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 4 10 362 1 9 29 963
A NOTE ON INFLUENCE ASSESSMENT IN SCORE TESTS 2 2 6 124 2 4 13 430
A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models 0 0 0 305 0 0 0 1,328
A cautionary note on tests for overidentifying restrictions 1 1 4 8 2 3 10 35
Currency Unions in Prospect and Retrospect 0 0 3 101 4 6 16 249
Currency Unions in Prospect and Retrospect 0 1 4 260 5 8 20 627
Currency unions in prospect and retrospect 0 0 0 20 3 4 12 87
Endogeneity in count data models; an application to demand for health care 0 0 3 13 0 1 10 1,029
Estimating the Extensive Margin of Trade 1 1 1 28 2 5 7 55
Estimating the Extensive Margin of Trade 0 0 0 2 1 3 7 22
Estimating the extensive margin of trade 0 0 0 26 1 3 9 70
Estimation of Default Probabilities Using Incomplete Contracts Data 0 0 0 291 0 0 0 487
Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator 0 1 10 172 0 3 30 481
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 0 5 9 0 4 15 54
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 0 2 9 2 2 12 72
Gravity-defying trade 0 0 1 286 1 4 8 1,191
Has the euro increased trade? 0 0 9 86 0 1 12 206
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001) 0 0 0 274 0 1 10 998
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001) 0 0 0 32 0 2 6 136
Identification issues in models for underreported counts 0 0 0 6 0 0 4 24
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 1 35 0 0 4 205
Identification with averaged data and implications for hedonic regression studies 0 0 0 194 0 1 5 639
Is it different for zeros? Discriminating between models for non-negative data with many zeros 0 0 3 166 0 1 6 261
Local maxima in the estimation of the ZINB and sample selection models 0 1 3 12 1 3 13 30
Measuring the Importance of the Uniform Nonsynchronization Hypothesis 0 0 0 1 1 2 4 76
Measuring the importance of the uniform nonsynchronization hypothesis 0 0 0 31 1 2 5 410
On the Existence of the Maximum Likelihood Estimates for Poisson Regression 0 1 10 157 2 6 26 456
On the Fisher-Konieczny Index of Price Changes Synchronization 1 1 1 29 2 6 6 134
On the existence of the maximum likelihood estimates for Poisson regression 0 0 1 5 1 1 6 37
On the use of robust regression in econometrics 1 2 5 14 1 9 30 59
Parametric and semiparametric specification tests for binary choice models: a comparative simulation study 0 0 2 176 0 0 4 444
Partial effects in fixed-effects models 24 59 309 696 45 119 519 1,112
Quantile regression with clustered data 0 1 6 16 1 4 25 79
Quantile regression with clustered data 3 7 12 84 4 13 40 250
Quantiles for Counts 0 0 1 417 2 3 18 884
Quantiles for Fractions and Other Mixed Data 0 1 4 14 0 1 7 39
Quantiles for counts 1 1 2 228 2 2 5 554
Regression towards the mode 0 0 3 7 0 2 15 37
Robust covariance estimation for quantile regression 1 3 8 45 1 6 15 65
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 2 2 3 12
Testing competing models for non-negative data with many zeros 0 0 2 53 1 2 10 103
The Log of Gravity 0 1 5 560 5 10 44 1,483
The Log of Gravity 0 7 17 1,789 6 30 94 4,380
The log of gravity 0 0 1 30 1 11 31 257
Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data 1 1 1 7 1 4 4 71
Time or state dependent price setting rules? Evidence from Portuguese micro data 1 1 1 88 2 4 7 400
Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically 0 0 1 403 2 2 9 1,057
Trading Partners and Trading Volumes:Implementing the Helpman-Melitz-Rubinstein Model Empirically 0 0 1 6 3 3 11 37
Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically 0 0 0 2 0 2 11 20
Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically 0 0 0 1 0 1 3 6
Two-part multiple spell models for health care demand 0 0 1 298 0 1 7 1,866
What can we learn about correlations from multinomial probit estimates? 0 0 1 112 0 2 5 227
Why Are Some Prices Stickier Than Others? Firm-Data Evidence on Price Adjustment Lags 0 0 0 36 0 2 5 92
Why are some prices stickier than others? Firm-data evidence on price adjustment lags 1 1 1 69 1 5 12 94
Why are some prices stickier than others? Firm-data evidence on price adjustment lags 0 0 0 2 0 2 2 18
poisson: Some convergence issues 0 0 3 16 1 1 11 43
Total Working Papers 38 98 464 8,213 113 328 1,252 24,481


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 1 1 26 0 1 2 101
A Review of Micro‐Econometrics: Methods of Moments and Limited Dependent Variables (2nd Ed.) by L ee (M young‐jae ) 0 0 0 0 1 4 23 233
A cautionary note on tests of overidentifying restrictions 0 1 4 74 2 5 20 197
A modified hurdle model for completed fertility 0 0 0 190 0 1 7 738
A note on measuring the importance of the uniform nonsynchronization hypothesis 0 0 1 4 2 6 14 60
A note on the estimation of mixture models under endogenous sampling 0 0 1 35 1 1 2 182
A note on the score test for neglected heterogeneity in the truncated normal regression model 0 0 1 19 0 0 1 86
A note on variable addition tests for linear and log-linear models 0 0 0 23 1 1 2 91
A score test for non-nested hypotheses with applications to discrete data models 0 0 0 246 0 1 2 824
Bootstrap Tests of Nonnested Hypotheses: Some Further Results 0 0 1 38 0 0 1 145
Currency Unions in Prospect and Retrospect 1 2 9 119 8 11 29 307
Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2) 0 0 0 22 1 1 3 111
Editorial note 0 0 0 15 0 0 1 53
Endogeneity in Count Data Models: An Application to Demand for Health Care 0 0 4 535 0 1 18 1,227
Estimating the extensive margin of trade 1 1 3 76 5 6 22 295
Estimation of default probabilities using incomplete contracts data 0 0 0 22 2 2 8 98
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 4 14 54 222 13 39 151 653
Glejser's test revisited 0 1 2 229 1 3 4 982
Hedonic Price Indexes for New Passenger Cars in Portugal (1997-2001) 0 1 2 8 3 7 11 67
Hedonic prices indexes for new passenger cars in Portugal (1997-2001) 0 1 1 42 1 5 12 195
Identification issues in some double-index models for non-negative data 0 0 1 20 0 2 7 88
Influence Diagnostics and Estimation Algorithms for Powell's SCLS 0 0 0 0 0 1 3 225
Microeconometrics: Editors’ introduction 0 0 0 0 0 0 0 3
On the Fisher-Konieczny index of price changes synchronization 0 0 0 47 0 0 5 171
On the existence of the maximum likelihood estimates in Poisson regression 1 1 4 54 3 7 16 173
On the use of robust regression in econometrics 1 1 2 57 2 7 19 160
Outlet substitution bias 0 0 1 13 2 9 30 244
Price Adjustment Lags: Evidence from Firm-Level Data 0 0 0 11 1 2 2 48
Quantile Regression with Clustered Data 3 7 38 114 10 31 151 369
Quantiles for Counts 1 2 3 156 1 2 9 311
Quantiles, corners, and the extensive margin of trade 0 3 6 18 3 10 17 73
Regression towards the mode 0 0 9 35 0 1 23 106
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 71 0 0 4 276
Specification and testing of models estimated by quadrature 0 0 0 0 0 0 1 52
Taste Variation in Discrete Choice Models 0 0 2 24 1 2 7 917
Testing Competing Models for Non-negative Data with Many Zeros 1 2 9 102 2 4 26 228
The Chow-Lin method using dynamic models 0 4 15 490 1 8 36 1,132
The Log of Gravity 19 58 177 1,278 65 199 642 3,575
Time- or state-dependent price setting rules? Evidence from micro data 0 0 0 26 0 2 3 133
Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically 0 1 5 38 4 7 20 111
Two-part multiple spell models for health care demand 0 0 1 76 2 2 6 285
Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries 0 0 0 12 0 1 6 47
Unobservables in count data models for on-site samples 0 0 0 18 0 1 2 108
What can we learn about correlations from multinomial probit estimates? 0 0 0 9 1 1 4 48
poisson: Some convergence issues 0 0 3 3 1 3 14 14
poisson: Some convergence issues 1 3 12 102 5 11 38 276
Total Journal Articles 33 104 372 4,719 145 408 1,424 15,818


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 7 11 38 104 19 44 167 474
FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data 2 3 8 132 8 12 39 501
FQREG: Stata module to estimate quantile regression for non-negative data with a mass-point at zero and an upper bound 1 2 7 39 2 5 25 204
HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros 2 3 17 87 14 31 110 498
IVQREG2: Stata module to provide structural quantile function estimation 9 31 135 135 42 135 482 482
MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions 0 2 11 182 7 21 70 875
PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation 60 174 718 2,453 253 684 2,886 8,083
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 9 32 158 1,527 75 203 770 6,424
SCLS: Stata module to perform symmetrically censored least squares 0 1 16 205 8 24 84 894
XTQREG: Stata module to compute quantile regression with fixed effects 42 103 325 350 108 296 975 1,068
Total Software Items 132 362 1,433 5,214 536 1,455 5,608 19,503


Statistics updated 2019-10-05