Access Statistics for João M.C. Santos Silva

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cautionary Note on Tests for Overidentifying Restrictions 0 0 0 386 0 2 6 1,045
A NOTE ON INFLUENCE ASSESSMENT IN SCORE TESTS 0 0 1 131 0 0 1 454
A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models 0 0 1 312 0 0 2 1,380
A cautionary note on tests for overidentifying restrictions 0 0 1 19 0 2 4 79
Currency Unions in Prospect and Retrospect 0 0 0 282 0 0 2 758
Currency Unions in Prospect and Retrospect 0 0 0 106 1 1 7 314
Currency unions in prospect and retrospect 0 0 0 27 0 1 4 138
Deep trade agreements: proliferation, provisions, impact 1 4 16 78 1 5 29 99
Dynamic Vector Mode Regression 0 0 1 47 0 1 2 104
Endogeneity in count data models; an application to demand for health care 0 2 5 23 4 6 13 1,075
Estimating the Extensive Margin of Trade 0 0 0 32 1 1 2 98
Estimating the Extensive Margin of Trade 0 0 0 4 0 0 2 64
Estimating the extensive margin of trade 0 0 1 31 0 0 2 118
Estimation of Default Probabilities Using Incomplete Contracts Data 0 0 0 293 0 0 0 520
Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator 0 0 0 200 0 2 9 622
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 0 2 16 0 0 5 116
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 0 0 12 0 0 5 99
Gravity-defying trade 0 0 0 295 1 2 12 1,263
Has the euro increased trade? 0 0 0 100 0 0 1 248
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001) 0 0 0 277 0 1 2 1,026
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001) 0 0 0 35 0 0 3 167
Identification issues in models for underreported counts 0 0 4 20 3 4 10 74
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 0 0 6 229
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 0 0 1 663
Is it different for zeros? Discriminating between models for non-negative data with many zeros 0 0 0 171 0 0 1 303
Local maxima in the estimation of the ZINB and sample selection models 0 0 1 19 0 1 4 70
Machine Learning in International Trade Research - Evaluating the Impact of Trade Agreements 0 2 12 44 0 3 19 94
Machine Learning in International Trade Research ?- Evaluating the Impact of Trade Agreements 0 3 9 129 2 11 38 384
Machine Learning in International Trade Research: Evaluating the Impact of Trade Agreements 0 1 6 64 1 6 23 122
Machine learning in international trade research - evaluating the impact of trade agreements 0 1 6 21 1 3 22 64
Machine learning in international trade research - evaluating the impact of trade agreements 0 1 5 38 1 2 8 39
Measuring the Importance of the Uniform Nonsynchronization Hypothesis 0 0 0 1 0 1 2 112
Measuring the importance of the uniform nonsynchronization hypothesis 0 0 0 31 0 1 2 448
On the Existence of the Maximum Likelihood Estimates for Poisson Regression 0 0 0 179 0 1 3 533
On the Fisher-Konieczny Index of Price Changes Synchronization 0 0 1 36 0 0 1 182
On the existence of the maximum likelihood estimates for Poisson regression 0 0 0 8 0 0 2 67
On the use of robust regression in econometrics 0 0 1 18 0 0 3 147
Parametric and semiparametric specification tests for binary choice models: a comparative simulation study 0 0 2 181 0 0 3 474
Partial effects in fixed-effects models 9 22 107 1,916 12 36 218 3,506
Quantile regression with clustered data 1 1 4 39 1 1 13 193
Quantile regression with clustered data 1 1 7 153 3 5 21 503
Quantile regression: Basics and recent advances 0 2 16 321 1 3 30 694
Quantiles for Counts 0 0 2 430 0 1 7 950
Quantiles for Fractions and Other Mixed Data 0 0 2 33 0 1 4 92
Quantiles for counts 0 0 2 236 0 0 4 602
Regression towards the mode 0 0 1 45 0 0 1 139
Robust covariance estimation for quantile regression 0 0 0 50 0 0 1 89
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 0 0 2 36
Testing competing models for non-negative data with many zeros 0 0 0 67 0 2 4 186
The Log of Gravity 0 0 2 1,852 2 3 20 4,752
The Log of Gravity 1 1 1 586 3 4 11 1,699
The Log of Gravity At 15 0 1 20 276 5 15 86 694
The Log of Gravity at 15 0 1 1 20 0 1 3 16
The log of gravity 0 0 1 52 0 1 4 391
Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data 0 0 1 8 0 1 3 90
Time or state dependent price setting rules? Evidence from Portuguese micro data 0 0 0 88 0 0 2 422
Trade, Gravity and Aggregation 0 1 2 11 0 2 4 40
Trade, Gravity and Aggregation 0 0 2 35 0 0 8 41
Trade, gravity and aggregation 0 0 1 12 0 0 1 9
Trade, gravity and aggregation 1 1 3 21 1 1 4 46
Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically 0 0 0 413 0 0 1 1,184
Trading Partners and Trading Volumes:Implementing the Helpman-Melitz-Rubinstein Model Empirically 0 0 0 9 0 0 0 77
Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically 0 0 0 4 0 1 1 64
Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically 0 0 0 2 1 1 2 101
Two-part multiple spell models for health care demand 0 0 1 300 0 1 3 1,914
What can we learn about correlations from multinomial probit estimates? 0 0 0 112 0 0 0 247
Why Are Some Prices Stickier Than Others? Firm-Data Evidence on Price Adjustment Lags 0 0 0 40 0 0 1 134
Why are some prices stickier than others? Firm-data evidence on price adjustment lags 0 0 0 70 0 1 1 118
Why are some prices stickier than others? Firm-data evidence on price adjustment lags 0 0 0 2 0 0 0 34
poisson: Some convergence issues 0 0 0 21 0 0 1 82
Total Working Papers 14 45 251 11,124 45 138 722 32,937

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON IDENTIFICATION WITH AVERAGED DATA 0 0 0 28 0 0 0 119
A Review of Micro‐Econometrics: Methods of Moments and Limited Dependent Variables (2nd Ed.) by L ee (M young‐jae ) 0 0 0 0 0 0 0 305
A cautionary note on tests of overidentifying restrictions 1 1 8 124 3 7 22 349
A modified hurdle model for completed fertility 1 1 2 195 1 1 3 778
A note on measuring the importance of the uniform nonsynchronization hypothesis 0 0 0 6 0 0 0 99
A note on the estimation of mixture models under endogenous sampling 0 0 0 35 2 2 2 194
A note on the score test for neglected heterogeneity in the truncated normal regression model 0 0 0 20 0 1 1 98
A note on variable addition tests for linear and log-linear models 0 0 0 26 0 0 1 107
A score test for non-nested hypotheses with applications to discrete data models 0 0 0 248 0 1 3 876
Bootstrap Tests of Nonnested Hypotheses: Some Further Results 0 0 0 38 0 0 0 157
Currency Unions in Prospect and Retrospect 0 0 2 139 0 1 5 421
Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2) 1 1 1 23 1 2 3 131
Dynamic Vector Mode Regression 0 0 0 5 0 1 3 32
Editorial note 0 0 0 15 0 0 0 60
Endogeneity in Count Data Models: An Application to Demand for Health Care 0 0 1 548 1 4 9 1,297
Estimating the extensive margin of trade 0 0 0 87 0 0 8 426
Estimation of default probabilities using incomplete contracts data 0 0 0 26 1 1 2 134
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 3 31 417 4 13 80 1,220
Glejser's test revisited 0 0 1 240 0 0 3 1,039
Hedonic Price Indexes for New Passenger Cars in Portugal (1997-2001) 0 0 0 0 0 1 1 1
Hedonic prices indexes for new passenger cars in Portugal (1997-2001) 0 0 0 47 0 0 2 243
Identification issues in some double-index models for non-negative data 0 0 0 27 0 0 3 152
Influence Diagnostics and Estimation Algorithms for Powell's SCLS 0 0 0 0 0 1 1 240
Microeconometrics: Editors’ introduction 0 0 0 1 0 0 0 15
On the Fisher-Konieczny index of price changes synchronization 0 0 0 51 0 1 2 211
On the existence of the maximum likelihood estimates in Poisson regression 0 2 19 180 0 4 41 487
On the use of robust regression in econometrics 0 0 0 66 0 1 2 217
Quantile Regression with Clustered Data 2 2 21 298 5 11 69 956
Quantiles for Counts 0 0 2 169 0 0 6 391
Quantiles via moments 3 21 73 370 9 43 195 991
Quantiles, corners, and the extensive margin of trade 0 0 1 33 0 1 4 211
Regression towards the mode 1 3 8 72 1 4 13 204
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 0 0 3 296
Specification and testing of models estimated by quadrature 0 0 0 0 0 0 1 72
Taste Variation in Discrete Choice Models 0 0 0 32 1 1 2 975
Testing Competing Models for Non-negative Data with Many Zeros 0 0 4 146 0 0 8 385
The Chow-Lin method using dynamic models 1 1 10 561 1 2 18 1,315
The Log of Gravity 18 31 105 2,079 61 119 469 6,651
The Log of Gravity at 15 0 1 10 19 1 3 25 54
Time- or state-dependent price setting rules? Evidence from micro data 0 0 1 29 0 1 3 178
Trade, Gravity, and Aggregation 1 3 10 10 3 12 53 53
Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically 0 0 2 45 0 0 4 212
Two-part multiple spell models for health care demand 0 2 5 93 0 2 14 346
Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries 0 1 1 19 0 1 3 83
Unobservables in count data models for on-site samples 0 0 0 18 0 0 0 123
What can we learn about correlations from multinomial probit estimates? 0 0 1 10 0 0 1 71
poisson: Some convergence issues 0 0 1 117 0 1 3 348
Total Journal Articles 29 73 320 6,786 95 243 1,091 23,323
4 registered items for which data could not be found

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AEXTLOGIT: Stata module to compute average elasticities for fixed effects logit 2 6 11 255 7 20 75 1,165
APPMLHDFE: Stata module to estimate asymmetric Poisson regression with high dimensional fixed effects 0 2 3 3 4 25 39 39
FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data 0 4 15 180 5 13 80 755
FQREG: Stata module to estimate quantile regression for non-negative data with a mass-point at zero and an upper bound 0 0 0 54 3 5 15 329
HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros 0 0 7 160 7 9 25 852
IVQREG2: Stata module to provide structural quantile function estimation 1 7 41 656 5 19 103 2,402
MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions 0 3 6 231 0 10 27 1,144
PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation 16 60 327 5,797 94 284 1,542 23,375
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 4 16 62 2,250 27 91 343 10,334
SCLS: Stata module to perform symmetrically censored least squares 0 0 4 267 0 0 21 1,216
XTQREG: Stata module to compute quantile regression with fixed effects 17 60 264 2,514 50 160 706 7,896
Total Software Items 40 158 740 12,367 202 636 2,976 49,507

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12