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 7 370 3 8 34 1,000
A NOTE ON INFLUENCE ASSESSMENT IN SCORE TESTS 0 0 2 128 3 6 15 448
A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models 0 1 2 308 2 6 22 1,352
A cautionary note on tests for overidentifying restrictions 0 0 0 8 4 5 18 53
Currency Unions in Prospect and Retrospect 0 1 3 263 1 7 38 669
Currency Unions in Prospect and Retrospect 0 1 2 103 2 3 30 281
Currency unions in prospect and retrospect 1 1 2 22 3 4 25 114
Endogeneity in count data models; an application to demand for health care 0 1 1 14 1 2 15 1,046
Estimating the Extensive Margin of Trade 0 0 1 29 1 1 23 79
Estimating the Extensive Margin of Trade 0 0 0 3 1 3 28 54
Estimating the extensive margin of trade 0 0 0 27 1 3 26 98
Estimation of Default Probabilities Using Incomplete Contracts Data 0 1 1 292 1 4 16 503
Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator 0 2 5 179 5 12 41 527
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 1 1 10 3 5 19 73
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 0 1 1 10 3 5 20 93
Gravity-defying trade 0 0 4 290 1 3 31 1,222
Has the euro increased trade? 0 0 5 93 1 2 20 230
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001) 0 0 1 275 1 3 18 1,017
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001) 0 0 0 32 1 2 14 151
Identification issues in models for underreported counts 0 1 6 12 2 4 23 47
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 35 2 3 12 217
Identification with averaged data and implications for hedonic regression studies 0 0 1 196 2 4 16 656
Is it different for zeros? Discriminating between models for non-negative data with many zeros 1 2 2 168 2 6 21 284
Local maxima in the estimation of the ZINB and sample selection models 0 0 2 15 1 2 20 51
Measuring the Importance of the Uniform Nonsynchronization Hypothesis 0 0 0 1 3 6 24 101
Measuring the importance of the uniform nonsynchronization hypothesis 0 0 0 31 1 4 20 430
On the Existence of the Maximum Likelihood Estimates for Poisson Regression 0 1 6 164 1 3 37 495
On the Fisher-Konieczny Index of Price Changes Synchronization 0 1 1 30 1 2 27 162
On the existence of the maximum likelihood estimates for Poisson regression 0 0 1 6 1 3 21 59
On the use of robust regression in econometrics 0 1 1 15 2 5 36 98
Parametric and semiparametric specification tests for binary choice models: a comparative simulation study 0 0 1 177 3 3 16 460
Partial effects in fixed-effects models 20 57 265 991 44 105 512 1,678
Quantile regression with clustered data 3 6 13 99 12 20 63 316
Quantile regression with clustered data 2 2 9 25 6 10 52 132
Quantile regression: Basics and recent advances 5 17 97 112 11 32 190 220
Quantiles for Counts 0 1 3 421 1 4 24 909
Quantiles for Fractions and Other Mixed Data 1 1 2 17 3 4 16 57
Quantiles for counts 0 0 1 231 2 3 24 582
Regression towards the mode 2 3 10 17 4 9 41 78
Robust covariance estimation for quantile regression 0 0 3 48 1 1 12 78
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 1 1 17 29
Testing competing models for non-negative data with many zeros 1 2 9 62 4 7 40 144
The Log of Gravity 0 3 24 1,816 7 19 111 4,494
The Log of Gravity 1 2 4 564 6 11 50 1,535
The log of gravity 1 2 5 35 4 10 58 317
Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data 0 0 0 7 1 1 10 81
Time or state dependent price setting rules? Evidence from Portuguese micro data 0 0 0 88 2 2 11 411
Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically 0 2 5 408 3 6 32 1,091
Trading Partners and Trading Volumes:Implementing the Helpman-Melitz-Rubinstein Model Empirically 0 0 0 6 2 3 22 60
Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically 0 0 0 1 1 1 17 24
Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically 0 0 2 4 1 5 25 47
Two-part multiple spell models for health care demand 0 0 1 299 3 6 20 1,886
What can we learn about correlations from multinomial probit estimates? 0 0 0 112 2 4 15 243
Why Are Some Prices Stickier Than Others? Firm-Data Evidence on Price Adjustment Lags 0 0 1 38 4 4 25 119
Why are some prices stickier than others? Firm-data evidence on price adjustment lags 0 0 0 2 2 4 12 30
Why are some prices stickier than others? Firm-data evidence on price adjustment lags 1 1 1 70 2 2 12 106
poisson: Some convergence issues 0 1 2 18 2 5 18 65
Total Working Papers 39 117 516 8,797 190 408 2,155 26,802


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 26 1 1 9 110
A Review of Micro‐Econometrics: Methods of Moments and Limited Dependent Variables (2nd Ed.) by L ee (M young‐jae ) 0 0 0 0 14 30 50 284
A cautionary note on tests of overidentifying restrictions 0 2 11 87 2 9 43 245
A modified hurdle model for completed fertility 0 0 0 190 1 1 19 759
A note on measuring the importance of the uniform nonsynchronization hypothesis 0 0 0 4 1 1 26 89
A note on the estimation of mixture models under endogenous sampling 0 0 0 35 1 1 9 191
A note on the score test for neglected heterogeneity in the truncated normal regression model 0 0 1 20 1 1 10 96
A note on variable addition tests for linear and log-linear models 0 0 1 24 1 1 10 101
A score test for non-nested hypotheses with applications to discrete data models 0 0 0 246 2 5 20 845
Bootstrap Tests of Nonnested Hypotheses: Some Further Results 0 0 0 38 1 1 9 154
Currency Unions in Prospect and Retrospect 1 1 4 124 3 4 48 359
Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2) 0 0 0 22 2 2 14 125
Dynamic Vector Mode Regression 0 1 1 1 2 4 7 7
Editorial note 0 0 0 15 1 1 7 60
Endogeneity in Count Data Models: An Application to Demand for Health Care 1 2 4 539 3 5 22 1,252
Estimating the extensive margin of trade 0 0 3 79 2 4 41 337
Estimation of default probabilities using incomplete contracts data 0 0 0 22 2 3 16 117
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator 3 10 46 271 6 26 142 807
Glejser's test revisited 0 0 2 231 3 4 22 1,005
Hedonic Price Indexes for New Passenger Cars in Portugal (1997-2001) 0 1 2 10 2 4 17 85
Hedonic prices indexes for new passenger cars in Portugal (1997-2001) 0 0 1 43 2 2 18 215
Identification issues in some double-index models for non-negative data 0 0 2 22 5 19 49 138
Influence Diagnostics and Estimation Algorithms for Powell's SCLS 0 0 0 0 1 2 12 237
Microeconometrics: Editors’ introduction 0 0 0 0 1 1 8 12
On the Fisher-Konieczny index of price changes synchronization 0 0 1 48 1 1 16 187
On the existence of the maximum likelihood estimates in Poisson regression 1 5 13 68 3 7 46 222
On the use of robust regression in econometrics 1 1 6 63 2 3 35 197
Outlet substitution bias 0 0 0 13 1 8 25 270
Price Adjustment Lags: Evidence from Firm-Level Data 0 0 0 11 1 1 10 62
Quantile Regression with Clustered Data 4 10 37 153 13 33 148 527
Quantiles for Counts 1 1 2 158 3 5 19 331
Quantiles via moments 4 6 27 27 21 35 114 114
Quantiles, corners, and the extensive margin of trade 0 0 2 23 2 8 44 123
Regression towards the mode 1 1 7 42 2 3 27 135
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 1 1 72 1 2 10 286
Specification and testing of models estimated by quadrature 0 0 0 0 1 1 10 65
Taste Variation in Discrete Choice Models 0 0 2 26 4 6 21 939
Testing Competing Models for Non-negative Data with Many Zeros 2 6 17 120 7 16 56 286
The Chow-Lin method using dynamic models 1 4 11 501 2 5 38 1,174
The Log of Gravity 12 34 175 1,470 50 151 665 4,318
Time- or state-dependent price setting rules? Evidence from micro data 0 1 1 27 1 3 25 159
Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically 0 1 2 40 1 3 31 144
Two-part multiple spell models for health care demand 0 0 1 78 2 4 22 309
Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries 0 0 0 12 1 2 13 62
Unobservables in count data models for on-site samples 0 0 0 18 1 1 14 123
What can we learn about correlations from multinomial probit estimates? 0 0 0 9 1 1 13 63
poisson: Some convergence issues 2 3 6 109 4 8 33 313
Total Journal Articles 34 91 389 5,137 185 439 2,063 18,039


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 3 9 36 143 10 32 193 682
FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data 0 1 8 140 3 8 39 542
FQREG: Stata module to estimate quantile regression for non-negative data with a mass-point at zero and an upper bound 0 0 2 41 6 8 26 235
HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros 1 3 22 112 7 26 106 611
IVQREG2: Stata module to provide structural quantile function estimation 4 30 129 272 35 117 480 999
MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions 3 6 12 195 10 22 91 980
PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation 64 191 803 3,322 318 853 3,482 11,845
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 11 47 162 1,702 84 272 905 7,393
SCLS: Stata module to perform symmetrically censored least squares 0 3 14 219 6 19 103 1,004
XTQREG: Stata module to compute quantile regression with fixed effects 44 126 481 877 123 382 1,480 2,647
Total Software Items 130 416 1,669 7,023 602 1,739 6,905 26,938


Statistics updated 2020-11-03