The Log of Gravity at 15
João Santos Silva, Silvana Tenreyro
Portuguese Economic Journal, vol. 21, 2022, p. 423-437.

Dynamic Vector Mode Regression
Gordon C. R. Kemp, Paulo Parente, João Santos Silva
Journal of Business and Economic Statistics, vol. 38, 2020, p. 647-661.

Quantiles via Moments
José Machado, João Santos Silva
Journal of Econometrics, vol. 213, 2019, p. 145-173.

Quantiles, Corners, and the Extensive Margin of Trade
José Machado, João Santos Silva, Kehai Wei
European Economic Review, vol. 89, 2016, p. 73-84.

Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically
João Santos Silva, Silvana Tenreyro
Oxford Bulletin of Economics and Statistics, vol. 77, 2015, p. 93-105.

Understanding Price Stickiness: Firm-Level Evidence on Price Adjustment Lags and Their Asymmetries
Daniel Dias, Carlos Robalo Marques, Fernando Martins, João Santos Silva
Oxford Bulletin of Economics and Statistics, vol. 77, 2015, p. 701-718.

Estimating the Extensive Margin of Trade
João Santos Silva, Silvana Tenreyro, Kehai Wei
Journal of International Economics, vol. 93, 2014, p. 67-75.

A Cautionary Note on Tests of Overidentifying Restrictions
Paulo Parente, João Santos Silva
Economics Letters, vol. 115, 2012, p. 314-317.

Identification Issues in Some Double-Index Models for Non-negative Data
João Santos Silva, Georgios Papadopoulos
Economics Letters, vol. 117, 2012, p. 365-367.

On the Use of Robust Regression in Econometrics
João Santos Silva, Markus Baldauf
Economics Letters, vol. 114, 2012, p. 124-127.

Regression towards the Mode
João Santos Silva, Gordon C. R. Kemp
Journal of Econometrics, vol. 170, 2012, p. 92-101.

Specification and Testing of Models Estimated by Quadrature
João Santos Silva, Geert Dhaene
Journal of Applied Econometrics, vol. 27, 2012, p. 322-332.

Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator
João Santos Silva, Silvana Tenreyro
Economics Letters, vol. 112, 2011, p. 220-222.

On the Existence of the Maximum Likelihood Estimates in Poisson Regression
João Santos Silva, Silvana Tenreyro
Economics Letters, vol. 107, 2010, p. 310-312.

Estimation of Default Probabilities Using Incomplete Contracts Data
João Santos Silva, José Murteira
Journal Of Empirical Finance, vol. 16, 2009, p. 457-465.

A Note on Measuring the Importance of the Uniform Nonsynchronization Hypothesis
Daniel Dias, Carlos Robalo Marques, João Santos Silva
Economics Bulletin, vol. 4, 2007, p. 1-8.

A Note on Variable Addition Tests for Linear and Log-Linear Models
Leslie Godfrey, João Santos Silva
Economics Letters, vol. 95, 2007, p. 422-427.

Time- or State-Dependent Price Setting Rules? Evidence from Micro Data
Daniel Dias, Carlos Robalo Marques, João Santos Silva
European Economic Review, vol. 51, 2007, p. 1589-1613.

A Note on Identification with Averaged Data
José Machado, João Santos Silva
Econometric Theory, vol. 22, 2006, p. 537-541.

Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001)
Hugo Reis, João Santos Silva
Economic Modelling, vol. 23, 2006, p. 890-908.

Simulation-Based Tests for Heteroskedasticity in Linear Regression Models: Some Further Results
Leslie Godfrey, Chris Orme, João Santos Silva
Econometrics Journal, vol. 9, 2006, p. 76-97.

The Log of Gravity
João Santos Silva, Silvana Tenreyro
Review of Economics and Statistics, vol. 88, 2006, p. 641-658.

On the Fisher-Konieczny Index of Price Changes Synchronization
Daniel Dias, Carlos Robalo Marques, Pedro Neves, João Santos Silva
Economics Letters, vol. 87, 2005, p. 279-283.

Quantiles for Counts
José Machado, João Santos Silva
Journal of the American Statistical Association, vol. 100, 2005, p. 1226-1237.

Bootstrap Tests of Nonnested Hypotheses: Some Further Results
Leslie Godfrey, João Santos Silva
Econometric Reviews, vol. 23, 2004, p. 325-340.

A Note on the Estimation of Mixture Models under Endogenous Sampling
João Santos Silva
Econometrics Journal, vol. 6, 2003, p. 46-52.

Taste Variation in Discrete Choice Models
Andrew Chesher, João Santos Silva
Review Of Economic Studies, vol. 69, 2002, p. 147-168.

A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models
João Santos Silva
Journal of Applied Econometrics, vol. 16, 2001, p. 577-597.

Influence Diagnostics and Estimation Algorithms for Powell's SCLS
João Santos Silva
Journal of Business and Economic Statistics, vol. 19, 2001, p. 55-62.

The Chow-Lin Method Using Dynamic Models
João Santos Silva, Fátima Nóbrega Cardoso
Economic Modelling, vol. 18, 2001, p. 269-280.

Two-Part Multiple Spell Models for Health Care Demand
João Santos Silva, Frank Windmeijer
Journal of Econometrics, vol. 104, 2001, p. 67-89.

A Modified Hurdle Model for Completed Fertility
João Santos Silva, Francisco Covas
Journal of Population Economics, vol. 13, 2000, p. 173-188.

Glejser's Test Revisited
José Machado, João Santos Silva
Journal of Econometrics, vol. 97, 2000, p. 189-202.

Endogeneity in Count Data Models: An Application to Demand for Health Care
Frank Windmeijer, João Santos Silva
Journal of Applied Econometrics, vol. 12, 1997, p. 281-294.

Unobservables in Count Data Models for on-site Samples
João Santos Silva
Economics Letters, vol. 54, 1997, p. 217-220.

A Note on the Score Test for Neglected Heterogeneity in the Truncated Normal Regression Model
João Santos Silva
Economics Letters, vol. 43, 1993, p. 11-14.