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 1 7 370 3 8 34 1,000
A NOTE ON INFLUENCE ASSESSMENT IN SCORE TESTS 0 0 2 128 3 6 15 448
A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models 0 1 2 308 2 6 22 1,352
A cautionary note on tests for overidentifying restrictions 0 0 0 8 4 5 18 53
Currency Unions in Prospect and Retrospect 0 1 3 263 1 7 38 669
Currency Unions in Prospect and Retrospect 0 1 2 103 2 3 30 281
Currency unions in prospect and retrospect 1 1 2 22 3 4 25 114
Endogeneity in count data models; an application to demand for health care 0 1 1 14 1 2 15 1,046
Estimating the Extensive Margin of Trade 0 0 1 29 1 1 23 79
Estimating the Extensive Margin of Trade 0 0 0 3 1 3 28 54
Estimating the extensive margin of trade 0 0 0 27 1 3 26 98
Estimation of Default Probabilities Using Incomplete Contracts Data 0 1 1 292 1 4 16 503
Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator 0 2 5 179 5 12 41 527
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 1 1 10 3 5 19 73
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 1 1 10 3 5 20 93
Gravity-defying trade 0 0 4 290 1 3 31 1,222
Has the euro increased trade? 0 0 5 93 1 2 20 230
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001) 0 0 1 275 1 3 18 1,017
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001) 0 0 0 32 1 2 14 151
Identification issues in models for underreported counts 0 1 6 12 2 4 23 47
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 35 2 3 12 217
Identification with averaged data and implications for hedonic regression studies 0 0 1 196 2 4 16 656
Is it different for zeros? Discriminating between models for non-negative data with many zeros 1 2 2 168 2 6 21 284
Local maxima in the estimation of the ZINB and sample selection models 0 0 2 15 1 2 20 51
Measuring the Importance of the Uniform Nonsynchronization Hypothesis 0 0 0 1 3 6 24 101
Measuring the importance of the uniform nonsynchronization hypothesis 0 0 0 31 1 4 20 430
On the Existence of the Maximum Likelihood Estimates for Poisson Regression 0 1 6 164 1 3 37 495
On the Fisher-Konieczny Index of Price Changes Synchronization 0 1 1 30 1 2 27 162
On the existence of the maximum likelihood estimates for Poisson regression 0 0 1 6 1 3 21 59
On the use of robust regression in econometrics 0 1 1 15 2 5 36 98
Parametric and semiparametric specification tests for binary choice models: a comparative simulation study 0 0 1 177 3 3 16 460
Partial effects in fixed-effects models 20 57 265 991 44 105 512 1,678
Quantile regression with clustered data 3 6 13 99 12 20 63 316
Quantile regression with clustered data 2 2 9 25 6 10 52 132
Quantile regression: Basics and recent advances 5 17 97 112 11 32 190 220
Quantiles for Counts 0 1 3 421 1 4 24 909
Quantiles for Fractions and Other Mixed Data 1 1 2 17 3 4 16 57
Quantiles for counts 0 0 1 231 2 3 24 582
Regression towards the mode 2 3 10 17 4 9 41 78
Robust covariance estimation for quantile regression 0 0 3 48 1 1 12 78
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 1 1 17 29
Testing competing models for non-negative data with many zeros 1 2 9 62 4 7 40 144
The Log of Gravity 0 3 24 1,816 7 19 111 4,494
The Log of Gravity 1 2 4 564 6 11 50 1,535
The log of gravity 1 2 5 35 4 10 58 317
Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data 0 0 0 7 1 1 10 81
Time or state dependent price setting rules? Evidence from Portuguese micro data 0 0 0 88 2 2 11 411
Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically 0 2 5 408 3 6 32 1,091
Trading Partners and Trading Volumes:Implementing the Helpman-Melitz-Rubinstein Model Empirically 0 0 0 6 2 3 22 60
Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically 0 0 0 1 1 1 17 24
Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically 0 0 2 4 1 5 25 47
Two-part multiple spell models for health care demand 0 0 1 299 3 6 20 1,886
What can we learn about correlations from multinomial probit estimates? 0 0 0 112 2 4 15 243
Why Are Some Prices Stickier Than Others? Firm-Data Evidence on Price Adjustment Lags 0 0 1 38 4 4 25 119
Why are some prices stickier than others? Firm-data evidence on price adjustment lags 0 0 0 2 2 4 12 30
Why are some prices stickier than others? Firm-data evidence on price adjustment lags 1 1 1 70 2 2 12 106
poisson: Some convergence issues 0 1 2 18 2 5 18 65
Total Working Papers 39 117 516 8,797 190 408 2,155 26,802

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 26 1 1 9 110
A Review of Micro‐Econometrics: Methods of Moments and Limited Dependent Variables (2nd Ed.) by L ee (M young‐jae ) 0 0 0 0 14 30 50 284
A cautionary note on tests of overidentifying restrictions 0 2 11 87 2 9 43 245
A modified hurdle model for completed fertility 0 0 0 190 1 1 19 759
A note on measuring the importance of the uniform nonsynchronization hypothesis 0 0 0 4 1 1 26 89
A note on the estimation of mixture models under endogenous sampling 0 0 0 35 1 1 9 191
A note on the score test for neglected heterogeneity in the truncated normal regression model 0 0 1 20 1 1 10 96
A note on variable addition tests for linear and log-linear models 0 0 1 24 1 1 10 101
A score test for non-nested hypotheses with applications to discrete data models 0 0 0 246 2 5 20 845
Bootstrap Tests of Nonnested Hypotheses: Some Further Results 0 0 0 38 1 1 9 154
Currency Unions in Prospect and Retrospect 1 1 4 124 3 4 48 359
Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2) 0 0 0 22 2 2 14 125
Dynamic Vector Mode Regression 0 1 1 1 2 4 7 7
Editorial note 0 0 0 15 1 1 7 60
Endogeneity in Count Data Models: An Application to Demand for Health Care 1 2 4 539 3 5 22 1,252
Estimating the extensive margin of trade 0 0 3 79 2 4 41 337
Estimation of default probabilities using incomplete contracts data 0 0 0 22 2 3 16 117
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 3 10 46 271 6 26 142 807
Glejser's test revisited 0 0 2 231 3 4 22 1,005
Hedonic Price Indexes for New Passenger Cars in Portugal (1997-2001) 0 1 2 10 2 4 17 85
Hedonic prices indexes for new passenger cars in Portugal (1997-2001) 0 0 1 43 2 2 18 215
Identification issues in some double-index models for non-negative data 0 0 2 22 5 19 49 138
Influence Diagnostics and Estimation Algorithms for Powell's SCLS 0 0 0 0 1 2 12 237
Microeconometrics: Editors’ introduction 0 0 0 0 1 1 8 12
On the Fisher-Konieczny index of price changes synchronization 0 0 1 48 1 1 16 187
On the existence of the maximum likelihood estimates in Poisson regression 1 5 13 68 3 7 46 222
On the use of robust regression in econometrics 1 1 6 63 2 3 35 197
Outlet substitution bias 0 0 0 13 1 8 25 270
Price Adjustment Lags: Evidence from Firm-Level Data 0 0 0 11 1 1 10 62
Quantile Regression with Clustered Data 4 10 37 153 13 33 148 527
Quantiles for Counts 1 1 2 158 3 5 19 331
Quantiles via moments 4 6 27 27 21 35 114 114
Quantiles, corners, and the extensive margin of trade 0 0 2 23 2 8 44 123
Regression towards the mode 1 1 7 42 2 3 27 135
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 1 1 72 1 2 10 286
Specification and testing of models estimated by quadrature 0 0 0 0 1 1 10 65
Taste Variation in Discrete Choice Models 0 0 2 26 4 6 21 939
Testing Competing Models for Non-negative Data with Many Zeros 2 6 17 120 7 16 56 286
The Chow-Lin method using dynamic models 1 4 11 501 2 5 38 1,174
The Log of Gravity 12 34 175 1,470 50 151 665 4,318
Time- or state-dependent price setting rules? Evidence from micro data 0 1 1 27 1 3 25 159
Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically 0 1 2 40 1 3 31 144
Two-part multiple spell models for health care demand 0 0 1 78 2 4 22 309
Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries 0 0 0 12 1 2 13 62
Unobservables in count data models for on-site samples 0 0 0 18 1 1 14 123
What can we learn about correlations from multinomial probit estimates? 0 0 0 9 1 1 13 63
poisson: Some convergence issues 2 3 6 109 4 8 33 313
Total Journal Articles 34 91 389 5,137 185 439 2,063 18,039

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 3 9 36 143 10 32 193 682
FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data 0 1 8 140 3 8 39 542
FQREG: Stata module to estimate quantile regression for non-negative data with a mass-point at zero and an upper bound 0 0 2 41 6 8 26 235
HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros 1 3 22 112 7 26 106 611
IVQREG2: Stata module to provide structural quantile function estimation 4 30 129 272 35 117 480 999
MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions 3 6 12 195 10 22 91 980
PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation 64 191 803 3,322 318 853 3,482 11,845
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 11 47 162 1,702 84 272 905 7,393
SCLS: Stata module to perform symmetrically censored least squares 0 3 14 219 6 19 103 1,004
XTQREG: Stata module to compute quantile regression with fixed effects 44 126 481 877 123 382 1,480 2,647
Total Software Items 130 416 1,669 7,023 602 1,739 6,905 26,938

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Statistics updated 2020-11-03