Details about João M.C. Santos Silva
Access statistics for papers by João M.C. Santos Silva.
Last updated 2023-06-07. Update your information in the RePEc Author Service.
Short-id: psa51
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Working Papers
2023
- Deep trade agreements: proliferation, provisions, impact
CentrePiece - The magazine for economic performance, Centre for Economic Performance, LSE 
2022
- Machine Learning in International Trade Research - Evaluating the Impact of Trade Agreements
CEPR Discussion Papers, C.E.P.R. Discussion Papers
Also in School of Economics Discussion Papers, School of Economics, University of Surrey (2021) View citations (3)
CEP Discussion Papers, Centre for Economic Performance, LSE (2021) View citations (3)
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2021) View citations (3)
Policy Research Working Paper Series, The World Bank (2021) View citations (2)
- The Log of Gravity at 15
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (1)
Also in School of Economics Discussion Papers, School of Economics, University of Surrey (2021) View citations (1)
See also Journal Article in Portuguese Economic Journal (2022)
2021
- Trade, Gravity and Aggregation
CEPR Discussion Papers, C.E.P.R. Discussion Papers
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2021)
CEP Discussion Papers, Centre for Economic Performance, LSE (2021)
School of Economics Discussion Papers, School of Economics, University of Surrey (2021) View citations (1)
2019
- Quantile regression: Basics and recent advances
London Stata Conference 2019, Stata Users Group View citations (1)
2017
- Local maxima in the estimation of the ZINB and sample selection models
United Kingdom Stata Users' Group Meetings 2017, Stata Users Group View citations (2)
2016
- Partial effects in fixed-effects models
United Kingdom Stata Users' Group Meetings 2016, Stata Users Group View citations (9)
2015
- Dynamic Vector Mode Regression
Economics Discussion Papers, University of Essex, Department of Economics View citations (1)
See also Journal Article in Journal of Business & Economic Statistics (2020)
- Estimating the Extensive Margin of Trade
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014) View citations (43)
Economics Discussion Papers, University of Essex, Department of Economics (2012) View citations (2)
See also Journal Article in Journal of International Economics (2014)
- Robust covariance estimation for quantile regression
United Kingdom Stata Users' Group Meetings 2015, Stata Users Group
- 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 View citations (25)
See also Journal Article in Journal of Econometric Methods (2015)
2013
- Quantile regression with clustered data
Discussion Papers, University of Exeter, Department of Economics View citations (13)
Also in Economics Discussion Papers, University of Essex, Department of Economics (2013) View citations (14)
See also Journal Article in Journal of Econometric Methods (2016)
- Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (5)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009) View citations (37)
CEP Discussion Papers, Centre for Economic Performance, LSE (2009) View citations (36)
Economics Discussion Papers, University of Essex, Department of Economics (2008) View citations (9)
See also Journal Article in Oxford Bulletin of Economics and Statistics (2015)
2011
- A Cautionary Note on Tests for Overidentifying Restrictions
Discussion Papers, University of Exeter, Department of Economics View citations (1)
Also in Economics Discussion Papers, University of Essex, Department of Economics (2011) View citations (1)
See also Journal Article in Economics Letters (2012)
- Why Are Some Prices Stickier Than Others? Firm-Data Evidence on Price Adjustment Lags
Working Papers, Banco de Portugal, Economics and Research Department View citations (3)
Also in EcoMod2010, EcoMod (2010)
Working Paper Series, European Central Bank (2011) View citations (3)
- poisson: Some convergence issues
Economics Discussion Papers, University of Essex, Department of Economics View citations (59)
See also Journal Article in Stata Journal (2011)
2010
- Currency Unions in Prospect and Retrospect
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (114)
Also in CEP Discussion Papers, Centre for Economic Performance, LSE (2010) View citations (112)
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2010) View citations (108)
See also Journal Article in Annual Review of Economics (2010)
- Has the euro increased trade?
CentrePiece - The magazine for economic performance, Centre for Economic Performance, LSE View citations (2)
- 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 View citations (14)
- Regression towards the mode
Economics Discussion Papers, University of Essex, Department of Economics View citations (3)
See also Journal Article in Journal of Econometrics (2012)
2009
- Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator
CEP Discussion Papers, Centre for Economic Performance, LSE View citations (23)
Also in Economics Discussion Papers, University of Essex, Department of Economics (2009) View citations (20)
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009) View citations (17)
See also Journal Article in Economics Letters (2011)
- On the Existence of the Maximum Likelihood Estimates for Poisson Regression
CEP Discussion Papers, Centre for Economic Performance, LSE View citations (8)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009) View citations (5)
- On the use of robust regression in econometrics
Economics Discussion Papers, University of Essex, Department of Economics View citations (6)
See also Journal Article in Economics Letters (2012)
2008
- Identification issues in models for underreported counts
Economics Discussion Papers, University of Essex, Department of Economics View citations (6)
- Quantiles for Fractions and Other Mixed Data
Economics Discussion Papers, University of Essex, Department of Economics View citations (7)
- Specification and Testing of Models Estimated by Quadrature
Economics Discussion Papers, University of Essex, Department of Economics
See also Journal Article in Journal of Applied Econometrics (2012)
2006
- Measuring the Importance of the Uniform Nonsynchronization Hypothesis
Working Papers, Banco de Portugal, Economics and Research Department View citations (9)
Also in Working Paper Series, European Central Bank (2006) View citations (10)
- What can we learn about correlations from multinomial probit estimates?
Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (1)
See also Journal Article in Economics Bulletin (2008)
2005
- A NOTE ON INFLUENCE ASSESSMENT IN SCORE TESTS
Econometrics, University Library of Munich, Germany
- Parametric and semiparametric specification tests for binary choice models: a comparative simulation study
Econometrics, University Library of Munich, Germany View citations (1)
- The Log of Gravity
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (110)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) View citations (23)
CEP Discussion Papers, Centre for Economic Performance, LSE (2005) View citations (32)
See also Journal Article in The Review of Economics and Statistics (2006)
- Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data
Working Papers, Banco de Portugal, Economics and Research Department View citations (23)
Also in Working Paper Series, European Central Bank (2005) View citations (41)
2004
- On the Fisher-Konieczny Index of Price Changes Synchronization
Working Papers, Banco de Portugal, Economics and Research Department View citations (4)
See also Journal Article in Economics Letters (2005)
2003
- 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, University Library of Munich, Germany View citations (4)
Also in Working Papers, Banco de Portugal, Economics and Research Department (2002) View citations (3)
See also Journal Article in Economic Modelling (2006)
- Identification with averaged data and implications for hedonic regression studies
Econometrics, University Library of Munich, Germany
Also in Working Papers, Banco de Portugal, Economics and Research Department (2001)
- Quantiles for Counts
Econometrics, University Library of Munich, Germany View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) View citations (8)
See also Journal Article in Journal of the American Statistical Association (2005)
2000
- Estimation of Default Probabilities Using Incomplete Contracts Data
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (4)
See also Journal Article in Journal of Empirical Finance (2009)
1999
- Two-part multiple spell models for health care demand
IFS Working Papers, Institute for Fiscal Studies View citations (6)
See also Journal Article in Journal of Econometrics (2001)
1996
- A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models
Discussion Papers, University College London, Department of Economics View citations (3)
See also Journal Article in Journal of Applied Econometrics (2001)
- Endogeneity in count data models; an application to demand for health care
IFS Working Papers, Institute for Fiscal Studies View citations (13)
See also Journal Article in Journal of Applied Econometrics (1997)
Journal Articles
2022
- The Log of Gravity at 15
Portuguese Economic Journal, 2022, 21, (3), 423-437 View citations (3)
See also Working Paper (2022)
2020
- Dynamic Vector Mode Regression
Journal of Business & Economic Statistics, 2020, 38, (3), 647-661 View citations (4)
See also Working Paper (2015)
2019
- Quantiles via moments
Journal of Econometrics, 2019, 213, (1), 145-173 View citations (194)
2016
- Quantile Regression with Clustered Data
Journal of Econometric Methods, 2016, 5, (1), 1-15 View citations (126)
See also Working Paper (2013)
- Quantiles, corners, and the extensive margin of trade
European Economic Review, 2016, 89, (C), 73-84 View citations (7)
2015
- Testing Competing Models for Non-negative Data with Many Zeros
Journal of Econometric Methods, 2015, 4, (1), 18 View citations (29)
See also Working Paper (2015)
- Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically
Oxford Bulletin of Economics and Statistics, 2015, 77, (1), 93-105 View citations (50)
See also Working Paper (2013)
- Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries
Oxford Bulletin of Economics and Statistics, 2015, 77, (5), 701-718 View citations (6)
2014
- Estimating the extensive margin of trade
Journal of International Economics, 2014, 93, (1), 67-75 View citations (44)
See also Working Paper (2015)
2012
- A cautionary note on tests of overidentifying restrictions
Economics Letters, 2012, 115, (2), 314-317 View citations (56)
See also Working Paper (2011)
- Identification issues in some double-index models for non-negative data
Economics Letters, 2012, 117, (1), 365-367 View citations (2)
- On the use of robust regression in econometrics
Economics Letters, 2012, 114, (1), 124-127 View citations (7)
See also Working Paper (2009)
- Regression towards the mode
Journal of Econometrics, 2012, 170, (1), 92-101 View citations (17)
See also Working Paper (2010)
- Specification and testing of models estimated by quadrature
Journal of Applied Econometrics, 2012, 27, (2), 322-332 View citations (3)
See also Working Paper (2008)
2011
- 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
- Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator
Economics Letters, 2011, 112, (2), 220-222 View citations (490)
See also Working Paper (2009)
- poisson: Some convergence issues
Stata Journal, 2011, 11, (2), 215-225 View citations (58)
See also Working Paper (2011)
2010
- Currency Unions in Prospect and Retrospect
Annual Review of Economics, 2010, 2, (1), 51-74 View citations (112)
See also Working Paper (2010)
- On the existence of the maximum likelihood estimates in Poisson regression
Economics Letters, 2010, 107, (2), 310-312 View citations (170)
2009
- Editorial note
Portuguese Economic Journal, 2009, 8, (1), 1-2
- Estimation of default probabilities using incomplete contracts data
Journal of Empirical Finance, 2009, 16, (3), 457-465 View citations (11)
See also Working Paper (2000)
- Price Adjustment Lags: Evidence from Firm-Level Data
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2009 View citations (1)
2008
- What can we learn about correlations from multinomial probit estimates?
Economics Bulletin, 2008, 3, (28), 1-9 View citations (2)
See also Working Paper (2006)
2007
- A note on measuring the importance of the uniform nonsynchronization hypothesis
Economics Bulletin, 2007, 4, (6), 1-8 View citations (1)
- A note on variable addition tests for linear and log-linear models
Economics Letters, 2007, 95, (3), 422-427
- Time- or state-dependent price setting rules? Evidence from micro data
European Economic Review, 2007, 51, (7), 1589-1613 View citations (24)
2006
- A NOTE ON IDENTIFICATION WITH AVERAGED DATA
Econometric Theory, 2006, 22, (3), 537-541 View citations (3)
- Hedonic prices indexes for new passenger cars in Portugal (1997-2001)
Economic Modelling, 2006, 23, (6), 890-908 View citations (18)
Also in Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2002 (2002) View citations (3)
See also Working Paper (2003)
- Simulation-based tests for heteroskedasticity in linear regression models: Some further results
Econometrics Journal, 2006, 9, (1), 76-97 View citations (8)
- The Log of Gravity
The Review of Economics and Statistics, 2006, 88, (4), 641-658 View citations (2382)
See also Working Paper (2005)
2005
- Bootstrap Tests of Nonnested Hypotheses: Some Further Results
Econometric Reviews, 2005, 23, (4), 325-340
- On the Fisher-Konieczny index of price changes synchronization
Economics Letters, 2005, 87, (2), 279-283 View citations (16)
See also Working Paper (2004)
- Quantiles for Counts
Journal of the American Statistical Association, 2005, 100, 1226-1237 View citations (103)
See also Working Paper (2003)
2004
- Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2)
Health Economics, 2004, 13, (9), 913-918 View citations (14)
2003
- A note on the estimation of mixture models under endogenous sampling
Econometrics Journal, 2003, 6, (1), 46-52 View citations (8)
2002
- Microeconometrics: Editors’ introduction
Portuguese Economic Journal, 2002, 1, (2), 89-90 View citations (5)
- Taste Variation in Discrete Choice Models
Review of Economic Studies, 2002, 69, (1), 147-168 View citations (61)
2001
- A score test for non-nested hypotheses with applications to discrete data models
Journal of Applied Econometrics, 2001, 16, (5), 577-597 View citations (27)
See also Working Paper (1996)
- Influence Diagnostics and Estimation Algorithms for Powell's SCLS
Journal of Business & Economic Statistics, 2001, 19, (1), 55-62 View citations (6)
- The Chow-Lin method using dynamic models
Economic Modelling, 2001, 18, (2), 269-280 View citations (55)
- Two-part multiple spell models for health care demand
Journal of Econometrics, 2001, 104, (1), 67-89 View citations (27)
See also Working Paper (1999)
2000
- A modified hurdle model for completed fertility
Journal of Population Economics, 2000, 13, (2), 173-188 View citations (30)
- Glejser's test revisited
Journal of Econometrics, 2000, 97, (1), 189-202 View citations (21)
1999
- Outlet substitution bias
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 1999 View citations (1)
1997
- Endogeneity in Count Data Models: An Application to Demand for Health Care
Journal of Applied Econometrics, 1997, 12, (3), 281-94 View citations (209)
See also Working Paper (1996)
- Unobservables in count data models for on-site samples
Economics Letters, 1997, 54, (3), 217-220 View citations (4)
1993
- A note on the score test for neglected heterogeneity in the truncated normal regression model
Economics Letters, 1993, 43, (1), 11-14
Software Items
2023
- IVQREG2: Stata module to provide structural quantile function estimation
Statistical Software Components, Boston College Department of Economics
2021
- QREG2: Stata module to perform quantile regression with robust and clustered standard errors
Statistical Software Components, Boston College Department of Economics View citations (15)
- XTQREG: Stata module to compute quantile regression with fixed effects
Statistical Software Components, Boston College Department of Economics
2020
- AEXTLOGIT: Stata module to compute average elasticities for fixed effects logit
Statistical Software Components, Boston College Department of Economics
2016
- FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data
Statistical Software Components, Boston College Department of Economics
- 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
2015
- 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
- PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation
Statistical Software Components, Boston College Department of Economics
2012
- MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions
Statistical Software Components, Boston College Department of Economics
- SCLS: Stata module to perform symmetrically censored least squares
Statistical Software Components, Boston College Department of Economics
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