Details about João M.C. Santos Silva

Access statistics for papers by João M.C. Santos Silva.

Last updated 2009-11-05. Update your information in the RePEc Author Service.

Short-id: psa51

Working Papers

2009

1. Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator
   CEP Discussion Papers, Centre for Economic Performance, LSE
   Also in Economics Discussion Papers, University of Essex, Department of Economics (2009)
2. On the Existence of the Maximum Likelihood Estimates for Poisson Regression
   CEP Discussion Papers, Centre for Economic Performance, LSE
3. On the use of robust regression in econometrics
   Economics Discussion Papers, University of Essex, Department of Economics
4. Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically
   CEP Discussion Papers, Centre for Economic Performance, LSE
   Also in Economics Discussion Papers, University of Essex, Department of Economics (2008)

2008

5. A Specification Test for Models Estimated by Quadrature
   Economics Discussion Papers, University of Essex, Department of Economics
6. Identification issues in models for underreported counts
   Economics Discussion Papers, University of Essex, Department of Economics View citations
7. Quantiles for Fractions and Other Mixed Data
   Economics Discussion Papers, University of Essex, Department of Economics

2006

8. Measuring the importance of the uniform nonsynchronization hypothesis
   Working Paper Series, European Central Bank View citations
9. What can we learn about correlations from multinomial probit estimates?
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
   See also Journal Article in Economics Bulletin (2008)

2005

10. A NOTE ON INFLUENCE ASSESSMENT IN SCORE TESTS
    Econometrics, EconWPA
11. Parametric and semiparametric specification tests for binary choice models: a comparative simulation study
    Econometrics, EconWPA
12. The Log of Gravity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in CEP Discussion Papers, Centre for Economic Performance, LSE (2005) View citations
    See also Journal Article in The Review of Economics and Statistics (2006)
13. Time or state dependent price setting rules? Evidence from Portuguese micro data
    Working Paper Series, European Central Bank View citations

2003

14. Gravity-defying trade
    Working Papers, Federal Reserve Bank of Boston View citations
15. Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001)
    Econometrics, EconWPA
    See also Journal Article in Economic Modelling (2006)
16. Identification with averaged data and implications for hedonic regression studies
    Econometrics, EconWPA
17. Quantiles for Counts
    Econometrics, EconWPA
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) View citations
    See also Journal Article in Journal of the American Statistical Association (2005)

2000

18. Estimation of Default Probabilities Using Incomplete Contracts Data
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations
    See also Journal Article in Journal of Empirical Finance (2009)

1999

19. Two-part multiple spell models for health care demand
    IFS Working Papers, Institute for Fiscal Studies View citations
    See also Journal Article in Journal of Econometrics (2001)

1996

20. A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models
    Discussion Papers, University College London, Department of Economics View citations
    See also Journal Article in Journal of Applied Econometrics (2001)
21. Endogeneity in count data models; an application to demand for health care
    IFS Working Papers, Institute for Fiscal Studies View citations
    See also Journal Article in Journal of Applied Econometrics (1997)

Journal Articles

2009

1. Editorial note
   Portuguese Economic Journal, 2009, 8, (1), 1-2
2. Estimation of default probabilities using incomplete contracts data
   Journal of Empirical Finance, 2009, 16, (3), 457-465
   See also Working Paper (2000)

2008

3. What can we learn about correlations from multinomial probit estimates?
   Economics Bulletin, 2008, 3, (28), 1-9
   See also Working Paper (2006)

2007

4. A note on measuring the importance of the uniform nonsynchronization hypothesis
   Economics Bulletin, 2007, 4, (6), 1-8 View citations
5. A note on variable addition tests for linear and log-linear models
   Economics Letters, 2007, 95, (3), 422-427
6. Time- or state-dependent price setting rules? Evidence from micro data
   European Economic Review, 2007, 51, (7), 1589-1613

2006

7. A NOTE ON IDENTIFICATION WITH AVERAGED DATA
   Econometric Theory, 2006, 22, (03), 537-541
8. Hedonic prices indexes for new passenger cars in Portugal (1997-2001)
   Economic Modelling, 2006, 23, (6), 890-908
   See also Working Paper (2003)
9. Simulation-based tests for heteroskedasticity in linear regression models: Some further results
   Econometrics Journal, 2006, 9, (1), 76-97 View citations
10. The Log of Gravity
    The Review of Economics and Statistics, 2006, 88, (4), 641-658 View citations
    See also Working Paper (2005)

2005

11. On the Fisher-Konieczny index of price changes synchronization
    Economics Letters, 2005, 87, (2), 279-283 View citations
12. Quantiles for Counts
    Journal of the American Statistical Association, 2005, 100, 1226-1237 View citations
    See also Working Paper (2003)

2004

13. Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2)
    Health Economics, 2004, 13, (9), 913-918 View citations

2003

14. A note on the estimation of mixture models under endogenous sampling
    Econometrics Journal, 2003, 6, (1), 46-52 View citations

2002

15. Taste Variation in Discrete Choice Models
    Review of Economic Studies, 2002, 69, (1), 147-68 View citations

2001

16. A score test for non-nested hypotheses with applications to discrete data models
    Journal of Applied Econometrics, 2001, 16, (5), 577-597 View citations
    See also Working Paper (1996)
17. Influence Diagnostics and Estimation Algorithms for Powell's SCLS
    Journal of Business & Economic Statistics, 2001, 19, (1), 55-62 View citations
18. The Chow-Lin method using dynamic models
    Economic Modelling, 2001, 18, (2), 269-280 View citations
19. Two-part multiple spell models for health care demand
    Journal of Econometrics, 2001, 104, (1), 67-89 View citations
    See also Working Paper (1999)

2000

20. A modified hurdle model for completed fertility
    Journal of Population Economics, 2000, 13, (2), 173-188 View citations
21. Glejser's test revisited
    Journal of Econometrics, 2000, 97, (1), 189-202 View citations

1997

22. Endogeneity in Count Data Models: An Application to Demand for Health Care
    Journal of Applied Econometrics, 1997, 12, (3), 281-94 View citations
    See also Working Paper (1996)
23. Unobservables in count data models for on-site samples
    Economics Letters, 1997, 54, (3), 217-220 View citations

1993

24. A note on the score test for neglected heterogeneity in the truncated normal regression model
    Economics Letters, 1993, 43, (1), 11-14