Publications

João M C Santos Silva

44 Articles in international journals with referee

Quantile regression with clustered data
P. M. D. C. Parente and J. M. C. Santos Silva
Journal of Econometric Methods 5, (2016).

Testing competing models for non-negative data with many zeros
J. M. C. Santos Silva, S. Tenreyro and F. A. Windmeijer
Journal of Econometric Methods 4, 29–46 (2015).

Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically
J. M. C. Santos Silva and S. Tenreyro
Oxford Bulletin of Economics and Statistics 77, 93-105 (2015).

Understanding Price Stickiness: Firm-Level Data Evidence on Price Adjustment Lags and their Asymmetries
D. A. Dias, C. R. Marques, F. Martins and J. M. C. Santos Silva
Oxford Bulletin of Economics and Statistics 77, 701-718 (2015).

Estimating the extensive margin of trade
J. M. C. Santos Silva, S. Tenreyro and K. Weia
Journal of International Economics 93, 67-75 (2014).

A cautionary note on tests for overidentifying restrictions
P. M. D. C. Parente and J. M. C. Santos Silva
Economics Letters 115, 314-317 (2012).

Identification issues in some double-index models for non-negative data
G. Papadopoulos and J. M. C. Santos Silva
Economics Letters 117, 365-367 (2012).

On the use of robust regression in econometrics
M. Baldauf and J. M. C. Santos Silva
Economics Letters 114, 124-127 (2012).

Regression towards the mode
G. Kemp and J. M. C. Santos Silva
Journal of Econometrics 170, 92-101 (2012).

Specification and testing of models estimated by quadrature
G. Dhaene and J. M. C. Santos Silva
Journal of Applied Econometrics 27, 322-332 (2012).

Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator
J. M. C. Santos Silva and S. Tenreyro
Economics Letters 112, 220-222 (2011).

Poisson: some convergence issues
J. M. C. Santos Silva and S. Tenreyro
The STATA Journal 11, 207-212 (2011).

Currency unions in prospect and retrospect
J. M. C. Santos Silva and S. Tenreyro
Annual Review of Economics 2, 51-74 (2010).

On the existence of the maximum likelihood estimates in Poisson regression
J. M. C. Santos Silva and S. Tenreyro
Economics Letters 107, 310-312 (2010).

Estimation of default probabilities using incomplete contracts data
J. M. C. Santos Silva and J. Murteira
Journal of Empirical Finance 16, 457-465 (2009).

What can we learn about correlations from multinomial probit estimates?
C. Monfardini and J. M. C. Santos Silva
Economics Bulletin 3, 1-9 (2008).

A note on measuring the importance of the uniform nonsynchronization hypothesis
D. A. Dias, C. Robalo Marques and J. M. C. Santos Silva
Economics Bulletin 4, 1-8 (2007).

A note on variable addition tests for linear and log-linear models
L. G. Godfrey and J. M. C. Santos Silva
Economics Letters 95, 422-427 (2007).

Time- or state-dependent price setting rules? Evidence from micro data
D. A. Dias, C. Robalo Marques and J. M. C. Santos Silva
European Economic Review 51, 1589-1613 (2007).

A note on identification with averaged data
J. A. F. Machado and J. M. C. Santos Silva
Econometric Theory 22, 537-541 (2006).

A note on influence assessment in score tests
J. M. C. Santos Silva
Communications in Statistics: Theory and Methods 35, 1243-1256 (2006).

Hedonic prices indexes for new passenger cars in Portugal (1997–2001)
H. J. Reis and J. M. C. Santos Silva
Economic Modelling 23, 890-908 (2006).

Simulation-based tests for heteroskedasticity in linear regression models: Some further results
L. G. Godfrey, C. D. Orme and J. M. C. Santos Silva
Econometrics Journal 9, 76-97 (2006).

The log of gravity
J. M. C. Santos Silva and S. Tenreyro
The Review of Economics and Statistics 88, 641-658 (2006).

On the Fisher–Konieczny index of price changes synchronization
D. A. Dias, C. Robalo Marques, P. D. Neves and J. M. C. Santos Silva
Economics Letters 87, 279-283 (2005).

Quantiles for counts
J. A. F. Machado and J. M. C. Santos Silva
Journal of the American Statistical Association 100, 1226-1237 (2005).

Bootstrap tests of nonnested hypotheses: some further results
L. G. Godfrey and J. M. C. Santos Silva
Econometric Reviews 23, 325-340 (2004).

Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2)
J. M. C. Santos Silva
Health Economics 13, 913-918 (2004).

A note on the estimation of mixture models under endogenous sampling
J. M. C. Santos Silva
Econometrics Journal 6, 46-52 (2003).

Taste variation in discrete choice models
A. Chesher and J. M. C. Santos Silva
The Review of Economic Studies 69, 147-168 (2002).

A score test for non-nested hypotheses with applications to discrete data models
J. M. C. Santos Silva
Journal of Applied Econometrics 16, 577-597 (2001).

Influence diagnostics and estimation algorithms for Powell's SCLS
J. M. C. Santos Silva
Journal of Business and Economic Statistics 19, 55-62 (2001).

The Chow-Lin method using dynamic models
J. M. C. Santos Silva and F. Cardoso
Economic Modelling 18, 269-280 (2001).

Two-part multiple spell models for health care demand
J. M. C. Santos Silva and F. A. Windmeijer
Journal of Econometrics 104, 67-89 (2001).

A modified Hurdle model for completed fertility
J. M. C. Santos Silva and F. Covas
Journal of Population Economics 13, 173-188 (2000).

Does the link matter?
J. M. C. Santos Silva
Econometric Theory 16, 794-795 (2000).

Glejser's test revisited
J. A. F. Machado and J. M. C. Santos Silva
Journal of Econometrics 97, 189-202 (2000).

Does the link matter?
J. M. C. Santos Silva
Econometric Theory 15, 778 (1999).

A consistent estimator for truncated Poisson models with specification error
J. M. C. Santos Silva
Econometric Theory 14, 382-383 (1998).

A consistent estimator for truncated Poisson models with specification error
J. M. C. Santos Silva
Econometric Theory 13, 605-605 (1997).

Estimation of count data models with endogenous regressors; An application to demand for health care
F. A. Windmeijer and J. M. C. Santos Silva
Journal of Applied Econometrics 12, 281-294 (1997).

Generalized Poisson regression for positive count data
J. M. C. Santos Silva
Communications in Statistics: Simulation and Computation 26, 1089-1102 (1997).

Unobservables in count data models for on-site samples
J. M. C. Santos Silva
Economics Letters 54, 217-222 (1997).

A note on the score test for neglected heterogeneity in the truncated normal regression model
J. M. C. Santos Silva
Economics Letters 43, 11-14 (1993).