João M.C. Santos Silva
Names
first: 
João 
middle: 
M.C. 
last: 
Santos Silva 
in English: 
Joao M.C. Santos Silva 
Contact
Affiliations

University of Surrey
→ School of Economics
 website
 location: Guildford, United Kingdom
Research profile
author of:

Estimation of Default Probabilities Using Incomplete Contracts Data
by J. M. R. Murteira & Joao M. C. Santos Silva

Gravitydefying trade
by J. M. C. Santos Silva & Silvana Tenreyro

Quantiles for Counts
by J. A. F. Machado & J. M. C. Santos Silva

Identification with averaged data and implications for hedonic regression studies
by J. A. F. Machado & J. M. C. Santos Silva

Hedonic Prices Indexes for New Passenger Cars in Portugal (1997 2001)
by Hugo J. Reis & J. M. C. Santos Silva

A Score Test for Nonnested Hypotheses with Applications to Discrete Data Models
by J. M. C. Santos Silva

Influence Diagnostics and Estimation Algorithms for Powell's SCLS.
by Santos Silva, J. M. C.

A note on the estimation of mixture models under endogenous sampling
by J. M. C. Santos Silva

Endogeneity in Count Data Models: An Application to Demand for Health Care.
by Windmeijer, F. A. G. & Silva, J. M. C. Santos

A score test for nonnested hypotheses with applications to discrete data models
by J. M. C. Santos Silva

A modified hurdle model for completed fertility
by Francisco Covas & J. M. C. Santos Silva

The ChowLin method using dynamic models
by Santos Silva, J. M. C. & Cardoso, F. N.

Unobservables in count data models for onsite samples
by Santos Silva, J. M. C.

A note on the score test for neglected heterogeneity in the truncated normal regression model
by Santos Silva, J. M. C.

Glejser's test revisited
by Machado, Jose A. F. & Silva, J. M. C. Santos

Endogeneity in count data models; an application to demand for health care
by Frank Windmeijer & Joao Santos Silva Santos Silva

Twopart multiple spell models for health care demand
by Joao Santos Silva Santos Silva & Frank Windmeijer

Quantiles for counts
by Jose A. F. Machado Machado & Joao Santos Silva Santos Silva

Twopart multiple spell models for health care demand
by Santos Silva, Joao M. C. & Windmeijer, Frank

On the FisherKonieczny index of price changes synchronization
by Dias, D. A. & Robalo Marques, C. & Neves, P. D. & Santos Silva, J. M. C.

Parametric and semiparametric specification tests for binary choice models: a comparative simulation study
by Isabel Proenca & Joao Santos Silva

A NOTE ON INFLUENCE ASSESSMENT IN SCORE TESTS
by J. M. C. Santos Silva

The Log of Gravity
by Santos Silva, J. M. C. & Tenreyro, Silvana

The Log of Gravity
by Joao Santos Silva & Silvana Tenreyro

Simulationbased tests for heteroskedasticity in linear regression models: Some further results
by L. G. Godfrey & C. D. Orme & J. M. C. Santos Silva

What can we learn about correlations from multinomial probit estimates?
by C. Monfardini & J. M. C. Santos Silva

Hedonic prices indexes for new passenger cars in Portugal (19972001)
by Reis, Hugo J. & Santos Silva, J. M. C.

The Log of Gravity
by J. M. C. Santos Silva & Silvana Tenreyro

Quantiles for Counts
by Machado, Jose A. F. & Silva, J. M. C. Santos

Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2)
by J. M. C. Santos Silva

A note on variable addition tests for linear and loglinear models
by Godfrey, L. G. & Santos Silva, J. M. C.

Time or statedependent price setting rules? Evidence from micro data
by Dias, D. A. & Marques, C. Robalo & Santos Silva, J. M. C.

A NOTE ON IDENTIFICATION WITH AVERAGED DATA
by Machado, JosÃ A. F. & Santos Silva, J. M. C.

Editorial note
by Paulo Brito & João Santos Silva

Further Simulation Evidence on the Performance of the Poisson PseudoMaximum Likelihood Estimator
by J. M. C. Santos Silva & Silvana Tenreyro

Trading Partners and Trading Volumes: Implementing the HelpmanMelitzRubinstein Model Empirically
by J. M. C. Santos Silva & Silvana Tenreyro

On the Existence of the Maximum Likelihood Estimates for Poisson Regression
by J. M. C. Santos Silva & Silvana Tenreyro

Estimation of default probabilities using incomplete contracts data
by Santos Silva, J. M. C. & Murteira, J. M. R.

On the existence of the maximum likelihood estimates in Poisson regression
by Santos Silva, J. M. C. & Tenreyro, Silvana

Currency Unions in Prospect and Retrospect
by Santos Silva, J. M. C. & Tenreyro, Silvana

Currency Unions in Prospect and Retrospect
by J. M. C. Santos Silva & Silvana Tenreyro

On the FisherKonieczny Index of Price Changes Synchronization
by Carlos Robalo Marques & Daniel Dias & Pedro Duarte Neves & J. M. C. Santos Silva

Hedonic Price Indexes for New Passenger Cars in Portugal (19972001)
by Hugo Reis & J. M. C. Santos Silva

Hedonic Prices Indexes for New Passenger Cars in Portugal (19972001)
by Hugo Reis & J. M. C. Santos Silva

Identification with Averaged Data and Implications for Hedonic Regression Studies
by José Ferreira Machado & João Santos Silva

Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data
by Carlos Robalo Marques & Daniel Dias & J. M. C. Santos Silva

Price Adjustment Lags: Evidence from FirmLevel Data
by Carlos Robalo Marques & Fernando Martins & Daniel Dias & J. M. C. Santos Silva

Measuring the Importance of the Uniform Nonsynchronization Hypothesis
by Carlos Robalo Marques & Daniel Dias & J. M. C. Santos Silva

Outlet substitution bias
by Francisco Covas & João Santos Silva

Is it different for zeros? Discriminating between models for nonnegative data with many zeros
by Joao Santos Silva Santos Silva & Silvana Tenreyro & Frank Windmeijer

Why Are Some Prices Stickier Than Others? FirmData Evidence on Price Adjustment Lags
by Carlos Robalo Marques & Fernando Martins & Daniel Dias & J. M. C. Santos Silva

Why are some prices stickier than others? Firmdata evidence on price adjustment lags
by Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C. & Martins, Fernando

poisson: Some convergence issues
by J. M. C. Santos Silva & Silvana Tenreyro

Bootstrap Tests of Nonnested Hypotheses: Some Further Results
by L. G. Godfrey & J. M. C. Santos Silva

A Review of Micro‐Econometrics: Methods of Moments and Limited Dependent Variables (2nd Ed.) by L ee (M young‐jae )
by João M. C. Santos Silva

Currency Unions in Prospect and Retrospect
by J. M. C. Santos Silva & Silvana Tenreyro

Further simulation evidence on the performance of the Poisson pseudomaximum likelihood estimator
by Santos Silva, J. M. C. & Tenreyro, Silvana

A Cautionary Note on Tests for Overidentifying Restrictions
by Paulo M. D. C. Parente & Joao M. C. Santos Silva

SCLS: Stata module to perform symmetrically censored least squares
by J. M. C. Santos Silva

QREG2: Stata module to perform quantile regression with robust and clustered standard errors
by J. A. F. Machado & P. M. D. C. Parente & J. M. C. Santos Silva

Has the euro increased trade?
by Joao Santos Silva & Silvana Tenreyro

MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions
by J. A. F. Machado & J. M. C. Santos Silva

Specification and testing of models estimated by quadrature
by Geert Dhaene & J. M. C. Santos Silva

Identification issues in some doubleindex models for nonnegative data
by Papadopoulos, Georgios & Santos Silva, J. M. C.

A cautionary note on tests of overidentifying restrictions
by Parente, Paulo M. D. C. & Santos Silva, J. M. C.

On the use of robust regression in econometrics
by Baldauf, Markus & Santos Silva, J. M. C.

Taste Variation in Discrete Choice Models
by Andrew Chesher & J. M. C. Santos Silva

A note on measuring the importance of the uniform nonsynchronization hypothesis
by J. M. C. Santos Silva & Carlos Robalo Marques & Daniel Dias

What can we learn about correlations from multinomial probit estimates?
by Chiara Monfardini & Joao Santos Silva

Regression towards the mode
by Kemp, Gordon C. R. & Santos Silva, J. M. C.

Quantile regression with clustered data
by Paulo M. D. C. Parente & Joao M. C. Santos Silva

FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doublybounded data
by J. M. C. Santos Silva & Silvana Tenreyro & Kehai Wei

On the existence of the maximum likelihood estimates for Poisson regression
by Santos Silva, Joao & Tenreyro, Silvana

Currency unions in prospect and retrospect
by Silva, J. M. C. Santos & Tenreyro, Silvana

Further simulation evidence on the performance of the Poisson pseudomaximum likelihood estimator
by Santos Silva, Joao & Tenreyro, Silvana

The log of gravity
by Santos Silva, Joao & Tenreyro, Silvana

Estimating the extensive margin of trade
by Santos Silva, J. M. C. & Tenreyro, Silvana & Wei, Kehai

Testing Competing Models for Nonnegative Data with Many Zeros
by Silva João M. C. Santos & Tenreyro Silvana & Windmeijer Frank

Estimating the extensive margin of trade
by Santos Silva, Joao & Tenreyro, Silvana & Wei, Kehai

HPC: Stata module to perform specification test to discriminate between models for nonnegative data with many zeros
by J. M. C. Santos Silva & Silvana Tenreyro & Frank Windmeijer

Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically
by J. M. C. Santos Silva & Silvana Tenreyro

Estimating the Extensive Margin of Trade
by Santos Silva, J. M. C. & Tenreyro, Silvana & Wei, Kehai

Testing competing models for nonnegative data with many zeros
by Silva, João M. C. Santos & Tenreyro, Silvana & Windmeijer, Frank

Robust covariance estimation for quantile regression
by João Santos Silva

PPML: Stata module to perform Poisson pseudomaximum likelihood estimation
by J. M. C. Santos Silva & Silvana Tenreyro

Quantile Regression with Clustered Data
by Parente Paulo M. D. C. & Santos Silva João M. C.

Regression towards the mode
by Kemp, GCR & Santos Silva, JMC

Quantile regression with clustered data
by Parente, Paulo M. D. C. & Santos Silva, Joao M. C.

Estimating the Extensive Margin of Trade
by Santos Silva, Joao M. C. & Tenreyro, Silvana & Wei, Kehai

Trading Partners and Trading Volumes:Implementing the HelpmanMelitzRubinstein Model Empirically
by Santos Silva, Joao M. C. & Tenreyro, Silvana

Quantiles for Fractions and Other Mixed Data
by Machado, Jose A. F. & Santos Silva, Joao M. C.

Further simulation evidence on the performance of the Poisson pseudomaximum likelihood estimator
by Santos Silva, Joao M. C. & Tenreyro, Silvana

Identification issues in models for underreported counts
by Papadopoulos, Georgios & Santos Silva, Joao M. C.

A cautionary note on tests for overidentifying restrictions
by Parente, Paulo M. D. C. & Santos Silva, Joao M. C.

On the use of robust regression in econometrics
by Baldauf, Markus & Santos Silva, Joao M. C.

poisson: Some convergence issues
by Santos Silva, Joao M. C. & Tenreyro, Silvana

Specification and Testing of Models Estimated by Quadrature
by Dhaene, Geert & Santos Silva, Joao M. C.

Why are some prices stickier than others? Firmdata evidence on price adjustment lags
by Fernando MARTINS & Daniel A. DIAS & J. M. C. SANTOS SILVA & Carlos ROBALO MARQUES

Understanding Price Stickiness: Firmlevel Evidence on Price Adjustment Lags and Their Asymmetries
by Daniel A. Dias & Carlos Robalo Marques & Fernando Martins & J. M. C. Santos Silva

FQREG: Stata module to estimate quantile regression for nonnegative data with a masspoint at zero and an upper bound
by J. A. F. Machado & J. M. C. Santos Silva & Kehai Wei

AEXTLOGIT: Stata module to compute average elasticities for fixed effects logit
by J. M. C. Santos Silva

Partial effects in fixedeffects models
by Gordon Kemp & João Santos Silva

Quantiles, corners, and the extensive margin of trade
by Machado, José A. F. & Santos Silva, J. M. C. & Wei, Kehai

Time or state dependent price setting rules? Evidence from Portuguese micro data
by Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C.

Measuring the importance of the uniform nonsynchronization hypothesis
by Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C.

Trading partners and trading volumes: implementing the HelpmanMelitzRubinstein model empirically
by Santos Silva, Joao & Tenreyro, Silvana

Trading partners and trading volumes: implementing the HelpmanMelitzRubinstein model empirically
by Santos Silva, Joao & Tenreyro, Silvana

Local maxima in the estimation of the ZINB and sample selection models
by João M. C. Santos Silva

Microeconometrics: Editors’ introduction
by João M. C. Santos Silva & Frank Windmeijer

poisson: Some convergence issues
by Silva, J. M. C. Santos & Tenreyro, Silvana

XTQREG: Stata module to compute quantile regression with fixed effects
by J. A. F. Machado & J. M. C. Santos Silva

IVQREG2: Stata module to provide structural quantile function estimation
by J. A. F. Machado & J. M. C. Santos Silva

Quantile regression: Basics and recent advances
by João Santos Silva

Quantiles via moments
by Machado, José A. F. & Santos Silva, J. M. C.

Dynamic Vector Mode Regression
by Gordon C. R. Kemp & Paulo M. D. C. Parente & J. M. C. Santos Silva