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

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Statistics updated 2019-10-05