João M.C. Santos Silva

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Affiliations

• University of Surrey / School of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Currency Unions in Prospect and Retrospect (RePEc:anr:reveco:v:2:y:2010:p:51-74)
  by J.M.C. Santos Silva & Silvana Tenreyro
• Quantiles for Counts (RePEc:bes:jnlasa:v:100:y:2005:p:1226-1237)
  by Machado, Jose A.F. & Silva, J. M. C. Santos
• Influence Diagnostics and Estimation Algorithms for Powell's SCLS (RePEc:bes:jnlbes:v:19:y:2001:i:1:p:55-62)
  by Santos Silva, J M C
• Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically (RePEc:bla:obuest:v:77:y:2015:i:1:p:93-105)
  by J. M. C. Santos Silva & Silvana Tenreyro
• Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries (RePEc:bla:obuest:v:77:y:2015:i:5:p:701-718)
  by Daniel A. Dias & Carlos Robalo Marques & Fernando Martins & J. M. C. Santos Silva
• QREG2: Stata module to perform quantile regression with robust and clustered standard errors (RePEc:boc:bocode:s457369)
  by J.A.F. Machado & P.M.D.C Parente & J.M.C. Santos Silva
• MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions (RePEc:boc:bocode:s457370)
  by J.A.F. Machado & J.M.C. Santos Silva
• SCLS: Stata module to perform symmetrically censored least squares (RePEc:boc:bocode:s457402)
  by J.M.C. Santos Silva
• FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data (RePEc:boc:bocode:s457735)
  by J.M.C. Santos Silva & Silvana Tenreyro & Kehai Wei
• HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros (RePEc:boc:bocode:s457963)
  by J.M.C. Santos Silva & Silvana Tenreyro & Frank Windmeijer
• PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation (RePEc:boc:bocode:s458102)
  by J.M.C. Santos Silva & Silvana Tenreyro
• FQREG: Stata module to estimate quantile regression for non-negative data with a mass-point at zero and an upper bound (RePEc:boc:bocode:s458192)
  by J.A.F. Machado & J.M.C. Santos Silva & Kehai Wei
• AEXTLOGIT: Stata module to compute average elasticities for fixed effects logit (RePEc:boc:bocode:s458254)
  by J.M.C. Santos Silva
• XTQREG: Stata module to compute quantile regression with fixed effects (RePEc:boc:bocode:s458523)
  by J.A.F. Machado & J.M.C. Santos Silva
• IVQREG2: Stata module to provide structural quantile function estimation (RePEc:boc:bocode:s458571)
  by J.A.F. Machado & J.M.C. Santos Silva
• APPMLHDFE: Stata module to estimate asymmetric Poisson regression with high dimensional fixed effects (RePEc:boc:bocode:s459414)
  by Matthew Clance & J.M.C. Santos Silva
• Robust covariance estimation for quantile regression (RePEc:boc:usug15:10)
  by João Santos Silva
• Partial effects in fixed-effects models (RePEc:boc:usug16:06)
  by Gordon Kemp & João Santos Silva
• Local maxima in the estimation of the ZINB and sample selection models (RePEc:boc:usug17:07)
  by João M. C. Santos Silva
• Quantile regression: Basics and recent advances (RePEc:boc:usug19:27)
  by João Santos Silva
• What can we learn about correlations from multinomial probit estimates? (RePEc:bol:bodewp:558)
  by C. Monfardini & J.M.C. Santos Silva
• Testing Competing Models for Non-negative Data with Many Zeros (RePEc:bpj:jecome:v:4:y:2015:i:1:p:18:n:4)
  by Silva João M. C. Santos & Tenreyro Silvana & Windmeijer Frank
• Quantile Regression with Clustered Data (RePEc:bpj:jecome:v:5:y:2016:i:1:p:1-15:n:5)
  by Parente Paulo M.D.C. & Santos Silva João M.C.
• Has the euro increased trade? (RePEc:cep:cepcnp:320)
  by Joao Santos Silva & Silvana Tenreyro
• Deep trade agreements: proliferation, provisions, impact (RePEc:cep:cepcnp:650)
  by Holger Breinlich & Valentina Corradi & Nadia Rocha & Michele Ruta & João Santos Silva & Tom Zylkin
• The Log of Gravity (RePEc:cep:cepdps:dp0701)
  by Joao Santos Silva & Silvana Tenreyro
• On the Existence of the Maximum Likelihood Estimates for Poisson Regression (RePEc:cep:cepdps:dp0932)
  by J. M. C. Santos Silva & Silvana Tenreyro
• Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator (RePEc:cep:cepdps:dp0933)
  by J. M. C. Santos Silva & Silvana Tenreyro
• Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically (RePEc:cep:cepdps:dp0935)
  by J. M. C. Santos Silva & Silvana Tenreyro
• Currency Unions in Prospect and Retrospect (RePEc:cep:cepdps:dp0986)
  by J. M. C. Santos Silva & Silvana Tenreyro
• Machine learning in international trade research - evaluating the impact of trade agreements (RePEc:cep:cepdps:dp1776)
  by Holger Breinlich & Valentina Corradi & Nadia Rocha & Michele Ruta & J.M.C. Santos Silva & Tom Zylkin
• Trade, gravity and aggregation (RePEc:cep:cepdps:dp1802)
  by Holger Breinlich & Dennis Novy & J.M.C. Santos Silva
• Estimating the Extensive Margin of Trade (RePEc:cpr:ceprdp:10787)
  by Santos Silva, J.M.C & Tenreyro, Silvana & Wei, Kehai
• Trade, Gravity and Aggregation (RePEc:cpr:ceprdp:16552)
  by Breinlich, Holger & Novy, Dennis & Santos Silva, JMC
• Machine Learning in International Trade Research - Evaluating the Impact of Trade Agreements (RePEc:cpr:ceprdp:17325)
  by Breinlich, Holger & Corradi, Valentina & Rocha, Nadia & Ruta, Michele & Santos Silva, JMC & Zylkin, Thomas
• The Log of Gravity (RePEc:cpr:ceprdp:5311)
  by Santos Silva, J.M.C & Tenreyro, Silvana
• Currency Unions in Prospect and Retrospect (RePEc:cpr:ceprdp:7824)
  by Santos Silva, J.M.C & Tenreyro, Silvana
• A Note On Identification With Averaged Data (RePEc:cup:etheor:v:22:y:2006:i:03:p:537-541_06)
  by Machado, José A.F. & Santos Silva, J.M.C.
• A note on measuring the importance of the uniform nonsynchronization hypothesis (RePEc:ebl:ecbull:eb-06d40015)
  by J.M.C. Santos Silva & Carlos Robalo Marques & Daniel Dias
• What can we learn about correlations from multinomial probit estimates? (RePEc:ebl:ecbull:eb-08c20028)
  by Chiara Monfardini & Joao Santos Silva
• Time or state dependent price setting rules? Evidence from Portuguese micro data (RePEc:ecb:ecbwps:2005511)
  by Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C.
• Measuring the importance of the uniform nonsynchronization hypothesis (RePEc:ecb:ecbwps:2006606)
  by Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C.
• Why are some prices stickier than others? Firm-data evidence on price adjustment lags (RePEc:ecb:ecbwps:20111306)
  by Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C. & Martins, Fernando
• Estimation of Default Probabilities Using Incomplete Contracts Data (RePEc:ecm:wc2000:1121)
  by J. M. R. Murteira & Joao M. C. Santos Silva
• A Review of Micro‐Econometrics: Methods of Moments and Limited Dependent Variables (2nd Ed.) by L ee (M young‐jae ) (RePEc:ect:emjrnl:v:14:y:2011:i:2:p:b1-b4)
  by João M. C. Santos Silva
• A note on the estimation of mixture models under endogenous sampling (RePEc:ect:emjrnl:v:6:y:2003:i:1:p:46-52)
  by J. M. C. Santos Silva
• Simulation-based tests for heteroskedasticity in linear regression models: Some further results (RePEc:ect:emjrnl:v:9:y:2006:i:1:p:76-97)
  by L. G. Godfrey & C. D. Orme & J. M. C. Santos Silva
• The Chow-Lin method using dynamic models (RePEc:eee:ecmode:v:18:y:2001:i:2:p:269-280)
  by Santos Silva, J. M. C. & Cardoso, F. N.
• Hedonic prices indexes for new passenger cars in Portugal (1997-2001) (RePEc:eee:ecmode:v:23:y:2006:i:6:p:890-908)
  by Reis, Hugo J. & Santos Silva, J.M.C.
• On the existence of the maximum likelihood estimates in Poisson regression (RePEc:eee:ecolet:v:107:y:2010:i:2:p:310-312)
  by Santos Silva, J.M.C. & Tenreyro, Silvana
• Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator (RePEc:eee:ecolet:v:112:y:2011:i:2:p:220-222)
  by Santos Silva, J.M.C. & Tenreyro, Silvana
• On the use of robust regression in econometrics (RePEc:eee:ecolet:v:114:y:2012:i:1:p:124-127)
  by Baldauf, Markus & Santos Silva, J.M.C.
• A cautionary note on tests of overidentifying restrictions (RePEc:eee:ecolet:v:115:y:2012:i:2:p:314-317)
  by Parente, Paulo M.D.C. & Santos Silva, J.M.C.
• Identification issues in some double-index models for non-negative data (RePEc:eee:ecolet:v:117:y:2012:i:1:p:365-367)
  by Papadopoulos, Georgios & Santos Silva, J.M.C.
• A note on the score test for neglected heterogeneity in the truncated normal regression model (RePEc:eee:ecolet:v:43:y:1993:i:1:p:11-14)
  by Santos Silva, J. M. C.
• Unobservables in count data models for on-site samples (RePEc:eee:ecolet:v:54:y:1997:i:3:p:217-220)
  by Santos Silva, J. M. C.
• On the Fisher-Konieczny index of price changes synchronization (RePEc:eee:ecolet:v:87:y:2005:i:2:p:279-283)
  by Dias, D.A. & Robalo Marques, C. & Neves, P.D. & Santos Silva, J.M.C.
• A note on variable addition tests for linear and log-linear models (RePEc:eee:ecolet:v:95:y:2007:i:3:p:422-427)
  by Godfrey, L.G. & Santos Silva, J.M.C.
• Two-part multiple spell models for health care demand (RePEc:eee:econom:v:104:y:2001:i:1:p:67-89)
  by Santos Silva, Joao M. C. & Windmeijer, Frank
• Regression towards the mode (RePEc:eee:econom:v:170:y:2012:i:1:p:92-101)
  by Kemp, Gordon C.R. & Santos Silva, J.M.C.
• Quantiles via moments (RePEc:eee:econom:v:213:y:2019:i:1:p:145-173)
  by Machado, José A.F. & Santos Silva, J.M.C.
• Glejser's test revisited (RePEc:eee:econom:v:97:y:2000:i:1:p:189-202)
  by Machado, Jose A. F. & Silva, J. M. C. Santos
• Time- or state-dependent price setting rules? Evidence from micro data (RePEc:eee:eecrev:v:51:y:2007:i:7:p:1589-1613)
  by Dias, D.A. & Marques, C. Robalo & Santos Silva, J.M.C.
• Quantiles, corners, and the extensive margin of trade (RePEc:eee:eecrev:v:89:y:2016:i:c:p:73-84)
  by Machado, José A.F. & Santos Silva, J.M.C. & Wei, Kehai
• Estimation of default probabilities using incomplete contracts data (RePEc:eee:empfin:v:16:y:2009:i:3:p:457-465)
  by Santos Silva, J.M.C. & Murteira, J.M.R.
• Estimating the extensive margin of trade (RePEc:eee:inecon:v:93:y:2014:i:1:p:67-75)
  by Santos Silva, J.M.C. & Tenreyro, Silvana & Wei, Kehai
• The Log of Gravity at 15 (RePEc:ehl:lserod:112437)
  by Silva, J.M.C. Santos & Tenreyo, Silvana
• Trade, gravity and aggregation (RePEc:ehl:lserod:113858)
  by Breinlich, Holger & Novy, Dennis & Santos Silva, J. M. C.
• Machine learning in international trade research - evaluating the impact of trade agreements (RePEc:ehl:lserod:114379)
  by Breinlich, Holger & Corradi, Valentina & Rocha, Nadia & Ruta, Michele & Silva, J.M.C. Santos & Zylkin, Tom
• On the existence of the maximum likelihood estimates for Poisson regression (RePEc:ehl:lserod:25504)
  by Santos Silva, Joao & Tenreyro, Silvana
• Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically (RePEc:ehl:lserod:25505)
  by Santos Silva, Joao & Tenreyro, Silvana
• Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator (RePEc:ehl:lserod:25506)
  by Santos Silva, Joao & Tenreyro, Silvana
• Currency unions in prospect and retrospect (RePEc:ehl:lserod:28738)
  by Silva, J.M.C. Santos & Tenreyro, Silvana
• The log of gravity (RePEc:ehl:lserod:3744)
  by Santos Silva, Joao & Tenreyro, Silvana
• Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically (RePEc:ehl:lserod:55398)
  by Santos Silva, Joao & Tenreyro, Silvana
• Estimating the extensive margin of trade (RePEc:ehl:lserod:55937)
  by Santos Silva, Joao & Tenreyro, Silvana & Wei, Kehai
• Testing competing models for non-negative data with many zeros (RePEc:ehl:lserod:63663)
  by Silva, João M. C. Santos & Tenreyro, Silvana & Windmeijer, Frank
• Why are some prices stickier than others? Firm-data evidence on price adjustment lags (RePEc:ekd:002596:259600114)
  by Fernando MARTINS & Daniel A. DIAS & J.M.C. SANTOS SILVA & Carlos ROBALO MARQUES
• Dynamic Vector Mode Regression (RePEc:esx:essedp:13793)
  by Kemp, GCR & Parente, PMDC & Santos Silva, JMC
• A cautionary note on tests for overidentifying restrictions (RePEc:esx:essedp:3532)
  by Parente, Paulo M D C & Santos Silva, Joao M C
• poisson: Some convergence issues (RePEc:esx:essedp:3534)
  by Santos Silva, Joao M C & Tenreyro, Silvana
• On the use of robust regression in econometrics (RePEc:esx:essedp:3543)
  by Baldauf, Markus & Santos Silva, Joao M C
• Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator (RePEc:esx:essedp:3546)
  by Santos Silva, Joao M C & Tenreyro, Silvana
• Specification and Testing of Models Estimated by Quadrature (RePEc:esx:essedp:3549)
  by Dhaene, Geert & Santos Silva, Joao M C
• Quantiles for Fractions and Other Mixed Data (RePEc:esx:essedp:3550)
  by Machado, Jose A F & Santos Silva, Joao M C
• Identification issues in models for underreported counts (RePEc:esx:essedp:3552)
  by Papadopoulos, Georgios & Santos Silva, Joao M C
• Trading Partners and Trading Volumes:Implementing the Helpman-Melitz-Rubinstein Model Empirically (RePEc:esx:essedp:3553)
  by Santos Silva, Joao M C & Tenreyro, Silvana
• Regression towards the mode (RePEc:esx:essedp:5757)
  by Kemp, GCR & Santos Silva, JMC
• Estimating the Extensive Margin of Trade (RePEc:esx:essedp:8969)
  by Santos Silva, Joao M C & Tenreyro, Silvana & Wei, Kehai
• Quantile regression with clustered data (RePEc:esx:essedp:8976)
  by Parente, Paulo M D C & Santos Silva, Joao M C
• A Cautionary Note on Tests for Overidentifying Restrictions (RePEc:exe:wpaper:1111)
  by Paulo M.D.C. Parente & Joao M.C. Santos Silva
• Quantile regression with clustered data (RePEc:exe:wpaper:1305)
  by Paulo M.D.C. Parente & Joao M.C. Santos Silva
• Gravity-defying trade (RePEc:fip:fedbwp:03-1)
  by J. M. C. Santos Silva & Silvana Tenreyro
• Is it different for zeros? Discriminating between models for non-negative data with many zeros (RePEc:ifs:cemmap:20/10)
  by Joao Santos Silva Santos Silva & Silvana Tenreyro & Frank Windmeijer
• Quantiles for counts (RePEc:ifs:cemmap:22/02)
  by Jose A. F. Machado Machado & Joao Santos Silva Santos Silva
• Endogeneity in count data models; an application to demand for health care (RePEc:ifs:ifsewp:96/15)
  by Frank Windmeijer & Joao Santos Silva Santos Silva
• Two-part multiple spell models for health care demand (RePEc:ifs:ifsewp:99/02)
  by Joao Santos Silva Santos Silva & Frank Windmeijer
• Endogeneity in Count Data Models: An Application to Demand for Health Care (RePEc:jae:japmet:v:12:y:1997:i:3:p:281-94)
  by Windmeijer, F A G & Silva, J M C Santos
• A score test for non-nested hypotheses with applications to discrete data models (RePEc:jae:japmet:v:16:y:2001:i:5:p:577-597)
  by J. M. C. Santos Silva
• Taste Variation in Discrete Choice Models (RePEc:oup:restud:v:69:y:2002:i:1:p:147-168)
  by Andrew Chesher & J. M. C. Santos Silva
• Unknown item RePEc:ptu:bdpart:a200210 (article)
• Hedonic Price Indexes for New Passenger Cars in Portugal (1997-2001) (RePEc:ptu:bdpart:ab200210)
  by Hugo Reis & J.M.C.Santos Silva
• Outlet substitution bias (RePEc:ptu:bdpart:b199905)
  by Francisco Covas
• Hedonic Price Indexes for New Passenger Cars in Portugal (1997-2001) (RePEc:ptu:bdpart:b200210)
  by Hugo Reis & J.M.C.Santos Silva
• Price Adjustment Lags: Evidence from Firm-Level Data (RePEc:ptu:bdpart:b200914)
  by Fernando Martins & Daniel Dias
• Identification with Averaged Data and Implications for Hedonic Regression Studies (RePEc:ptu:wpaper:w200110)
  by José Ferreira Machado
• Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001) (RePEc:ptu:wpaper:w200210)
  by Hugo Reis & J.M.C.Santos Silva
• On the Fisher-Konieczny Index of Price Changes Synchronization (RePEc:ptu:wpaper:w200407)
  by Daniel Dias
• Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data (RePEc:ptu:wpaper:w200508)
  by Daniel Dias
• Measuring the Importance of the Uniform Nonsynchronization Hypothesis (RePEc:ptu:wpaper:w200603)
  by Daniel Dias
• Why Are Some Prices Stickier Than Others? Firm-Data Evidence on Price Adjustment Lags (RePEc:ptu:wpaper:w201107)
  by Fernando Martins & Daniel Dias
• A modified hurdle model for completed fertility (RePEc:spr:jopoec:v:13:y:2000:i:2:p:173-188)
  by Francisco Covas & J.M.C. Santos Silva
• Microeconometrics: Editors’ introduction (RePEc:spr:portec:v:1:y:2002:i:2:d:10.1007_s10258-002-0011-2)
  by João M. C. Santos Silva & Frank Windmeijer
• The Log of Gravity at 15 (RePEc:spr:portec:v:21:y:2022:i:3:d:10.1007_s10258-021-00203-w)
  by J. M. C. Santos Silva & Silvana Tenreyro
• Editorial note (RePEc:spr:portec:v:8:y:2009:i:1:p:1-2)
  by Paulo Brito & João Santos Silva
• The Log of Gravity At 15 (RePEc:sur:surrec:0121)
  by J.M.C. Santos Silva & Silvana Tenreyro
• Machine Learning in International Trade Research ?- Evaluating the Impact of Trade Agreements (RePEc:sur:surrec:0521)
  by Holger Breinlich & Valentina Corradi & Nadia Rocha & Michele Ruta & Joao M.C. Santos Silva & Tom Zylkin
• Trade, Gravity and Aggregation (RePEc:sur:surrec:0721)
  by Holger Breinlich & Dennis Novy & Joao M.C. Santos Silva
• Bootstrap Tests of Nonnested Hypotheses: Some Further Results (RePEc:taf:emetrv:v:23:y:2005:i:4:p:325-340)
  by L. G. Godfrey & J. M. C. Santos Silva
• Dynamic Vector Mode Regression (RePEc:taf:jnlbes:v:38:y:2020:i:3:p:647-661)
  by Gordon C. R. Kemp & Paulo M. D. C. Parente & J. M. C. Santos Silva
• Trade, Gravity, and Aggregation (RePEc:tpr:restat:v:106:y:2024:i:5:p:1418-1426)
  by Holger Breinlich & Dennis Novy & J. M. C. Santos Silva
• The Log of Gravity (RePEc:tpr:restat:v:88:y:2006:i:4:p:641-658)
  by J. M. C. Santos Silva & Silvana Tenreyro
• poisson: Some convergence issues (RePEc:tsj:stataj:v:11:y:2011:i:2:p:215-225)
  by J. M. C. Santos Silva & Silvana Tenreyro
• Machine Learning in International Trade Research : Evaluating the Impact of Trade Agreements (RePEc:wbk:wbrwps:9629)
  by Breinlich,Holger & Corradi,Valentina & Rocha,Nadia & Ruta,Michele & Santos Silva,J.M.C. & Zylkin,Tom
• Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2) (RePEc:wly:hlthec:v:13:y:2004:i:9:p:913-918)
  by J.M.C. Santos Silva
• Specification and testing of models estimated by quadrature (RePEc:wly:japmet:v:27:y:2012:i:2:p:322-332)
  by Geert Dhaene & J. M. C. Santos Silva
• Quantiles for Counts (RePEc:wpa:wuwpem:0303001)
  by J.A.F. Machado & J. M. C. Santos Silva
• Identification with averaged data and implications for hedonic regression studies (RePEc:wpa:wuwpem:0303002)
  by J.A.F. Machado & J.M.C. Santos Silva
• Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001) (RePEc:wpa:wuwpem:0303003)
  by Hugo J. Reis & J.M.C. Santos Silva
• Parametric and semiparametric specification tests for binary choice models: a comparative simulation study (RePEc:wpa:wuwpem:0508008)
  by Isabel Proenca & Joao Santos Silva
• A Note On Influence Assessment In Score Tests (RePEc:wpa:wuwpem:0511008)
  by J.M.C. Santos Silva
• A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models (RePEc:wuk:ucloec:9628)
  by J M C Santos Silva