Trade, Gravity, and Aggregation
12.5
Holger Breinlich,
Dennis Novy,
João Santos Silva
Review of Economics and Statistics,
vol. 106, 2024, p. 1418-1426.
Dynamic Vector Mode Regression
12.5
Gordon C. R. Kemp,
Paulo Parente,
João Santos Silva
Journal of Business and Economic Statistics,
vol. 38, 2020, p. 647-661.
Quantiles via Moments
25.0
José Machado,
João Santos Silva
Journal of Econometrics,
vol. 213, 2019, p. 145-173.
Quantiles, Corners, and the Extensive Margin of Trade
12.5
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
18.75
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
9.38
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
12.5
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
10.0
Paulo Parente,
João Santos Silva
Economics Letters,
vol. 115, 2012, p. 314-317.
Identification Issues in Some Double-Index Models for Non-negative Data
10.0
João Santos Silva,
Georgios Papadopoulos
Economics Letters,
vol. 117, 2012, p. 365-367.
On the Use of Robust Regression in Econometrics
10.0
João Santos Silva,
Markus Baldauf
Economics Letters,
vol. 114, 2012, p. 124-127.
Regression towards the Mode
25.0
João Santos Silva,
Gordon C. R. Kemp
Journal of Econometrics,
vol. 170, 2012, p. 92-101.
Specification and Testing of Models Estimated by Quadrature
18.75
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
10.0
João Santos Silva,
Silvana Tenreyro
Economics Letters,
vol. 112, 2011, p. 220-222.
On the Existence of the Maximum Likelihood Estimates in Poisson Regression
10.0
João Santos Silva,
Silvana Tenreyro
Economics Letters,
vol. 107, 2010, p. 310-312.
Estimation of Default Probabilities Using Incomplete Contracts Data
5.0
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
10.0
Leslie Godfrey,
João Santos Silva
Economics Letters,
vol. 95, 2007, p. 422-427.
Time- or State-Dependent Price Setting Rules? Evidence from Micro Data
12.5
Daniel Dias,
Carlos Robalo Marques,
João Santos Silva
European Economic Review,
vol. 51, 2007, p. 1589-1613.
A Note on Identification with Averaged Data
18.75
José Machado,
João Santos Silva
Econometric Theory,
vol. 22, 2006, p. 537-541.
Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001)
5.0
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
12.5
Leslie Godfrey,
Chris Orme,
João Santos Silva
Econometrics Journal,
vol. 9, 2006, p. 76-97.
The Log of Gravity
18.75
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
5.0
Daniel Dias,
Carlos Robalo Marques,
Pedro Neves,
João Santos Silva
Economics Letters,
vol. 87, 2005, p. 279-283.
Quantiles for Counts
25.0
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
10.0
Leslie Godfrey,
João Santos Silva
Econometric Reviews,
vol. 23, 2004, p. 325-340.
A Note on the Estimation of Mixture Models under Endogenous Sampling
37.5
João Santos Silva
Econometrics Journal,
vol. 6, 2003, p. 46-52.
Taste Variation in Discrete Choice Models
25.0
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
37.5
João Santos Silva
Journal of Applied Econometrics,
vol. 16, 2001, p. 577-597.
Influence Diagnostics and Estimation Algorithms for Powell's SCLS
37.5
João Santos Silva
Journal of Business and Economic Statistics,
vol. 19, 2001, p. 55-62.
The Chow-Lin Method Using Dynamic Models
5.0
João Santos Silva,
Fátima Nóbrega Cardoso
Economic Modelling,
vol. 18, 2001, p. 269-280.
Two-Part Multiple Spell Models for Health Care Demand
25.0
João Santos Silva,
Frank Windmeijer
Journal of Econometrics,
vol. 104, 2001, p. 67-89.
A Modified Hurdle Model for Completed Fertility
10.0
João Santos Silva,
Francisco Covas
Journal of Population Economics,
vol. 13, 2000, p. 173-188.
Glejser's Test Revisited
25.0
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
18.75
Frank Windmeijer,
João Santos Silva
Journal of Applied Econometrics,
vol. 12, 1997, p. 281-294.
Unobservables in Count Data Models for on-site Samples
20.0
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
20.0
João Santos Silva
Economics Letters,
vol. 43, 1993, p. 11-14.