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 1 387 0 1 5 1,046
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 1 2 1,381
A cautionary note on tests for overidentifying restrictions 0 0 0 19 0 0 3 79
Currency Unions in Prospect and Retrospect 0 0 0 282 1 1 2 759
Currency Unions in Prospect and Retrospect 0 0 0 106 0 1 6 314
Currency unions in prospect and retrospect 0 1 1 28 0 1 5 139
Deep trade agreements: proliferation, provisions, impact 0 3 13 80 0 3 21 101
Dynamic Vector Mode Regression 0 0 1 47 0 0 2 104
Endogeneity in count data models; an application to demand for health care 0 0 5 23 0 5 14 1,076
Estimating the Extensive Margin of Trade 0 0 0 32 0 1 2 98
Estimating the Extensive Margin of Trade 0 0 0 4 0 0 2 64
Estimating the extensive margin of trade 0 0 1 31 0 0 1 118
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 0 200 1 1 7 623
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 0 1 16 0 0 3 116
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 0 0 12 0 0 3 99
Gravity-defying trade 0 0 0 295 0 1 12 1,263
Has the euro increased trade? 0 0 0 100 0 0 1 248
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001) 0 0 0 277 0 0 2 1,026
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001) 0 0 0 35 0 0 1 167
Identification issues in models for underreported counts 0 0 3 20 0 3 8 74
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 0 0 1 229
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 0 0 1 663
Is it different for zeros? Discriminating between models for non-negative data with many zeros 0 0 0 171 0 0 1 303
Local maxima in the estimation of the ZINB and sample selection models 0 0 0 19 0 1 4 71
Machine Learning in International Trade Research - Evaluating the Impact of Trade Agreements 0 1 9 45 0 3 13 97
Machine Learning in International Trade Research ?- Evaluating the Impact of Trade Agreements 0 2 9 131 1 8 38 390
Machine Learning in International Trade Research: Evaluating the Impact of Trade Agreements 0 0 5 64 0 1 18 122
Machine learning in international trade research - evaluating the impact of trade agreements 0 0 4 38 0 1 6 39
Machine learning in international trade research - evaluating the impact of trade agreements 0 0 4 21 2 7 25 70
Measuring the Importance of the Uniform Nonsynchronization Hypothesis 0 0 0 1 0 1 3 113
Measuring the importance of the uniform nonsynchronization hypothesis 0 0 0 31 0 0 2 448
On the Existence of the Maximum Likelihood Estimates for Poisson Regression 0 0 0 179 0 0 1 533
On the Fisher-Konieczny Index of Price Changes Synchronization 1 2 3 38 1 2 3 184
On the existence of the maximum likelihood estimates for Poisson regression 0 0 0 8 0 0 2 67
On the use of robust regression in econometrics 0 0 1 18 1 1 4 148
Parametric and semiparametric specification tests for binary choice models: a comparative simulation study 0 0 2 181 0 0 3 474
Partial effects in fixed-effects models 4 24 92 1,931 11 40 185 3,534
Quantile regression with clustered data 1 2 4 40 3 5 14 197
Quantile regression with clustered data 0 1 4 153 1 5 17 505
Quantile regression: Basics and recent advances 0 1 13 322 2 8 29 701
Quantiles for Counts 0 1 2 431 0 1 6 951
Quantiles for Fractions and Other Mixed Data 0 0 2 33 0 0 3 92
Quantiles for counts 0 1 3 237 0 1 4 603
Regression towards the mode 1 1 2 46 4 4 5 143
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 0 2 36
Testing competing models for non-negative data with many zeros 0 0 0 67 0 0 2 186
The Log of Gravity 0 2 2 587 0 5 11 1,701
The Log of Gravity 0 1 3 1,853 0 5 15 4,755
The Log of Gravity At 15 0 2 11 278 3 13 62 702
The Log of Gravity at 15 0 1 2 21 1 3 4 19
The log of gravity 0 1 1 53 0 3 6 394
Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data 0 0 0 8 0 0 2 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 0 2 11 0 0 4 40
Trade, Gravity and Aggregation 0 0 2 35 0 1 7 42
Trade, gravity and aggregation 0 0 1 12 0 1 2 10
Trade, gravity and aggregation 0 1 3 21 0 3 6 48
Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically 0 0 0 413 1 1 2 1,185
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 2 2 102
Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically 0 0 0 4 0 0 1 64
Two-part multiple spell models for health care demand 0 0 0 300 0 0 2 1,914
What can we learn about correlations from multinomial probit estimates? 0 0 0 112 1 1 1 248
Why Are Some Prices Stickier Than Others? Firm-Data Evidence on Price Adjustment Lags 0 0 0 40 1 1 2 135
Why are some prices stickier than others? Firm-data evidence on price adjustment lags 0 0 0 2 0 0 0 34
Why are some prices stickier than others? Firm-data evidence on price adjustment lags 0 0 0 70 0 0 1 118
poisson: Some convergence issues 0 0 0 21 0 0 1 82
Total Working Papers 7 49 214 11,159 35 147 629 33,039

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 goodness-of-fit statistics for models estimated by pseudo maximum likelihood 0 0 0 0 0 0 0 0
A cautionary note on tests of overidentifying restrictions 0 1 4 124 0 3 15 349
A modified hurdle model for completed fertility 1 2 3 196 1 3 5 780
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 2 2 194
A note on the score test for neglected heterogeneity in the truncated normal regression model 0 0 0 20 0 0 1 98
A note on variable addition tests for linear and log-linear models 0 0 0 26 0 1 2 108
A score test for non-nested hypotheses with applications to discrete data models 0 0 0 248 0 0 3 876
Bootstrap Tests of Nonnested Hypotheses: Some Further Results 0 0 0 38 0 0 0 157
Currency Unions in Prospect and Retrospect 0 1 2 140 0 3 6 424
Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2) 0 1 1 23 0 1 3 131
Dynamic Vector Mode Regression 0 0 0 5 0 1 4 33
Editorial note 0 0 0 15 0 0 0 60
Endogeneity in Count Data Models: An Application to Demand for Health Care 0 0 1 548 2 4 12 1,300
Estimating the extensive margin of trade 0 0 0 87 0 1 8 427
Estimation of default probabilities using incomplete contracts data 0 0 0 26 0 3 4 136
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 5 8 28 425 14 31 87 1,247
Glejser's test revisited 0 0 1 240 3 4 7 1,043
Hedonic Price Indexes for New Passenger Cars in Portugal (1997-2001) 0 0 0 0 0 0 1 1
Hedonic prices indexes for new passenger cars in Portugal (1997-2001) 0 0 0 47 1 1 3 244
Identification issues in some double-index models for non-negative data 0 0 0 27 0 0 3 152
Influence Diagnostics and Estimation Algorithms for Powell's SCLS 0 0 0 0 0 0 1 240
Microeconometrics: Editors’ introduction 0 0 0 1 0 0 0 15
On the Fisher-Konieczny index of price changes synchronization 1 1 1 52 2 3 5 214
On the existence of the maximum likelihood estimates in Poisson regression 2 2 14 182 3 5 32 492
On the use of robust regression in econometrics 0 0 0 66 1 1 3 218
Quantile Regression with Clustered Data 2 8 21 304 5 17 66 968
Quantiles for Counts 0 2 3 171 0 2 5 393
Quantiles via moments 4 14 72 381 13 40 191 1,022
Quantiles, corners, and the extensive margin of trade 0 0 1 33 0 0 4 211
Regression towards the mode 0 1 8 72 0 1 13 204
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 0 0 3 296
Specification and testing of models estimated by quadrature 0 0 0 0 0 0 1 72
Taste Variation in Discrete Choice Models 0 0 0 32 0 2 3 976
Testing Competing Models for Non-negative Data with Many Zeros 0 1 3 147 2 6 11 391
The Chow-Lin method using dynamic models 1 3 11 563 3 5 21 1,319
The Log of Gravity 18 66 131 2,127 67 223 548 6,813
The Log of Gravity at 15 0 0 7 19 3 5 22 58
Time- or state-dependent price setting rules? Evidence from micro data 0 0 1 29 1 1 4 179
Trade, Gravity, and Aggregation 0 1 10 10 0 4 54 54
Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically 0 0 2 45 1 1 5 213
Two-part multiple spell models for health care demand 1 1 5 94 1 1 12 347
Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries 0 0 1 19 1 1 3 84
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 0 117 0 1 3 349
Total Journal Articles 35 113 332 6,870 124 377 1,177 23,605
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 3 9 256 1 14 64 1,172
APPMLHDFE: Stata module to estimate asymmetric Poisson regression with high dimensional fixed effects 1 2 5 5 6 17 52 52
FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data 0 1 11 181 3 18 80 768
FQREG: Stata module to estimate quantile regression for non-negative data with a mass-point at zero and an upper bound 1 2 2 56 2 7 17 333
HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros 0 0 4 160 1 8 22 853
IVQREG2: Stata module to provide structural quantile function estimation 4 8 39 663 8 19 92 2,416
MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions 0 0 4 231 0 0 21 1,144
PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation 11 43 286 5,824 67 245 1,336 23,526
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 4 11 53 2,257 19 67 307 10,374
SCLS: Stata module to perform symmetrically censored least squares 0 1 5 268 0 1 18 1,217
XTQREG: Stata module to compute quantile regression with fixed effects 69 103 298 2,600 345 445 958 8,291
Total Software Items 91 174 716 12,501 452 841 2,967 50,146

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Statistics updated 2025-07-04