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 (repec:anr:reveco:v:2:y:2010:p:51-74)
by J.M.C. Santos Silva & Silvana Tenreyro - Nonparametric "rich covariates" without saturation (repec:arx:papers:2505.21213)
by Ludgero Glorias & Federico Martellosio & J. M. C. Santos Silva - Out-of-sample gravity predictions and trade policy counterfactuals (repec:arx:papers:2509.11271)
by Nicolas Apfel & Holger Breinlich & Nick Green & Dennis Novy & J. M. C. Santos Silva & Tom Zylkin - 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 - Poisson-based expectile regression for nonnegative data with a mass point at zero (repec:boc:lsug25:11)
by Jeffrey H. Bergstrand & Matthew W. Clance & Joao 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. - The tails of gravity: Using expectiles to quantify the trade-margins effects of economic integration agreements (repec:eee:inecon:v:157:y:2025:i:c:s0022199625001023)
by Bergstrand, Jeffrey H. & Clance, Matthew W. & Santos Silva, J.M.C. - 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
- Hedonic Price Indexes for New Passenger Cars in Portugal (1997-2001) (repec:ptu:bdpart:ab200210)
by Hugo Reis & J.M.C.Santos Silva - Unknown
- Unknown
- Unknown
- 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 - MisspecifiÂ…ed Exponential Regressions: Estimation, Interpretation, and Average Marginal Effects (RePEc:sur:surrec:0124)
by Joao M.C. Santos Silva & Rainer Winkelmann - The Tails of Gravity: Using Expectiles to Quantify the Trade-Margins Effects of Economic Integration Agreements (RePEc:sur:surrec:0125)
by Jeffrey H. Bergstrand & Matthew W. Clance & Joao M.C. Santos Silva - 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 - A cautionary note on goodness-of-fit statistics for models estimated by pseudo maximum likelihood (RePEc:tsj:stataj:v:25:y:2025:i:2:p:458-465)
by Nick Green & J. M. C. Santos Silva - 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