João M.C. Santos Silva
Names
| first: |
João |
| middle: |
M.C. |
| last: |
Santos Silva |
Identifer
Contact
Affiliations
-
University of Surrey
/ School of Economics
Research profile
author of:
- Currency Unions in Prospect and Retrospect
Annual Review of Economics, Annual Reviews (2010)
by J.M.C. Santos Silva & Silvana Tenreyro
(ReDIF-article, anr:reveco:v:2:y:2010:p:51-74) - Quantiles for Counts
Journal of the American Statistical Association, American Statistical Association (2005)
by Machado, Jose A.F. & Silva, J. M. C. Santos
(ReDIF-article, bes:jnlasa:v:100:y:2005:p:1226-1237) - Influence Diagnostics and Estimation Algorithms for Powell's SCLS
Journal of Business & Economic Statistics, American Statistical Association (2001)
by Santos Silva, J M C
(ReDIF-article, bes:jnlbes:v:19:y:2001:i:1:p:55-62) - Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2015)
by J. M. C. Santos Silva & Silvana Tenreyro
(ReDIF-article, bla:obuest:v:77:y:2015:i:1:p:93-105) - Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2015)
by Daniel A. Dias & Carlos Robalo Marques & Fernando Martins & J. M. C. Santos Silva
(ReDIF-article, bla:obuest:v:77:y:2015:i:5:p:701-718) - QREG2: Stata module to perform quantile regression with robust and clustered standard errors
Statistical Software Components, Boston College Department of Economics (2011)
by J.A.F. Machado & P.M.D.C Parente & J.M.C. Santos Silva
(ReDIF-software, boc:bocode:s457369) - MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions
Statistical Software Components, Boston College Department of Economics (2011)
by J.A.F. Machado & J.M.C. Santos Silva
(ReDIF-software, boc:bocode:s457370) - SCLS: Stata module to perform symmetrically censored least squares
Statistical Software Components, Boston College Department of Economics (2012)
by J.M.C. Santos Silva
(ReDIF-software, boc:bocode:s457402) - FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data
Statistical Software Components, Boston College Department of Economics (2013)
by J.M.C. Santos Silva & Silvana Tenreyro & Kehai Wei
(ReDIF-software, boc:bocode:s457735) - HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros
Statistical Software Components, Boston College Department of Economics (2015)
by J.M.C. Santos Silva & Silvana Tenreyro & Frank Windmeijer
(ReDIF-software, boc:bocode:s457963) - PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation
Statistical Software Components, Boston College Department of Economics (2015)
by J.M.C. Santos Silva & Silvana Tenreyro
(ReDIF-software, boc:bocode:s458102) - FQREG: Stata module to estimate quantile regression for non-negative data with a mass-point at zero and an upper bound
Statistical Software Components, Boston College Department of Economics (2016)
by J.A.F. Machado & J.M.C. Santos Silva & Kehai Wei
(ReDIF-software, boc:bocode:s458192) - AEXTLOGIT: Stata module to compute average elasticities for fixed effects logit
Statistical Software Components, Boston College Department of Economics (2016)
by J.M.C. Santos Silva
(ReDIF-software, boc:bocode:s458254) - XTQREG: Stata module to compute quantile regression with fixed effects
Statistical Software Components, Boston College Department of Economics (2018)
by J.A.F. Machado & J.M.C. Santos Silva
(ReDIF-software, boc:bocode:s458523) - IVQREG2: Stata module to provide structural quantile function estimation
Statistical Software Components, Boston College Department of Economics (2018)
by J.A.F. Machado & J.M.C. Santos Silva
(ReDIF-software, boc:bocode:s458571) - APPMLHDFE: Stata module to estimate asymmetric Poisson regression with high dimensional fixed effects
Statistical Software Components, Boston College Department of Economics (2025)
by Matthew Clance & J.M.C. Santos Silva
(ReDIF-software, boc:bocode:s459414) - Robust covariance estimation for quantile regression
United Kingdom Stata Users' Group Meetings 2015, Stata Users Group (2015)
by João Santos Silva
(ReDIF-paper, boc:usug15:10) - Partial effects in fixed-effects models
United Kingdom Stata Users' Group Meetings 2016, Stata Users Group (2016)
by Gordon Kemp & João Santos Silva
(ReDIF-paper, boc:usug16:06) - Local maxima in the estimation of the ZINB and sample selection models
United Kingdom Stata Users' Group Meetings 2017, Stata Users Group (2017)
by João M. C. Santos Silva
(ReDIF-paper, boc:usug17:07) - Quantile regression: Basics and recent advances
London Stata Conference 2019, Stata Users Group (2019)
by João Santos Silva
(ReDIF-paper, boc:usug19:27) - What can we learn about correlations from multinomial probit estimates?
Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2006)
by C. Monfardini & J.M.C. Santos Silva
(ReDIF-paper, bol:bodewp:558) - Testing Competing Models for Non-negative Data with Many Zeros
Journal of Econometric Methods, De Gruyter (2015)
by Silva João M. C. Santos & Tenreyro Silvana & Windmeijer Frank
(ReDIF-article, bpj:jecome:v:4:y:2015:i:1:p:18:n:4) - Quantile Regression with Clustered Data
Journal of Econometric Methods, De Gruyter (2016)
by Parente Paulo M.D.C. & Santos Silva João M.C.
(ReDIF-article, bpj:jecome:v:5:y:2016:i:1:p:1-15:n:5) - Has the euro increased trade?
CentrePiece - The magazine for economic performance, Centre for Economic Performance, LSE (2010)
by Joao Santos Silva & Silvana Tenreyro
(ReDIF-paper, cep:cepcnp:320) - Deep trade agreements: proliferation, provisions, impact
CentrePiece - The magazine for economic performance, Centre for Economic Performance, LSE (2023)
by Holger Breinlich & Valentina Corradi & Nadia Rocha & Michele Ruta & João Santos Silva & Tom Zylkin
(ReDIF-paper, cep:cepcnp:650) - The Log of Gravity
CEP Discussion Papers, Centre for Economic Performance, LSE (2005)
by Joao Santos Silva & Silvana Tenreyro
(ReDIF-paper, cep:cepdps:dp0701) - On the Existence of the Maximum Likelihood Estimates for Poisson Regression
CEP Discussion Papers, Centre for Economic Performance, LSE (2009)
by J. M. C. Santos Silva & Silvana Tenreyro
(ReDIF-paper, cep:cepdps:dp0932) - Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator
CEP Discussion Papers, Centre for Economic Performance, LSE (2009)
by J. M. C. Santos Silva & Silvana Tenreyro
(ReDIF-paper, cep:cepdps:dp0933) - Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically
CEP Discussion Papers, Centre for Economic Performance, LSE (2009)
by J. M. C. Santos Silva & Silvana Tenreyro
(ReDIF-paper, cep:cepdps:dp0935) - Currency Unions in Prospect and Retrospect
CEP Discussion Papers, Centre for Economic Performance, LSE (2010)
by J. M. C. Santos Silva & Silvana Tenreyro
(ReDIF-paper, cep:cepdps:dp0986) - Machine learning in international trade research - evaluating the impact of trade agreements
CEP Discussion Papers, Centre for Economic Performance, LSE (2021)
by Holger Breinlich & Valentina Corradi & Nadia Rocha & Michele Ruta & J.M.C. Santos Silva & Tom Zylkin
(ReDIF-paper, cep:cepdps:dp1776) - Trade, gravity and aggregation
CEP Discussion Papers, Centre for Economic Performance, LSE (2021)
by Holger Breinlich & Dennis Novy & J.M.C. Santos Silva
(ReDIF-paper, cep:cepdps:dp1802) - Estimating the Extensive Margin of Trade
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
by Santos Silva, J.M.C & Tenreyro, Silvana & Wei, Kehai
(ReDIF-paper, cpr:ceprdp:10787) - Trade, Gravity and Aggregation
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
by Breinlich, Holger & Novy, Dennis & Santos Silva, JMC
(ReDIF-paper, cpr:ceprdp:16552) - Machine Learning in International Trade Research - Evaluating the Impact of Trade Agreements
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
by Breinlich, Holger & Corradi, Valentina & Rocha, Nadia & Ruta, Michele & Santos Silva, JMC & Zylkin, Thomas
(ReDIF-paper, cpr:ceprdp:17325) - The Log of Gravity
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
by Santos Silva, J.M.C & Tenreyro, Silvana
(ReDIF-paper, cpr:ceprdp:5311) - Currency Unions in Prospect and Retrospect
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
by Santos Silva, J.M.C & Tenreyro, Silvana
(ReDIF-paper, cpr:ceprdp:7824) - A Note On Identification With Averaged Data
Econometric Theory, Cambridge University Press (2006)
by Machado, José A.F. & Santos Silva, J.M.C.
(ReDIF-article, cup:etheor:v:22:y:2006:i:03:p:537-541_06) - A note on measuring the importance of the uniform nonsynchronization hypothesis
Economics Bulletin, AccessEcon (2007)
by J.M.C. Santos Silva & Carlos Robalo Marques & Daniel Dias
(ReDIF-article, ebl:ecbull:eb-06d40015) - What can we learn about correlations from multinomial probit estimates?
Economics Bulletin, AccessEcon (2008)
by Chiara Monfardini & Joao Santos Silva
(ReDIF-article, ebl:ecbull:eb-08c20028) - Time or state dependent price setting rules? Evidence from Portuguese micro data
Working Paper Series, European Central Bank (2005)
by Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C.
(ReDIF-paper, ecb:ecbwps:2005511) - Measuring the importance of the uniform nonsynchronization hypothesis
Working Paper Series, European Central Bank (2006)
by Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C.
(ReDIF-paper, ecb:ecbwps:2006606) - Why are some prices stickier than others? Firm-data evidence on price adjustment lags
Working Paper Series, European Central Bank (2011)
by Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C. & Martins, Fernando
(ReDIF-paper, ecb:ecbwps:20111306) - Estimation of Default Probabilities Using Incomplete Contracts Data
Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
by J. M. R. Murteira & Joao M. C. Santos Silva
(ReDIF-paper, ecm:wc2000:1121) - A Review of Micro‐Econometrics: Methods of Moments and Limited Dependent Variables (2nd Ed.) by L ee (M young‐jae )
Econometrics Journal, Royal Economic Society (2011)
by João M. C. Santos Silva
(ReDIF-article, ect:emjrnl:v:14:y:2011:i:2:p:b1-b4) - A note on the estimation of mixture models under endogenous sampling
Econometrics Journal, Royal Economic Society (2003)
by J. M. C. Santos Silva
(ReDIF-article, ect:emjrnl:v:6:y:2003:i:1:p:46-52) - Simulation-based tests for heteroskedasticity in linear regression models: Some further results
Econometrics Journal, Royal Economic Society (2006)
by L. G. Godfrey & C. D. Orme & J. M. C. Santos Silva
(ReDIF-article, ect:emjrnl:v:9:y:2006:i:1:p:76-97) - The Chow-Lin method using dynamic models
Economic Modelling, Elsevier (2001)
by Santos Silva, J. M. C. & Cardoso, F. N.
(ReDIF-article, eee:ecmode:v:18:y:2001:i:2:p:269-280) - Hedonic prices indexes for new passenger cars in Portugal (1997-2001)
Economic Modelling, Elsevier (2006)
by Reis, Hugo J. & Santos Silva, J.M.C.
(ReDIF-article, eee:ecmode:v:23:y:2006:i:6:p:890-908) - On the existence of the maximum likelihood estimates in Poisson regression
Economics Letters, Elsevier (2010)
by Santos Silva, J.M.C. & Tenreyro, Silvana
(ReDIF-article, eee:ecolet:v:107:y:2010:i:2:p:310-312) - Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator
Economics Letters, Elsevier (2011)
by Santos Silva, J.M.C. & Tenreyro, Silvana
(ReDIF-article, eee:ecolet:v:112:y:2011:i:2:p:220-222) - On the use of robust regression in econometrics
Economics Letters, Elsevier (2012)
by Baldauf, Markus & Santos Silva, J.M.C.
(ReDIF-article, eee:ecolet:v:114:y:2012:i:1:p:124-127) - A cautionary note on tests of overidentifying restrictions
Economics Letters, Elsevier (2012)
by Parente, Paulo M.D.C. & Santos Silva, J.M.C.
(ReDIF-article, eee:ecolet:v:115:y:2012:i:2:p:314-317) - Identification issues in some double-index models for non-negative data
Economics Letters, Elsevier (2012)
by Papadopoulos, Georgios & Santos Silva, J.M.C.
(ReDIF-article, eee:ecolet:v:117:y:2012:i:1:p:365-367) - A note on the score test for neglected heterogeneity in the truncated normal regression model
Economics Letters, Elsevier (1993)
by Santos Silva, J. M. C.
(ReDIF-article, eee:ecolet:v:43:y:1993:i:1:p:11-14) - Unobservables in count data models for on-site samples
Economics Letters, Elsevier (1997)
by Santos Silva, J. M. C.
(ReDIF-article, eee:ecolet:v:54:y:1997:i:3:p:217-220) - On the Fisher-Konieczny index of price changes synchronization
Economics Letters, Elsevier (2005)
by Dias, D.A. & Robalo Marques, C. & Neves, P.D. & Santos Silva, J.M.C.
(ReDIF-article, eee:ecolet:v:87:y:2005:i:2:p:279-283) - A note on variable addition tests for linear and log-linear models
Economics Letters, Elsevier (2007)
by Godfrey, L.G. & Santos Silva, J.M.C.
(ReDIF-article, eee:ecolet:v:95:y:2007:i:3:p:422-427) - Two-part multiple spell models for health care demand
Journal of Econometrics, Elsevier (2001)
by Santos Silva, Joao M. C. & Windmeijer, Frank
(ReDIF-article, eee:econom:v:104:y:2001:i:1:p:67-89) - Regression towards the mode
Journal of Econometrics, Elsevier (2012)
by Kemp, Gordon C.R. & Santos Silva, J.M.C.
(ReDIF-article, eee:econom:v:170:y:2012:i:1:p:92-101) - Quantiles via moments
Journal of Econometrics, Elsevier (2019)
by Machado, José A.F. & Santos Silva, J.M.C.
(ReDIF-article, eee:econom:v:213:y:2019:i:1:p:145-173) - Glejser's test revisited
Journal of Econometrics, Elsevier (2000)
by Machado, Jose A. F. & Silva, J. M. C. Santos
(ReDIF-article, eee:econom:v:97:y:2000:i:1:p:189-202) - Time- or state-dependent price setting rules? Evidence from micro data
European Economic Review, Elsevier (2007)
by Dias, D.A. & Marques, C. Robalo & Santos Silva, J.M.C.
(ReDIF-article, eee:eecrev:v:51:y:2007:i:7:p:1589-1613) - Quantiles, corners, and the extensive margin of trade
European Economic Review, Elsevier (2016)
by Machado, José A.F. & Santos Silva, J.M.C. & Wei, Kehai
(ReDIF-article, eee:eecrev:v:89:y:2016:i:c:p:73-84) - Estimation of default probabilities using incomplete contracts data
Journal of Empirical Finance, Elsevier (2009)
by Santos Silva, J.M.C. & Murteira, J.M.R.
(ReDIF-article, eee:empfin:v:16:y:2009:i:3:p:457-465) - Estimating the extensive margin of trade
Journal of International Economics, Elsevier (2014)
by Santos Silva, J.M.C. & Tenreyro, Silvana & Wei, Kehai
(ReDIF-article, eee:inecon:v:93:y:2014:i:1:p:67-75) - The Log of Gravity at 15
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2022)
by Silva, J.M.C. Santos & Tenreyo, Silvana
(ReDIF-paper, ehl:lserod:112437) - Trade, gravity and aggregation
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2021)
by Breinlich, Holger & Novy, Dennis & Santos Silva, J. M. C.
(ReDIF-paper, ehl:lserod:113858) - Machine learning in international trade research - evaluating the impact of trade agreements
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2021)
by Breinlich, Holger & Corradi, Valentina & Rocha, Nadia & Ruta, Michele & Silva, J.M.C. Santos & Zylkin, Tom
(ReDIF-paper, ehl:lserod:114379) - On the existence of the maximum likelihood estimates for Poisson regression
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009)
by Santos Silva, Joao & Tenreyro, Silvana
(ReDIF-paper, ehl:lserod:25504) - Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009)
by Santos Silva, Joao & Tenreyro, Silvana
(ReDIF-paper, ehl:lserod:25505) - Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009)
by Santos Silva, Joao & Tenreyro, Silvana
(ReDIF-paper, ehl:lserod:25506) - Currency unions in prospect and retrospect
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2010)
by Silva, J.M.C. Santos & Tenreyro, Silvana
(ReDIF-paper, ehl:lserod:28738) - The log of gravity
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005)
by Santos Silva, Joao & Tenreyro, Silvana
(ReDIF-paper, ehl:lserod:3744) - Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013)
by Santos Silva, Joao & Tenreyro, Silvana
(ReDIF-paper, ehl:lserod:55398) - Estimating the extensive margin of trade
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014)
by Santos Silva, Joao & Tenreyro, Silvana & Wei, Kehai
(ReDIF-paper, ehl:lserod:55937) - Testing competing models for non-negative data with many zeros
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015)
by Silva, João M. C. Santos & Tenreyro, Silvana & Windmeijer, Frank
(ReDIF-paper, ehl:lserod:63663) - Why are some prices stickier than others? Firm-data evidence on price adjustment lags
EcoMod2010, EcoMod (2010)
by Fernando MARTINS & Daniel A. DIAS & J.M.C. SANTOS SILVA & Carlos ROBALO MARQUES
(ReDIF-paper, ekd:002596:259600114) - Dynamic Vector Mode Regression
Economics Discussion Papers, University of Essex, Department of Economics (2015)
by Kemp, GCR & Parente, PMDC & Santos Silva, JMC
(ReDIF-paper, esx:essedp:13793) - A cautionary note on tests for overidentifying restrictions
Economics Discussion Papers, University of Essex, Department of Economics (2011)
by Parente, Paulo M D C & Santos Silva, Joao M C
(ReDIF-paper, esx:essedp:3532) - poisson: Some convergence issues
Economics Discussion Papers, University of Essex, Department of Economics (2011)
by Santos Silva, Joao M C & Tenreyro, Silvana
(ReDIF-paper, esx:essedp:3534) - On the use of robust regression in econometrics
Economics Discussion Papers, University of Essex, Department of Economics (2009)
by Baldauf, Markus & Santos Silva, Joao M C
(ReDIF-paper, esx:essedp:3543) - Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator
Economics Discussion Papers, University of Essex, Department of Economics (2009)
by Santos Silva, Joao M C & Tenreyro, Silvana
(ReDIF-paper, esx:essedp:3546) - Specification and Testing of Models Estimated by Quadrature
Economics Discussion Papers, University of Essex, Department of Economics (2008)
by Dhaene, Geert & Santos Silva, Joao M C
(ReDIF-paper, esx:essedp:3549) - Quantiles for Fractions and Other Mixed Data
Economics Discussion Papers, University of Essex, Department of Economics (2008)
by Machado, Jose A F & Santos Silva, Joao M C
(ReDIF-paper, esx:essedp:3550) - Identification issues in models for underreported counts
Economics Discussion Papers, University of Essex, Department of Economics (2008)
by Papadopoulos, Georgios & Santos Silva, Joao M C
(ReDIF-paper, esx:essedp:3552) - Trading Partners and Trading Volumes:Implementing the Helpman-Melitz-Rubinstein Model Empirically
Economics Discussion Papers, University of Essex, Department of Economics (2008)
by Santos Silva, Joao M C & Tenreyro, Silvana
(ReDIF-paper, esx:essedp:3553) - Regression towards the mode
Economics Discussion Papers, University of Essex, Department of Economics (2010)
by Kemp, GCR & Santos Silva, JMC
(ReDIF-paper, esx:essedp:5757) - Estimating the Extensive Margin of Trade
Economics Discussion Papers, University of Essex, Department of Economics (2012)
by Santos Silva, Joao M C & Tenreyro, Silvana & Wei, Kehai
(ReDIF-paper, esx:essedp:8969) - Quantile regression with clustered data
Economics Discussion Papers, University of Essex, Department of Economics (2013)
by Parente, Paulo M D C & Santos Silva, Joao M C
(ReDIF-paper, esx:essedp:8976) - A Cautionary Note on Tests for Overidentifying Restrictions
Discussion Papers, University of Exeter, Department of Economics (2011)
by Paulo M.D.C. Parente & Joao M.C. Santos Silva
(ReDIF-paper, exe:wpaper:1111) - Quantile regression with clustered data
Discussion Papers, University of Exeter, Department of Economics (2013)
by Paulo M.D.C. Parente & Joao M.C. Santos Silva
(ReDIF-paper, exe:wpaper:1305) - Gravity-defying trade
Working Papers, Federal Reserve Bank of Boston (2003)
by J. M. C. Santos Silva & Silvana Tenreyro
(ReDIF-paper, fip:fedbwp:03-1) - Is it different for zeros? Discriminating between models for non-negative data with many zeros
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010)
by Joao Santos Silva Santos Silva & Silvana Tenreyro & Frank Windmeijer
(ReDIF-paper, ifs:cemmap:20/10) - Quantiles for counts
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002)
by Jose A. F. Machado Machado & Joao Santos Silva Santos Silva
(ReDIF-paper, ifs:cemmap:22/02) - Endogeneity in count data models; an application to demand for health care
IFS Working Papers, Institute for Fiscal Studies (1996)
by Frank Windmeijer & Joao Santos Silva Santos Silva
(ReDIF-paper, ifs:ifsewp:96/15) - Two-part multiple spell models for health care demand
IFS Working Papers, Institute for Fiscal Studies (1999)
by Joao Santos Silva Santos Silva & Frank Windmeijer
(ReDIF-paper, ifs:ifsewp:99/02) - Endogeneity in Count Data Models: An Application to Demand for Health Care
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1997)
by Windmeijer, F A G & Silva, J M C Santos
(ReDIF-article, jae:japmet:v:12:y:1997:i:3:p:281-94) - A score test for non-nested hypotheses with applications to discrete data models
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2001)
by J. M. C. Santos Silva
(ReDIF-article, jae:japmet:v:16:y:2001:i:5:p:577-597) - Taste Variation in Discrete Choice Models
The Review of Economic Studies, Review of Economic Studies Ltd (2002)
by Andrew Chesher & J. M. C. Santos Silva
(ReDIF-article, oup:restud:v:69:y:2002:i:1:p:147-168) - Índices de Preços Hedónicos de Automóveis Ligeiros de Passageiros Novos em Portugal (1997-2001)
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department (None)
by Hugo Reis & J.M.C.Santos Silva
(ReDIF-article, ptu:bdpart:a200210) - Outlet substitution bias
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department (1999)
by Francisco Covas
(ReDIF-article, ptu:bdpart:b199905) - Hedonic Price Indexes for New Passenger Cars in Portugal (1997-2001)
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department (2002)
by Hugo Reis & J.M.C.Santos Silva
(ReDIF-article, ptu:bdpart:b200210) - Price Adjustment Lags: Evidence from Firm-Level Data
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department (2009)
by Fernando Martins & Daniel Dias
(ReDIF-article, ptu:bdpart:b200914) - Identification with Averaged Data and Implications for Hedonic Regression Studies
Working Papers, Banco de Portugal, Economics and Research Department (2001)
by José Ferreira Machado
(ReDIF-paper, ptu:wpaper:w200110) - Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001)
Working Papers, Banco de Portugal, Economics and Research Department (2002)
by Hugo Reis & J.M.C.Santos Silva
(ReDIF-paper, ptu:wpaper:w200210) - On the Fisher-Konieczny Index of Price Changes Synchronization
Working Papers, Banco de Portugal, Economics and Research Department (2004)
by Daniel Dias
(ReDIF-paper, ptu:wpaper:w200407) - Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data
Working Papers, Banco de Portugal, Economics and Research Department (2005)
by Daniel Dias
(ReDIF-paper, ptu:wpaper:w200508) - Measuring the Importance of the Uniform Nonsynchronization Hypothesis
Working Papers, Banco de Portugal, Economics and Research Department (2006)
by Daniel Dias
(ReDIF-paper, ptu:wpaper:w200603) - Why Are Some Prices Stickier Than Others? Firm-Data Evidence on Price Adjustment Lags
Working Papers, Banco de Portugal, Economics and Research Department (2011)
by Fernando Martins & Daniel Dias
(ReDIF-paper, ptu:wpaper:w201107) - A modified hurdle model for completed fertility
Journal of Population Economics, Springer;European Society for Population Economics (2000)
by Francisco Covas & J.M.C. Santos Silva
(ReDIF-article, spr:jopoec:v:13:y:2000:i:2:p:173-188) - Microeconometrics: Editors’ introduction
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao (2002)
by João M. C. Santos Silva & Frank Windmeijer
(ReDIF-article, spr:portec:v:1:y:2002:i:2:d:10.1007_s10258-002-0011-2) - The Log of Gravity at 15
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao (2022)
by J. M. C. Santos Silva & Silvana Tenreyro
(ReDIF-article, spr:portec:v:21:y:2022:i:3:d:10.1007_s10258-021-00203-w) - Editorial note
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao (2009)
by Paulo Brito & João Santos Silva
(ReDIF-article, spr:portec:v:8:y:2009:i:1:p:1-2) - The Log of Gravity At 15
School of Economics Discussion Papers, School of Economics, University of Surrey (2021)
by J.M.C. Santos Silva & Silvana Tenreyro
(ReDIF-paper, sur:surrec:0121) - Machine Learning in International Trade Research ?- Evaluating the Impact of Trade Agreements
School of Economics Discussion Papers, School of Economics, University of Surrey (2021)
by Holger Breinlich & Valentina Corradi & Nadia Rocha & Michele Ruta & Joao M.C. Santos Silva & Tom Zylkin
(ReDIF-paper, sur:surrec:0521) - Trade, Gravity and Aggregation
School of Economics Discussion Papers, School of Economics, University of Surrey (2021)
by Holger Breinlich & Dennis Novy & Joao M.C. Santos Silva
(ReDIF-paper, sur:surrec:0721) - Bootstrap Tests of Nonnested Hypotheses: Some Further Results
Econometric Reviews, Taylor & Francis Journals (2005)
by L. G. Godfrey & J. M. C. Santos Silva
(ReDIF-article, taf:emetrv:v:23:y:2005:i:4:p:325-340) - Dynamic Vector Mode Regression
Journal of Business & Economic Statistics, Taylor & Francis Journals (2020)
by Gordon C. R. Kemp & Paulo M. D. C. Parente & J. M. C. Santos Silva
(ReDIF-article, taf:jnlbes:v:38:y:2020:i:3:p:647-661) - Trade, Gravity, and Aggregation
The Review of Economics and Statistics, MIT Press (2024)
by Holger Breinlich & Dennis Novy & J. M. C. Santos Silva
(ReDIF-article, tpr:restat:v:106:y:2024:i:5:p:1418-1426) - The Log of Gravity
The Review of Economics and Statistics, MIT Press (2006)
by J. M. C. Santos Silva & Silvana Tenreyro
(ReDIF-article, tpr:restat:v:88:y:2006:i:4:p:641-658) - poisson: Some convergence issues
Stata Journal, StataCorp LP (2011)
by J. M. C. Santos Silva & Silvana Tenreyro
(ReDIF-article, tsj:stataj:v:11:y:2011:i:2:p:215-225) - Machine Learning in International Trade Research : Evaluating the Impact of Trade Agreements
Policy Research Working Paper Series, The World Bank (2021)
by Breinlich,Holger & Corradi,Valentina & Rocha,Nadia & Ruta,Michele & Santos Silva,J.M.C. & Zylkin,Tom
(ReDIF-paper, wbk:wbrwps:9629) - Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2)
Health Economics, John Wiley & Sons, Ltd. (2004)
by J.M.C. Santos Silva
(ReDIF-article, wly:hlthec:v:13:y:2004:i:9:p:913-918) - Specification and testing of models estimated by quadrature
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2012)
by Geert Dhaene & J. M. C. Santos Silva
(ReDIF-article, wly:japmet:v:27:y:2012:i:2:p:322-332) - Quantiles for Counts
Econometrics, University Library of Munich, Germany (2003)
by J.A.F. Machado & J. M. C. Santos Silva
(ReDIF-paper, wpa:wuwpem:0303001) - Identification with averaged data and implications for hedonic regression studies
Econometrics, University Library of Munich, Germany (2003)
by J.A.F. Machado & J.M.C. Santos Silva
(ReDIF-paper, wpa:wuwpem:0303002) - Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001)
Econometrics, University Library of Munich, Germany (2003)
by Hugo J. Reis & J.M.C. Santos Silva
(ReDIF-paper, wpa:wuwpem:0303003) - Parametric and semiparametric specification tests for binary choice models: a comparative simulation study
Econometrics, University Library of Munich, Germany (2005)
by Isabel Proenca & Joao Santos Silva
(ReDIF-paper, wpa:wuwpem:0508008) - A Note On Influence Assessment In Score Tests
Econometrics, University Library of Munich, Germany (2005)
by J.M.C. Santos Silva
(ReDIF-paper, wpa:wuwpem:0511008) - A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models
Discussion Papers, University College London, Department of Economics (1996)
by J M C Santos Silva
(ReDIF-paper, wuk:ucloec:9628)