Regular biography
Silvia Goncalves is a Professor in the Department of Economics at McGill University. Her research focuses on Econometrics. She holds a PhD from the University of California, San Diego. Prof. Goncalves is affiliated with the Department of Economics at McGill University, located at 855 Sherbrooke St. W., Montreal, Quebec H3A 2T7. Her office is in Leacock 516. For more information, visit her personal website at https://www.mcgill.ca/economics/silvia-goncalves.
Scholar-generated biography
Silvia Goncalves is a professor at McGill University specializing in econometrics. Her research focuses on developing robust statistical methods for analyzing financial and economic data, particularly in the presence of heteroskedasticity and dependence. She has contributed significantly to the understanding of bootstrapping techniques for time series and panel data, with applications in financial risk management and volatility modeling. Her work includes the development of bootstrap methods for nonlinear dynamic models, realized volatility, and factor-augmented regressions. Goncalves' research emphasizes the importance of asymptotic and bootstrap inference in econometric analysis, especially for models with complex dependencies and structural dynamics.