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 4 1,043
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 2 19 0 0 3 77
Currency Unions in Prospect and Retrospect 0 0 0 106 2 3 7 313
Currency Unions in Prospect and Retrospect 0 0 0 282 0 0 6 758
Currency unions in prospect and retrospect 0 0 0 27 1 1 3 137
Deep trade agreements: proliferation, provisions, impact 1 3 19 74 1 4 33 94
Dynamic Vector Mode Regression 1 1 2 47 1 1 2 103
Endogeneity in count data models; an application to demand for health care 0 1 3 21 0 4 7 1,069
Estimating the Extensive Margin of Trade 0 0 0 32 0 1 2 97
Estimating the Extensive Margin of Trade 0 0 0 4 0 2 3 64
Estimating the extensive margin of trade 1 1 1 31 1 1 3 118
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 2 200 0 0 13 620
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 0 1 12 0 0 6 99
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 1 2 16 0 1 6 116
Gravity-defying trade 0 0 0 295 0 1 15 1,261
Has the euro increased trade? 0 0 1 100 1 1 2 248
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001) 0 0 0 277 0 1 1 1,025
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001) 0 0 1 35 0 1 9 167
Identification issues in models for underreported counts 0 1 5 20 0 1 8 70
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 1 1 663
Is it different for zeros? Discriminating between models for non-negative data with many zeros 0 0 0 171 0 1 1 303
Local maxima in the estimation of the ZINB and sample selection models 0 0 1 19 1 1 4 69
Machine Learning in International Trade Research - Evaluating the Impact of Trade Agreements 1 3 15 42 1 3 28 91
Machine Learning in International Trade Research ?- Evaluating the Impact of Trade Agreements 0 1 7 126 3 5 40 373
Machine Learning in International Trade Research: Evaluating the Impact of Trade Agreements 1 2 7 63 2 7 21 116
Machine learning in international trade research - evaluating the impact of trade agreements 0 0 4 37 0 0 6 37
Machine learning in international trade research - evaluating the impact of trade agreements 0 1 5 20 4 6 21 61
Measuring the Importance of the Uniform Nonsynchronization Hypothesis 0 0 0 1 1 1 1 111
Measuring the importance of the uniform nonsynchronization hypothesis 0 0 0 31 0 0 1 447
On the Existence of the Maximum Likelihood Estimates for Poisson Regression 0 0 0 179 0 0 2 532
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 1 2 67
On the use of robust regression in econometrics 0 0 1 18 0 1 4 147
Parametric and semiparametric specification tests for binary choice models: a comparative simulation study 1 1 2 181 1 1 3 474
Partial effects in fixed-effects models 6 22 138 1,894 14 42 286 3,470
Quantile regression with clustered data 0 1 4 38 1 2 14 192
Quantile regression with clustered data 1 2 9 152 2 5 23 498
Quantile regression: Basics and recent advances 2 5 21 319 3 9 43 691
Quantiles for Counts 0 1 2 430 0 2 6 949
Quantiles for Fractions and Other Mixed Data 0 0 5 33 0 0 7 91
Quantiles for counts 0 1 2 236 0 1 4 602
Regression towards the mode 0 0 1 45 0 0 2 139
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 1 3 36
Testing competing models for non-negative data with many zeros 0 0 0 67 0 0 2 184
The Log of Gravity 1 2 2 1,852 2 5 26 4,749
The Log of Gravity 0 0 0 585 2 3 9 1,695
The Log of Gravity At 15 0 0 38 275 0 8 111 679
The Log of Gravity at 15 0 0 0 19 0 0 3 15
The log of gravity 0 0 2 52 0 0 5 390
Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data 0 0 1 8 1 1 2 89
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 0 1 10 0 0 3 38
Trade, Gravity and Aggregation 0 1 2 35 0 1 9 41
Trade, gravity and aggregation 1 1 2 20 1 1 4 45
Trade, gravity and aggregation 0 1 1 12 0 1 1 9
Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically 0 0 0 413 0 0 2 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 0 1 63
Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically 0 0 0 2 0 0 2 100
Two-part multiple spell models for health care demand 0 0 1 300 0 1 2 1,913
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 2 134
Why are some prices stickier than others? Firm-data evidence on price adjustment lags 0 0 0 70 0 0 1 117
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 17 53 316 11,079 46 136 855 32,799

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 0 2 8 123 0 4 19 342
A modified hurdle model for completed fertility 0 0 1 194 0 1 3 777
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 0 0 0 192
A note on the score test for neglected heterogeneity in the truncated normal regression model 0 0 0 20 0 0 0 97
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 1 2 2 875
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 0 7 420
Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2) 0 0 0 22 0 0 1 129
Dynamic Vector Mode Regression 0 0 0 5 1 1 2 31
Editorial note 0 0 0 15 0 0 0 60
Endogeneity in Count Data Models: An Application to Demand for Health Care 0 1 1 548 2 3 5 1,293
Estimating the extensive margin of trade 0 0 2 87 1 5 13 426
Estimation of default probabilities using incomplete contracts data 0 0 0 26 0 1 1 133
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 2 5 35 414 7 17 89 1,207
Glejser's test revisited 0 0 1 240 1 1 3 1,039
Hedonic Price Indexes for New Passenger Cars in Portugal (1997-2001) 0 0 1 13 0 0 1 104
Hedonic prices indexes for new passenger cars in Portugal (1997-2001) 0 0 0 47 0 2 2 243
Identification issues in some double-index models for non-negative data 0 0 0 27 0 3 3 152
Influence Diagnostics and Estimation Algorithms for Powell's SCLS 0 0 0 0 0 0 0 239
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 1 210
On the existence of the maximum likelihood estimates in Poisson regression 0 1 21 178 0 6 53 483
On the use of robust regression in econometrics 0 0 0 66 0 1 3 216
Outlet substitution bias 0 0 0 13 0 0 0 301
Price Adjustment Lags: Evidence from Firm-Level Data 0 0 0 11 0 0 0 71
Quantile Regression with Clustered Data 5 7 28 296 7 24 75 945
Quantiles for Counts 0 1 2 169 0 1 6 391
Quantiles via moments 9 22 87 349 17 52 222 948
Quantiles, corners, and the extensive margin of trade 1 1 2 33 1 2 5 210
Regression towards the mode 0 2 6 69 2 5 14 200
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 0 1 4 296
Specification and testing of models estimated by quadrature 0 0 0 0 0 1 1 72
Taste Variation in Discrete Choice Models 0 0 0 32 0 0 1 974
Testing Competing Models for Non-negative Data with Many Zeros 0 0 5 146 1 1 12 385
The Chow-Lin method using dynamic models 1 3 13 560 2 7 22 1,313
The Log of Gravity 6 29 94 2,048 44 130 461 6,532
The Log of Gravity at 15 0 1 11 18 4 6 33 51
Time- or state-dependent price setting rules? Evidence from micro data 0 0 1 29 0 0 2 177
Trade, Gravity, and Aggregation 0 0 7 7 6 11 41 41
Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically 1 1 2 45 1 3 7 212
Two-part multiple spell models for health care demand 1 1 5 91 2 3 15 344
Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries 0 0 0 18 0 0 2 82
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 1 1 10 0 1 1 71
poisson: Some convergence issues 0 0 1 117 0 0 2 347
Total Journal Articles 26 78 337 6,750 100 296 1,135 23,556
1 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 0 0 7 249 3 13 69 1,145
APPMLHDFE: Stata module to estimate asymmetric Poisson regression with high dimensional fixed effects 1 1 1 1 14 14 14 14
FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data 0 1 15 176 3 15 79 742
FQREG: Stata module to estimate quantile regression for non-negative data with a mass-point at zero and an upper bound 0 0 2 54 0 2 17 324
HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros 0 0 8 160 1 5 20 843
IVQREG2: Stata module to provide structural quantile function estimation 2 9 47 649 6 20 118 2,383
MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions 0 0 4 228 0 0 18 1,134
PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation 27 76 377 5,737 106 326 1,777 23,091
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 7 14 66 2,234 32 93 369 10,243
SCLS: Stata module to perform symmetrically censored least squares 1 2 8 267 2 6 36 1,216
XTQREG: Stata module to compute quantile regression with fixed effects 23 60 299 2,454 53 168 835 7,736
Total Software Items 61 163 834 12,209 220 662 3,352 48,871

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Statistics updated 2025-02-05