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Details about João M.C. Santos Silva

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Homepage:http://www.surrey.ac.uk/economics/people/joao_santos_silva/index.htm
Workplace:School of Economics, University of Surrey, (more information at EDIRC)

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

Last updated 2017-05-04. Update your information in the RePEc Author Service.

Short-id: psa51


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Working Papers

2016

  1. Partial effects in fixed-effects models
    United Kingdom Stata Users' Group Meetings 2016, Stata Users Group Downloads

2015

  1. Dynamic Vector Mode Regression
    Economics Discussion Papers, University of Essex, Department of Economics Downloads View citations (1)
  2. Estimating the Extensive Margin of Trade
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Economics Discussion Papers, University of Essex, Department of Economics (2012) Downloads View citations (1)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014) Downloads View citations (9)

    See also Journal Article in Journal of International Economics (2014)
  3. Robust covariance estimation for quantile regression
    United Kingdom Stata Users' Group Meetings 2015, Stata Users Group Downloads
  4. 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 Downloads View citations (3)
    See also Journal Article in Journal of Econometric Methods (2015)

2013

  1. Quantile regression with clustered data
    Discussion Papers, Exeter University, Department of Economics Downloads View citations (8)
    Also in Economics Discussion Papers, University of Essex, Department of Economics (2013) Downloads View citations (6)

    See also Journal Article in Journal of Econometric Methods (2016)

2011

  1. A Cautionary Note on Tests for Overidentifying Restrictions
    Discussion Papers, Exeter University, Department of Economics Downloads View citations (1)
    Also in Economics Discussion Papers, University of Essex, Department of Economics (2011) Downloads View citations (1)

    See also Journal Article in Economics Letters (2012)
  2. Why Are Some Prices Stickier Than Others? Firm-Data Evidence on Price Adjustment Lags
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
    Also in Working Paper Series, European Central Bank (2011) Downloads
    EcoMod2010, EcoMod Downloads
  3. poisson: Some convergence issues
    Economics Discussion Papers, University of Essex, Department of Economics Downloads View citations (31)
    See also Journal Article in Stata Journal (2011)

2010

  1. Currency Unions in Prospect and Retrospect
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (36)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2010) Downloads View citations (31)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2010) Downloads View citations (28)

    See also Journal Article in Annual Review of Economics (2010)
  2. Has the euro increased trade?
    CentrePiece - The Magazine for Economic Performance, Centre for Economic Performance, LSE Downloads View citations (1)
  3. 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 Downloads View citations (12)
  4. Regression towards the mode
    Economics Discussion Papers, University of Essex, Department of Economics Downloads View citations (4)
    See also Journal Article in Journal of Econometrics (2012)

2009

  1. Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (12)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009) Downloads View citations (3)
    Economics Discussion Papers, University of Essex, Department of Economics (2009) Downloads View citations (8)

    See also Journal Article in Economics Letters (2011)
  2. On the Existence of the Maximum Likelihood Estimates for Poisson Regression
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (5)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009) Downloads
  3. On the use of robust regression in econometrics
    Economics Discussion Papers, University of Essex, Department of Economics Downloads View citations (6)
    See also Journal Article in Economics Letters (2012)
  4. Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (15)
    Also in Economics Discussion Papers, University of Essex, Department of Economics (2008) Downloads

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2015)

2008

  1. Identification issues in models for underreported counts
    Economics Discussion Papers, University of Essex, Department of Economics Downloads View citations (4)
  2. Quantiles for Fractions and Other Mixed Data
    Economics Discussion Papers, University of Essex, Department of Economics Downloads View citations (6)
  3. Specification and Testing of Models Estimated by Quadrature
    Economics Discussion Papers, University of Essex, Department of Economics Downloads
    See also Journal Article in Journal of Applied Econometrics (2012)

2006

  1. Measuring the Importance of the Uniform Nonsynchronization Hypothesis
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (6)
  2. What can we learn about correlations from multinomial probit estimates?
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads View citations (1)
    See also Journal Article in Economics Bulletin (2008)

2005

  1. A NOTE ON INFLUENCE ASSESSMENT IN SCORE TESTS
    Econometrics, EconWPA Downloads
  2. Parametric and semiparametric specification tests for binary choice models: a comparative simulation study
    Econometrics, EconWPA Downloads View citations (1)
  3. The Log of Gravity
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (17)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) Downloads View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (107)

    See also Journal Article in The Review of Economics and Statistics (2006)
  4. Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (12)

2004

  1. On the Fisher-Konieczny Index of Price Changes Synchronization
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (2)
    See also Journal Article in Economics Letters (2005)

2003

  1. Gravity-defying trade
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (13)
  2. Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001)
    Econometrics, EconWPA Downloads View citations (3)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2002) Downloads View citations (1)

    See also Journal Article in Economic Modelling (2006)
  3. Identification with averaged data and implications for hedonic regression studies
    Econometrics, EconWPA Downloads
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2001) Downloads
  4. Quantiles for Counts
    Econometrics, EconWPA Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) Downloads View citations (8)

    See also Journal Article in Journal of the American Statistical Association (2005)

2000

  1. Estimation of Default Probabilities Using Incomplete Contracts Data
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (4)
    See also Journal Article in Journal of Empirical Finance (2009)

1999

  1. Two-part multiple spell models for health care demand
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (5)
    See also Journal Article in Journal of Econometrics (2001)

1996

  1. A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models
    Discussion Papers, University College London, Department of Economics Downloads View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2001)
  2. Endogeneity in count data models; an application to demand for health care
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (10)
    See also Journal Article in Journal of Applied Econometrics (1997)

Journal Articles

2016

  1. Quantile Regression with Clustered Data
    Journal of Econometric Methods, 2016, 5, (1), 1-15 Downloads View citations (20)
    See also Working Paper (2013)
  2. Quantiles, corners, and the extensive margin of trade
    European Economic Review, 2016, 89, (C), 73-84 Downloads

2015

  1. Testing Competing Models for Non-negative Data with Many Zeros
    Journal of Econometric Methods, 2015, 4, (1), 18 Downloads View citations (4)
    See also Working Paper (2015)
  2. Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically
    Oxford Bulletin of Economics and Statistics, 2015, 77, (1), 93-105 Downloads View citations (9)
    See also Working Paper (2009)
  3. Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries
    Oxford Bulletin of Economics and Statistics, 2015, 77, (5), 701-718 Downloads View citations (1)

2014

  1. Estimating the extensive margin of trade
    Journal of International Economics, 2014, 93, (1), 67-75 Downloads View citations (11)
    See also Working Paper (2015)

2012

  1. A cautionary note on tests of overidentifying restrictions
    Economics Letters, 2012, 115, (2), 314-317 Downloads View citations (14)
    See also Working Paper (2011)
  2. Identification issues in some double-index models for non-negative data
    Economics Letters, 2012, 117, (1), 365-367 Downloads View citations (2)
  3. On the use of robust regression in econometrics
    Economics Letters, 2012, 114, (1), 124-127 Downloads View citations (4)
    See also Working Paper (2009)
  4. Regression towards the mode
    Journal of Econometrics, 2012, 170, (1), 92-101 Downloads View citations (3)
    See also Working Paper (2010)
  5. Specification and testing of models estimated by quadrature
    Journal of Applied Econometrics, 2012, 27, (2), 322-332
    See also Working Paper (2008)

2011

  1. A Review of Micro‐Econometrics: Methods of Moments and Limited Dependent Variables (2nd Ed.) by L ee (M young‐jae )
    Econometrics Journal, 2011, 14, (2), B1-B4
  2. Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator
    Economics Letters, 2011, 112, (2), 220-222 Downloads View citations (141)
    See also Working Paper (2009)
  3. poisson: Some convergence issues
    Stata Journal, 2011, 11, (2), 215-225 Downloads View citations (30)
    See also Working Paper (2011)

2010

  1. Currency Unions in Prospect and Retrospect
    Annual Review of Economics, 2010, 2, (1), 51-74 Downloads View citations (28)
    See also Working Paper (2010)
  2. On the existence of the maximum likelihood estimates in Poisson regression
    Economics Letters, 2010, 107, (2), 310-312 Downloads View citations (61)

2009

  1. Editorial note
    Portuguese Economic Journal, 2009, 8, (1), 1-2 Downloads
  2. Estimation of default probabilities using incomplete contracts data
    Journal of Empirical Finance, 2009, 16, (3), 457-465 Downloads View citations (8)
    See also Working Paper (2000)
  3. Price Adjustment Lags: Evidence from Firm-Level Data
    Economic Bulletin and Financial Stability Report Articles, 2009 Downloads

2008

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

2007

  1. A note on measuring the importance of the uniform nonsynchronization hypothesis
    Economics Bulletin, 2007, 4, (6), 1-8 Downloads View citations (1)
  2. A note on variable addition tests for linear and log-linear models
    Economics Letters, 2007, 95, (3), 422-427 Downloads
  3. Time- or state-dependent price setting rules? Evidence from micro data
    European Economic Review, 2007, 51, (7), 1589-1613 Downloads View citations (18)

2006

  1. A NOTE ON IDENTIFICATION WITH AVERAGED DATA
    Econometric Theory, 2006, 22, (03), 537-541 Downloads View citations (2)
  2. Hedonic prices indexes for new passenger cars in Portugal (1997-2001)
    Economic Modelling, 2006, 23, (6), 890-908 Downloads View citations (8)
    Also in Economic Bulletin and Financial Stability Report Articles, 2002 (2002) Downloads View citations (1)

    See also Working Paper (2003)
  3. Simulation-based tests for heteroskedasticity in linear regression models: Some further results
    Econometrics Journal, 2006, 9, (1), 76-97 Downloads View citations (6)
  4. The Log of Gravity
    The Review of Economics and Statistics, 2006, 88, (4), 641-658 Downloads View citations (1093)
    See also Working Paper (2005)

2005

  1. Bootstrap Tests of Nonnested Hypotheses: Some Further Results
    Econometric Reviews, 2005, 23, (4), 325-340 Downloads
  2. On the Fisher-Konieczny index of price changes synchronization
    Economics Letters, 2005, 87, (2), 279-283 Downloads View citations (12)
    See also Working Paper (2004)
  3. Quantiles for Counts
    Journal of the American Statistical Association, 2005, 100, 1226-1237 Downloads View citations (43)
    See also Working Paper (2003)

2004

  1. Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2)
    Health Economics, 2004, 13, (9), 913-918 Downloads View citations (5)

2003

  1. A note on the estimation of mixture models under endogenous sampling
    Econometrics Journal, 2003, 6, (1), 46-52 Downloads View citations (5)

2002

  1. Taste Variation in Discrete Choice Models
    Review of Economic Studies, 2002, 69, (1), 147-168 Downloads View citations (41)

2001

  1. A score test for non-nested hypotheses with applications to discrete data models
    Journal of Applied Econometrics, 2001, 16, (5), 577-597 Downloads View citations (16)
    See also Working Paper (1996)
  2. Influence Diagnostics and Estimation Algorithms for Powell's SCLS
    Journal of Business & Economic Statistics, 2001, 19, (1), 55-62 View citations (5)
  3. The Chow-Lin method using dynamic models
    Economic Modelling, 2001, 18, (2), 269-280 Downloads View citations (31)
  4. Two-part multiple spell models for health care demand
    Journal of Econometrics, 2001, 104, (1), 67-89 Downloads View citations (24)
    See also Working Paper (1999)

2000

  1. A modified hurdle model for completed fertility
    Journal of Population Economics, 2000, 13, (2), 173-188 Downloads View citations (28)
  2. Glejser's test revisited
    Journal of Econometrics, 2000, 97, (1), 189-202 Downloads View citations (9)

1999

  1. Outlet substitution bias
    Economic Bulletin and Financial Stability Report Articles, 1999 Downloads

1997

  1. Endogeneity in Count Data Models: An Application to Demand for Health Care
    Journal of Applied Econometrics, 1997, 12, (3), 281-94 Downloads View citations (124)
    See also Working Paper (1996)
  2. Unobservables in count data models for on-site samples
    Economics Letters, 1997, 54, (3), 217-220 Downloads View citations (3)

1993

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

Software Items

2016

  1. AEXTLOGIT: Stata module to compute average elasticities for fixed effects logit
    Statistical Software Components, Boston College Department of Economics Downloads
  2. FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data
    Statistical Software Components, Boston College Department of Economics Downloads
  3. 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 Downloads

2015

  1. 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 Downloads
  2. PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation
    Statistical Software Components, Boston College Department of Economics Downloads
  3. QREG2: Stata module to perform quantile regression with robust and clustered standard errors
    Statistical Software Components, Boston College Department of Economics Downloads View citations (9)

2012

  1. MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions
    Statistical Software Components, Boston College Department of Economics Downloads
  2. SCLS: Stata module to perform symmetrically censored least squares
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2017-05-23