معرفی
Prof. Silvia Gonçalves is a Full Professor in the Department of Economics at McGill University. Her research focuses on econometric theory, with specializations in bootstrap methods, time series analysis, and financial econometrics. She holds a PhD from the University of California, San Diego. Her work addresses challenges in statistical inference for dynamic models, volatility estimation, and factor models, with applications to finance and macroeconomics.
Her research interests include developing robust inferential tools for nonlinear models, handling cross-sectional dependence, and improving volatility estimation under market microstructure noise. Notable contributions include advancements in bootstrap techniques for factor models and high-frequency financial data analysis.
Her publications span top journals such as Econometrica, Journal of Econometrics, and Journal of Business & Economic Statistics, focusing on methodological advancements in econometric theory. Her work often bridges theory and application, addressing practical issues in macroeconomic policy analysis and financial risk management.
