Trade, Gravity, and Aggregation 20.12
Holger Breinlich, Dennis Novy, João Santos Silva
Review of Economics and Statistics, vol. 106, 2024, p. 1418-1426.

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.

Taste Variation in Discrete Choice Models 39.82
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 41.92
João Santos Silva
Journal of Applied Econometrics, vol. 16, 2001, p. 577-597.

Influence Diagnostics and Estimation Algorithms for Powell's SCLS 48.88
João Santos Silva
Journal of Business and Economic Statistics, vol. 19, 2001, p. 55-62.

The Chow-Lin Method Using Dynamic Models 13.19
João Santos Silva, Fátima Nóbrega Cardoso
Economic Modelling, vol. 18, 2001, p. 269-280.

Two-Part Multiple Spell Models for Health Care Demand 28.01
João Santos Silva, Frank Windmeijer
Journal of Econometrics, vol. 104, 2001, p. 67-89.

A Modified Hurdle Model for Completed Fertility 18.43
João Santos Silva, Francisco Covas
Journal of Population Economics, vol. 13, 2000, p. 173-188.

Glejser's Test Revisited 28.01
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 20.96
Frank Windmeijer, João Santos Silva
Journal of Applied Econometrics, vol. 12, 1997, p. 281-294.

Unobservables in Count Data Models for on-site Samples 32.81
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 32.81
João Santos Silva
Economics Letters, vol. 43, 1993, p. 11-14.