factor models S Gonçalves, B Perron, A Djogbenou Journal of Business & Economic Statistics 35 (1), 53-69, 2017 | 27 | 2017 |
| Bootstrapping high-frequency jump tests P Dovonon, S Gonçalves, U Hounyo, N Meddahi Journal of the American Statistical Association 114 (526), 793-803, 2019 | 24 | 2019 |
| Tests of equal accuracy for nested models with estimated factors S Goncalves, MW McCracken, B Perron Journal of Econometrics 198 (2), 231-252, 2017 | 24 | 2017 |
| Bootstrapping the GMM overidentification test under first-order underidentification P Dovonon, S Gonçalves Journal of Econometrics 201 (1), 43-71, 2017 | 23 | 2017 |
| Bootstrapping autoregressions with conditional heteroskedasticity of unknown form S Gonçalves, L Kilian Available at SSRN 358520, 2002 | 23 | 2002 |
Benoit PerronUniversite de MontrealVerified email at umontreal.ca
