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 2 388 5 7 21 1,066
A NOTE ON INFLUENCE ASSESSMENT IN SCORE TESTS 0 0 0 131 2 4 12 466
A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models 0 0 0 312 2 2 10 1,390
A cautionary note on tests for overidentifying restrictions 0 0 0 19 1 15 24 103
Currency Unions in Prospect and Retrospect 0 0 0 282 3 7 17 775
Currency Unions in Prospect and Retrospect 0 0 0 106 0 2 20 334
Currency unions in prospect and retrospect 0 0 1 28 5 7 17 155
Deep trade agreements: proliferation, provisions, impact 1 2 6 84 1 3 15 114
Dynamic Vector Mode Regression 0 0 0 47 6 9 13 117
Endogeneity in count data models; an application to demand for health care 0 1 1 24 3 7 14 1,089
Estimating the Extensive Margin of Trade 0 0 0 4 3 4 11 75
Estimating the Extensive Margin of Trade 0 0 1 33 0 1 16 114
Estimating the extensive margin of trade 0 0 0 31 0 2 18 136
Estimation of Default Probabilities Using Incomplete Contracts Data 0 0 0 293 0 1 9 529
Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator 0 0 0 200 2 5 21 643
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 0 1 17 1 3 31 147
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 0 0 12 2 4 20 119
Gravity-defying trade 0 0 0 295 2 2 11 1,274
Has the euro increased trade? 0 0 2 102 0 0 6 254
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001) 0 0 0 277 5 6 11 1,037
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001) 0 0 0 35 1 1 11 178
Identification issues in models for underreported counts 0 0 0 20 4 7 12 86
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 3 3 20 249
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 3 3 7 670
Is it different for zeros? Discriminating between models for non-negative data with many zeros 0 0 0 171 5 6 10 313
Local maxima in the estimation of the ZINB and sample selection models 0 0 0 19 2 3 12 82
Machine Learning in International Trade Research - Evaluating the Impact of Trade Agreements 0 0 5 49 1 3 22 116
Machine Learning in International Trade Research ?- Evaluating the Impact of Trade Agreements 0 2 8 137 6 13 49 433
Machine Learning in International Trade Research: Evaluating the Impact of Trade Agreements 0 0 1 65 5 6 28 150
Machine learning in international trade research - evaluating the impact of trade agreements 0 0 1 39 1 2 6 45
Machine learning in international trade research - evaluating the impact of trade agreements 0 0 1 22 0 2 27 91
Measuring the Importance of the Uniform Nonsynchronization Hypothesis 0 0 0 1 0 1 15 127
Measuring the importance of the uniform nonsynchronization hypothesis 0 0 0 31 3 3 5 453
MisspecifiÂ…ed Exponential Regressions: Estimation, Interpretation, and Average Marginal Effects 1 2 6 25 2 10 24 44
Nonparametric "rich covariates" without saturation 0 0 9 9 1 1 15 15
On the Existence of the Maximum Likelihood Estimates for Poisson Regression 0 0 0 179 5 6 14 547
On the Fisher-Konieczny Index of Price Changes Synchronization 0 0 2 38 3 6 13 195
On the existence of the maximum likelihood estimates for Poisson regression 0 0 0 8 4 6 12 79
On the use of robust regression in econometrics 0 2 2 20 2 6 23 170
Out-of-sample gravity predictions and trade policy counterfactuals 0 2 26 26 2 8 37 37
Parametric and semiparametric specification tests for binary choice models: a comparative simulation study 0 1 1 182 5 7 11 485
Partial effects in fixed-effects models 4 11 61 1,977 11 32 156 3,662
Poisson-based expectile regression for nonnegative data with a mass point at zero 0 1 11 11 2 9 31 31
Quantile regression with clustered data 0 0 3 156 1 4 18 521
Quantile regression with clustered data 0 1 4 43 2 11 24 217
Quantile regression: Basics and recent advances 1 4 7 328 5 10 44 738
Quantiles for Counts 0 0 1 431 5 6 21 971
Quantiles for Fractions and Other Mixed Data 0 0 1 34 2 3 11 103
Quantiles for counts 0 0 1 237 1 2 9 611
Regression towards the mode 0 1 2 47 7 14 26 165
Robust covariance estimation for quantile regression 0 0 0 50 1 4 11 100
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 1 2 7 43
Testing competing models for non-negative data with many zeros 0 1 1 68 5 7 16 202
The Log of Gravity 0 1 4 590 12 14 35 1,734
The Log of Gravity 1 2 6 1,858 15 24 55 4,807
The Log of Gravity At 15 0 0 4 280 4 19 181 875
The Log of Gravity at 15 0 0 1 21 1 3 12 28
The Tails of Gravity: Using Expectiles to Quantify the Trade-Margins Effects of Economic Integration Agreements 0 2 13 21 8 12 49 61
The log of gravity 0 0 2 54 5 10 30 421
Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data 0 0 0 8 1 7 21 111
Time or state dependent price setting rules? Evidence from Portuguese micro data 0 0 0 88 0 1 8 430
Trade, Gravity and Aggregation 0 0 1 36 3 5 15 56
Trade, Gravity and Aggregation 0 0 0 11 1 4 13 53
Trade, gravity and aggregation 0 0 2 23 2 6 22 68
Trade, gravity and aggregation 0 0 0 12 3 4 20 29
Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically 0 0 1 414 2 6 16 1,200
Trading Partners and Trading Volumes:Implementing the Helpman-Melitz-Rubinstein Model Empirically 1 1 1 10 5 8 18 95
Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically 0 0 0 4 3 4 11 75
Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically 0 0 1 3 2 4 10 111
Two-part multiple spell models for health care demand 0 0 0 300 5 6 13 1,927
What can we learn about correlations from multinomial probit estimates? 0 0 0 112 1 3 10 257
Why Are Some Prices Stickier Than Others? Firm-Data Evidence on Price Adjustment Lags 0 0 0 40 0 1 9 143
Why are some prices stickier than others? Firm-data evidence on price adjustment lags 0 0 0 70 1 5 18 136
Why are some prices stickier than others? Firm-data evidence on price adjustment lags 0 0 0 2 1 2 6 40
poisson: Some convergence issues 1 1 1 22 3 5 11 93
Total Working Papers 10 39 205 11,356 222 451 1,647 34,616


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 3 4 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 0 1 7 312
A cautionary note on goodness-of-fit statistics for models estimated by pseudo maximum likelihood 0 0 1 1 1 1 13 13
A cautionary note on tests of overidentifying restrictions 0 0 2 126 5 15 29 378
A modified hurdle model for completed fertility 0 0 1 196 1 6 10 788
A note on measuring the importance of the uniform nonsynchronization hypothesis 0 0 0 6 3 4 10 109
A note on the estimation of mixture models under endogenous sampling 0 0 0 35 2 3 10 204
A note on the score test for neglected heterogeneity in the truncated normal regression model 0 0 0 20 1 3 9 107
A note on variable addition tests for linear and log-linear models 0 0 0 26 1 2 10 117
A score test for non-nested hypotheses with applications to discrete data models 0 0 0 248 1 1 15 891
Bootstrap Tests of Nonnested Hypotheses: Some Further Results 0 0 0 38 5 6 11 168
Currency Unions in Prospect and Retrospect 1 1 2 141 6 10 24 445
Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2) 0 0 0 23 2 2 8 139
Dynamic Vector Mode Regression 0 0 0 5 4 5 11 43
Editorial note 0 0 0 15 1 1 4 64
Endogeneity in Count Data Models: An Application to Demand for Health Care 1 1 2 550 3 7 23 1,320
Estimating the extensive margin of trade 0 0 4 91 1 2 17 443
Estimation of default probabilities using incomplete contracts data 0 0 1 27 1 1 8 142
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 1 30 447 14 36 146 1,366
Glejser's test revisited 0 0 2 242 0 0 15 1,054
Hedonic Price Indexes for New Passenger Cars in Portugal (1997-2001) 0 0 0 0 0 1 9 10
Hedonic prices indexes for new passenger cars in Portugal (1997-2001) 0 1 1 48 4 5 10 253
Identification issues in some double-index models for non-negative data 0 0 2 29 2 2 8 160
Influence Diagnostics and Estimation Algorithms for Powell's SCLS 0 0 0 0 0 0 5 245
Microeconometrics: Editors’ introduction 0 0 0 1 0 0 6 21
On the Fisher-Konieczny index of price changes synchronization 0 0 1 52 3 4 12 223
On the existence of the maximum likelihood estimates in Poisson regression 0 0 6 186 5 5 26 513
On the use of robust regression in econometrics 0 0 0 66 3 11 22 239
Quantile Regression with Clustered Data 2 7 23 321 10 23 66 1,022
Quantiles for Counts 0 0 2 171 1 3 17 408
Quantiles via moments 8 19 61 431 31 82 300 1,291
Quantiles, corners, and the extensive margin of trade 0 0 0 33 3 5 15 226
Regression towards the mode 0 2 3 75 2 4 18 222
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 1 2 8 304
Specification and testing of models estimated by quadrature 0 0 0 0 3 4 10 82
Taste Variation in Discrete Choice Models 0 0 1 33 2 4 14 989
Testing Competing Models for Non-negative Data with Many Zeros 0 0 2 148 3 4 22 407
The Chow-Lin method using dynamic models 0 1 4 565 1 4 25 1,340
The Log of Gravity 11 44 203 2,282 93 267 990 7,641
The Log of Gravity at 15 0 2 4 23 5 9 26 80
The tails of gravity: Using expectiles to quantify the trade-margins effects of economic integration agreements 0 3 9 9 5 17 39 39
Time- or state-dependent price setting rules? Evidence from micro data 0 0 1 30 4 4 9 187
Trade, Gravity, and Aggregation 0 0 4 14 1 6 25 78
Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically 0 0 2 47 4 4 21 233
Two-part multiple spell models for health care demand 0 0 1 94 0 0 6 352
Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries 0 0 0 19 1 1 12 95
Unobservables in count data models for on-site samples 0 0 0 18 0 2 9 132
What can we learn about correlations from multinomial probit estimates? 0 0 0 10 2 4 11 82
poisson: Some convergence issues 0 0 0 117 2 4 11 359
Total Journal Articles 23 82 375 7,161 246 591 2,143 25,466
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 7 262 2 4 36 1,201
APPMLHDFE: Stata module to estimate asymmetric Poisson regression with high dimensional fixed effects 1 1 8 11 4 10 55 94
FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data 0 0 2 182 3 6 48 803
FQREG: Stata module to estimate quantile regression for non-negative data with a mass-point at zero and an upper bound 0 0 4 58 1 5 20 349
HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros 0 0 2 162 2 2 16 868
IVQREG2: Stata module to provide structural quantile function estimation 1 4 30 686 8 19 101 2,503
MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions 0 1 2 233 2 5 13 1,157
PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation 4 20 143 5,940 36 134 734 24,109
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 1 4 35 2,285 12 40 252 10,586
SCLS: Stata module to perform symmetrically censored least squares 0 1 2 269 1 5 13 1,229
XTQREG: Stata module to compute quantile regression with fixed effects 7 22 203 2,717 28 94 827 8,723
Total Software Items 15 54 438 12,805 99 324 2,115 51,622


Statistics updated 2026-05-06