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 1 3 5 1,044
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 2 2 5 79
Currency Unions in Prospect and Retrospect 0 0 0 282 0 0 4 758
Currency Unions in Prospect and Retrospect 0 0 0 106 0 3 7 313
Currency unions in prospect and retrospect 0 0 0 27 0 1 3 137
Deep trade agreements: proliferation, provisions, impact 3 6 21 77 3 6 35 97
Dynamic Vector Mode Regression 0 1 1 47 1 2 2 104
Endogeneity in count data models; an application to demand for health care 0 1 3 21 0 2 7 1,069
Estimating the Extensive Margin of Trade 0 0 0 4 0 2 3 64
Estimating the Extensive Margin of Trade 0 0 0 32 0 1 2 97
Estimating the extensive margin of trade 0 1 1 31 0 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 2 2 12 622
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 0 0 12 0 0 5 99
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 1 2 16 0 1 5 116
Gravity-defying trade 0 0 0 295 1 2 16 1,262
Has the euro increased trade? 0 0 1 100 0 1 2 248
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001) 0 0 0 277 0 0 1 1,025
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001) 0 0 1 35 0 0 9 167
Identification issues in models for underreported counts 0 0 5 20 0 0 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 2 5 70
Machine Learning in International Trade Research - Evaluating the Impact of Trade Agreements 2 4 17 44 3 5 29 94
Machine Learning in International Trade Research ?- Evaluating the Impact of Trade Agreements 1 1 8 127 4 8 38 377
Machine Learning in International Trade Research: Evaluating the Impact of Trade Agreements 1 2 8 64 4 10 23 120
Machine learning in international trade research - evaluating the impact of trade agreements 1 1 5 38 1 1 7 38
Machine learning in international trade research - evaluating the impact of trade agreements 0 1 5 20 1 6 22 62
Measuring the Importance of the Uniform Nonsynchronization Hypothesis 0 0 0 1 1 2 2 112
Measuring the importance of the uniform nonsynchronization hypothesis 0 0 0 31 1 1 2 448
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 0 1 2 181 0 1 3 474
Partial effects in fixed-effects models 5 15 127 1,899 12 33 269 3,482
Quantile regression with clustered data 0 2 9 152 0 3 23 498
Quantile regression with clustered data 0 0 3 38 0 1 13 192
Quantile regression: Basics and recent advances 2 5 20 321 2 8 39 693
Quantiles for Counts 0 0 2 430 0 0 6 949
Quantiles for Fractions and Other Mixed Data 0 0 2 33 1 1 5 92
Quantiles for counts 0 0 2 236 0 0 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 1 1 3 185
The Log of Gravity 0 0 0 585 0 3 9 1,695
The Log of Gravity 0 1 2 1,852 1 5 24 4,750
The Log of Gravity At 15 1 1 31 276 3 3 102 682
The Log of Gravity at 15 1 1 1 20 1 1 4 16
The log of gravity 0 0 2 52 1 1 6 391
Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data 0 0 1 8 1 2 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 35 0 1 8 41
Trade, Gravity and Aggregation 1 1 2 11 2 2 4 40
Trade, gravity and aggregation 0 1 1 12 0 1 1 9
Trade, gravity and aggregation 0 1 2 20 0 1 4 45
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 2 0 0 2 100
Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically 0 0 0 4 1 1 2 64
Two-part multiple spell models for health care demand 0 0 1 300 1 2 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 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 18 49 300 11,097 53 140 833 32,852

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 7 123 4 8 21 346
A modified hurdle model for completed fertility 0 0 1 194 0 0 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 1 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 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 6 420
Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2) 0 0 0 22 1 1 2 130
Dynamic Vector Mode Regression 0 0 0 5 1 2 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 1 1 548 3 6 8 1,296
Estimating the extensive margin of trade 0 0 2 87 0 5 13 426
Estimation of default probabilities using incomplete contracts data 0 0 0 26 0 0 1 133
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 2 4 35 416 5 14 90 1,212
Glejser's test revisited 0 0 1 240 0 1 3 1,039
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 2 3 152
Influence Diagnostics and Estimation Algorithms for Powell's SCLS 0 0 0 0 1 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 1 210
On the existence of the maximum likelihood estimates in Poisson regression 2 2 21 180 3 6 50 486
On the use of robust regression in econometrics 0 0 0 66 1 1 4 217
Quantile Regression with Clustered Data 0 5 24 296 1 14 71 946
Quantiles for Counts 0 0 2 169 0 0 6 391
Quantiles via moments 11 26 85 360 20 53 217 968
Quantiles, corners, and the extensive margin of trade 0 1 2 33 1 3 6 211
Regression towards the mode 0 1 6 69 0 3 14 200
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 0 0 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 0 1 11 385
The Chow-Lin method using dynamic models 0 1 11 560 1 5 21 1,314
The Log of Gravity 7 23 92 2,055 32 109 443 6,564
The Log of Gravity at 15 1 2 12 19 2 7 32 53
Time- or state-dependent price setting rules? Evidence from micro data 0 0 1 29 0 0 2 177
Trade, Gravity, and Aggregation 1 1 8 8 6 13 47 47
Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically 0 1 2 45 0 1 6 212
Two-part multiple spell models for health care demand 0 1 3 91 0 2 13 344
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 0 1 10 0 0 1 71
poisson: Some convergence issues 0 0 1 117 0 0 2 347
Total Journal Articles 24 71 325 6,737 83 265 1,115 23,163
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 1 1 7 250 4 10 70 1,149
APPMLHDFE: Stata module to estimate asymmetric Poisson regression with high dimensional fixed effects 2 3 3 3 16 30 30 30
FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data 3 3 18 179 5 15 83 747
FQREG: Stata module to estimate quantile regression for non-negative data with a mass-point at zero and an upper bound 0 0 1 54 0 1 15 324
HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros 0 0 8 160 0 1 20 843
IVQREG2: Stata module to provide structural quantile function estimation 5 10 48 654 7 21 117 2,390
MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions 0 0 4 228 5 5 23 1,139
PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation 25 70 361 5,762 92 282 1,706 23,183
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 4 15 64 2,238 37 102 377 10,280
SCLS: Stata module to perform symmetrically censored least squares 0 1 7 267 0 3 30 1,216
XTQREG: Stata module to compute quantile regression with fixed effects 24 59 301 2,478 55 158 819 7,791
Total Software Items 64 162 822 12,273 221 628 3,290 49,092

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 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 2025-03-03