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 1 388 4 8 28 1,075
A NOTE ON INFLUENCE ASSESSMENT IN SCORE TESTS 0 0 0 131 0 1 14 468
A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models 0 0 0 312 3 4 13 1,394
A cautionary note on tests for overidentifying restrictions 0 0 0 19 4 6 32 111
Currency Unions in Prospect and Retrospect 0 0 0 106 1 1 21 336
Currency Unions in Prospect and Retrospect 0 0 0 282 1 1 17 776
Currency unions in prospect and retrospect 0 0 0 28 1 2 18 157
Deep trade agreements: proliferation, provisions, impact 0 0 3 84 0 3 12 117
Determining Which Trade Agreement Provisions Matter for Trade 1 9 9 9 1 8 8 8
Dynamic Vector Mode Regression 0 0 0 47 4 4 17 122
Endogeneity in count data models; an application to demand for health care 0 0 1 24 0 4 17 1,093
Estimating the Extensive Margin of Trade 0 0 0 4 0 0 11 75
Estimating the Extensive Margin of Trade 0 0 0 33 0 1 16 115
Estimating the extensive margin of trade 0 0 0 31 0 1 19 138
Estimation of Default Probabilities Using Incomplete Contracts Data 0 0 0 293 1 1 10 530
Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator 0 1 1 201 3 6 19 649
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 1 1 13 2 4 22 123
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 0 0 17 1 1 31 150
Gravity-defying trade 0 0 0 295 4 6 17 1,280
Has the euro increased trade? 0 0 1 102 0 0 6 255
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001) 0 0 0 277 0 0 11 1,038
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001) 1 1 1 36 1 2 12 180
Identification issues in models for underreported counts 0 1 1 21 0 2 16 90
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 2 2 23 252
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 1 1 8 671
Is it different for zeros? Discriminating between models for non-negative data with many zeros 0 0 0 171 1 2 12 315
Local maxima in the estimation of the ZINB and sample selection models 0 0 0 19 0 2 13 84
Machine Learning in International Trade Research - Evaluating the Impact of Trade Agreements 0 0 2 49 3 4 19 120
Machine Learning in International Trade Research ?- Evaluating the Impact of Trade Agreements 0 0 5 137 5 7 48 441
Machine Learning in International Trade Research: Evaluating the Impact of Trade Agreements 0 0 1 65 1 1 27 151
Machine learning in international trade research - evaluating the impact of trade agreements 0 0 1 39 0 1 8 47
Machine learning in international trade research - evaluating the impact of trade agreements 0 0 2 23 3 4 23 98
Measuring the Importance of the Uniform Nonsynchronization Hypothesis 0 0 0 1 0 2 16 129
Measuring the importance of the uniform nonsynchronization hypothesis 0 0 0 31 0 2 8 456
MisspecifiÂ…ed Exponential Regressions: Estimation, Interpretation, and Average Marginal Effects 1 1 7 26 2 2 27 49
Nonparametric "rich covariates" without saturation 0 0 0 9 1 1 14 17
On the Existence of the Maximum Likelihood Estimates for Poisson Regression 0 0 0 179 0 2 17 550
On the Fisher-Konieczny Index of Price Changes Synchronization 0 0 0 38 0 2 13 197
On the existence of the maximum likelihood estimates for Poisson regression 0 0 0 8 0 1 13 80
On the use of robust regression in econometrics 0 0 2 20 0 1 24 172
Out-of-sample gravity predictions and trade policy counterfactuals 0 0 27 27 3 5 45 45
Parametric and semiparametric specification tests for binary choice models: a comparative simulation study 0 0 1 182 0 1 12 486
Partial effects in fixed-effects models 2 5 40 1,983 2 16 125 3,683
Poisson-based expectile regression for nonnegative data with a mass point at zero 0 0 11 11 2 2 33 33
Quantile regression with clustered data 0 0 2 156 4 4 18 525
Quantile regression with clustered data 0 1 4 44 1 2 22 219
Quantile regression: Basics and recent advances 0 0 5 328 0 2 38 744
Quantiles for Counts 0 0 0 431 1 2 22 974
Quantiles for Fractions and Other Mixed Data 0 0 0 34 0 0 10 103
Quantiles for counts 0 0 0 237 0 1 10 613
Regression towards the mode 0 0 1 47 1 1 23 167
Robust covariance estimation for quantile regression 0 0 0 50 0 0 11 100
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 0 0 5 43
Testing competing models for non-negative data with many zeros 0 0 2 69 2 3 20 207
The Log of Gravity 1 1 7 1,860 4 10 64 4,820
The Log of Gravity 2 2 4 592 3 5 37 1,740
The Log of Gravity At 15 0 1 3 282 2 8 171 886
The Log of Gravity at 15 0 2 2 23 5 9 17 37
The Tails of Gravity: Using Expectiles to Quantify the Trade-Margins Effects of Economic Integration Agreements 0 0 6 21 0 3 32 64
The log of gravity 0 0 1 54 3 4 31 427
Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data 0 0 0 8 1 1 22 112
Time or state dependent price setting rules? Evidence from Portuguese micro data 0 0 0 88 0 0 8 430
Trade, Gravity and Aggregation 0 0 1 36 0 1 17 59
Trade, Gravity and Aggregation 0 0 0 11 0 0 16 56
Trade, gravity and aggregation 0 0 0 12 1 1 20 30
Trade, gravity and aggregation 0 0 3 24 0 0 20 69
Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically 0 0 0 414 0 2 15 1,202
Trading Partners and Trading Volumes:Implementing the Helpman-Melitz-Rubinstein Model Empirically 0 0 1 10 0 2 19 97
Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically 0 0 1 3 1 3 11 114
Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically 0 0 0 4 1 1 11 76
Two-part multiple spell models for health care demand 0 0 0 300 1 1 14 1,928
What can we learn about correlations from multinomial probit estimates? 0 0 0 112 0 0 9 257
Why Are Some Prices Stickier Than Others? Firm-Data Evidence on Price Adjustment Lags 0 0 0 40 0 1 11 146
Why are some prices stickier than others? Firm-data evidence on price adjustment lags 0 0 0 70 1 1 19 137
Why are some prices stickier than others? Firm-data evidence on price adjustment lags 0 0 0 2 0 0 6 40
poisson: Some convergence issues 0 0 1 22 1 1 11 94
Total Working Papers 8 26 162 11,389 90 196 1,675 34,872

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 11 130
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 1 9 314
A cautionary note on goodness-of-fit statistics for models estimated by pseudo maximum likelihood 0 1 2 2 2 3 15 17
A cautionary note on tests of overidentifying restrictions 0 1 2 127 3 23 53 406
A modified hurdle model for completed fertility 0 0 1 197 0 0 10 790
A note on measuring the importance of the uniform nonsynchronization hypothesis 0 0 0 6 0 0 11 110
A note on the estimation of mixture models under endogenous sampling 0 0 0 35 0 1 11 205
A note on the score test for neglected heterogeneity in the truncated normal regression model 0 0 0 20 0 0 10 108
A note on variable addition tests for linear and log-linear models 0 0 0 26 0 1 10 118
A score test for non-nested hypotheses with applications to discrete data models 0 0 0 248 1 1 16 893
Bootstrap Tests of Nonnested Hypotheses: Some Further Results 0 0 0 38 0 0 11 169
Currency Unions in Prospect and Retrospect 0 1 2 142 1 4 24 450
Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2) 0 0 0 23 0 0 7 139
Dynamic Vector Mode Regression 0 0 0 5 0 0 9 43
Editorial note 0 0 0 15 0 1 5 65
Endogeneity in Count Data Models: An Application to Demand for Health Care 0 0 1 550 1 5 23 1,325
Estimating the extensive margin of trade 0 1 4 92 1 3 16 446
Estimation of default probabilities using incomplete contracts data 0 0 1 27 0 0 5 142
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 4 6 19 453 10 18 113 1,390
Glejser's test revisited 0 0 2 242 0 0 8 1,055
Hedonic Price Indexes for New Passenger Cars in Portugal (1997-2001) 0 0 0 0 2 2 13 14
Hedonic prices indexes for new passenger cars in Portugal (1997-2001) 1 1 3 50 3 5 17 261
Identification issues in some double-index models for non-negative data 0 0 4 31 0 2 13 165
Influence Diagnostics and Estimation Algorithms for Powell's SCLS 0 0 0 0 0 0 4 245
Microeconometrics: Editors’ introduction 0 0 0 1 0 0 7 22
On the Fisher-Konieczny index of price changes synchronization 0 1 1 53 0 3 13 227
On the existence of the maximum likelihood estimates in Poisson regression 0 0 2 186 4 6 24 520
On the use of robust regression in econometrics 0 0 0 66 1 1 23 241
Quantile Regression with Clustered Data 1 4 20 326 3 11 66 1,039
Quantiles for Counts 0 0 0 171 2 2 19 413
Quantiles via moments 10 20 70 458 21 51 318 1,367
Quantiles, corners, and the extensive margin of trade 0 0 0 33 0 1 13 227
Regression towards the mode 0 0 3 75 1 3 22 227
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 0 0 8 305
Specification and testing of models estimated by quadrature 0 0 0 0 1 1 11 83
Taste Variation in Discrete Choice Models 0 0 1 33 0 1 14 992
Testing Competing Models for Non-negative Data with Many Zeros 0 0 1 148 0 4 20 411
The Chow-Lin method using dynamic models 2 3 6 569 2 6 26 1,347
The Log of Gravity 22 41 167 2,330 78 202 958 7,908
The Log of Gravity at 15 0 0 3 23 2 5 26 86
The tails of gravity: Using expectiles to quantify the trade-margins effects of economic integration agreements 0 0 9 9 0 1 41 41
Time- or state-dependent price setting rules? Evidence from micro data 0 0 1 30 0 0 7 187
Trade, Gravity, and Aggregation 1 1 3 16 2 4 25 86
Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically 0 0 1 47 0 2 22 237
Two-part multiple spell models for health care demand 0 0 0 94 0 0 3 352
Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries 0 0 0 19 0 0 8 95
Unobservables in count data models for on-site samples 0 0 0 18 0 0 8 132
What can we learn about correlations from multinomial probit estimates? 0 0 0 10 0 0 11 82
poisson: Some convergence issues 0 0 0 117 1 1 9 360
Total Journal Articles 41 81 329 7,263 143 375 2,126 25,987
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 0 0 5 262 0 1 26 1,203
APPMLHDFE: Stata module to estimate asymmetric Poisson regression with high dimensional fixed effects 1 2 6 13 3 7 47 107
FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data 0 0 1 182 3 3 29 806
FQREG: Stata module to estimate quantile regression for non-negative data with a mass-point at zero and an upper bound 0 0 1 58 0 0 14 349
HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros 0 0 2 162 1 5 18 874
IVQREG2: Stata module to provide structural quantile function estimation 0 2 19 690 0 11 92 2,524
MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions 0 1 3 234 0 2 15 1,159
PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation 4 10 95 5,952 31 101 590 24,250
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 2 5 30 2,292 12 28 215 10,625
SCLS: Stata module to perform symmetrically censored least squares 0 0 1 269 0 1 13 1,231
XTQREG: Stata module to compute quantile regression with fixed effects 5 10 93 2,727 9 36 371 8,781
Total Software Items 12 30 256 12,841 59 195 1,430 51,909

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Statistics updated 2026-09-10