The Log of Gravity at 15 1.91
João Santos Silva, Silvana Tenreyro
Portuguese Economic Journal, vol. 21, 2022, p. 423-437.

Dynamic Vector Mode Regression 16.29
Gordon C. R. Kemp, Paulo Parente, João Santos Silva
Journal of Business and Economic Statistics, vol. 38, 2020, p. 647-661.

Quantiles via Moments 28.01
José Machado, João Santos Silva
Journal of Econometrics, vol. 213, 2019, p. 145-173.

Quantiles, Corners, and the Extensive Margin of Trade 15.91
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 18.69
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 9.34
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 18.11
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 16.4
Paulo Parente, João Santos Silva
Economics Letters, vol. 115, 2012, p. 314-317.

Identification Issues in Some Double-Index Models for Non-negative Data 16.4
João Santos Silva, Georgios Papadopoulos
Economics Letters, vol. 117, 2012, p. 365-367.

On the Use of Robust Regression in Econometrics 16.4
João Santos Silva, Markus Baldauf
Economics Letters, vol. 114, 2012, p. 124-127.

Regression towards the Mode 28.01
João Santos Silva, Gordon C. R. Kemp
Journal of Econometrics, vol. 170, 2012, p. 92-101.

Specification and Testing of Models Estimated by Quadrature 20.96
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 16.4
João Santos Silva, Silvana Tenreyro
Economics Letters, vol. 112, 2011, p. 220-222.

On the Existence of the Maximum Likelihood Estimates in Poisson Regression 16.4
João Santos Silva, Silvana Tenreyro
Economics Letters, vol. 107, 2010, p. 310-312.

Estimation of Default Probabilities Using Incomplete Contracts Data 15.79
João Santos Silva, José Murteira
Journal Of Empirical Finance, vol. 16, 2009, p. 457-465.

A Note on Variable Addition Tests for Linear and Log-Linear Models 16.4
Leslie Godfrey, João Santos Silva
Economics Letters, vol. 95, 2007, p. 422-427.

Time- or State-Dependent Price Setting Rules? Evidence from Micro Data 15.91
Daniel Dias, Carlos Robalo Marques, João Santos Silva
European Economic Review, vol. 51, 2007, p. 1589-1613.

A Note on Identification with Averaged Data 20.71
José Machado, João Santos Silva
Econometric Theory, vol. 22, 2006, p. 537-541.

Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001) 13.19
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 9.64
Leslie Godfrey, Chris Orme, João Santos Silva
Econometrics Journal, vol. 9, 2006, p. 76-97.

The Log of Gravity 30.19
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 8.2
Daniel Dias, Carlos Robalo Marques, Pedro Neves, João Santos Silva
Economics Letters, vol. 87, 2005, p. 279-283.

Quantiles for Counts 22.66
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 15.03
Leslie Godfrey, João Santos Silva
Econometric Reviews, vol. 23, 2004, p. 325-340.

A Note on the Estimation of Mixture Models under Endogenous Sampling 28.93
João Santos Silva
Econometrics Journal, vol. 6, 2003, p. 46-52.