All Stories

  1. Quantiles via moments

    Article • Journal of Econometrics, November 2019, Elsevier

    Professor Joao M.C. Santos Silva

  2. Dynamic Vector Mode Regression

    Article • Journal of Business and Economic Statistics, February 2019, Taylor & Francis

    Professor Joao M.C. Santos Silva

  3. Quantiles, corners, and the extensive margin of trade

    Article • European Economic Review, October 2016, Elsevier

    Professor Joao M.C. Santos Silva

  4. Quantile Regression with Clustered Data

    Article • Journal of Econometric Methods, January 2016, De Gruyter

    Professor Joao M.C. Santos Silva, Paulo Parente

  5. Testing Competing Models for Non-negative Data with Many Zeros

    Article • Journal of Econometric Methods, January 2015, De Gruyter

    Professor Joao M.C. Santos Silva

  6. Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries

    Article • Oxford Bulletin of Economics and Statistics, December 2014, Wiley

    Professor Joao M.C. Santos Silva

  7. Estimating the extensive margin of trade

    Article • Journal of International Economics, May 2014, Elsevier

    Professor Joao M.C. Santos Silva

  8. Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically

    Article • Oxford Bulletin of Economics and Statistics, December 2013, Wiley

    Professor Joao M.C. Santos Silva

  9. Currency Unions

    Article • January 2013, Elsevier

    Professor Joao M.C. Santos Silva

  10. Identification issues in some double-index models for non-negative data

    Article • Economics Letters, October 2012, Elsevier

    Professor Joao M.C. Santos Silva

  11. Regression towards the mode

    Article • Journal of Econometrics, September 2012, Elsevier

    Professor Joao M.C. Santos Silva

  12. A cautionary note on tests of overidentifying restrictions

    Article • Economics Letters, May 2012, Elsevier

    Professor Joao M.C. Santos Silva, Paulo Parente

  13. On the use of robust regression in econometrics

    Article • Economics Letters, January 2012, Elsevier

    Professor Joao M.C. Santos Silva

  14. Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator

    Article • Economics Letters, August 2011, Elsevier

    Professor Joao M.C. Santos Silva

  15. A Review of Micro-Econometrics: Methods of Moments and Limited Dependent Variables (2nd Ed.) by Lee (Myoung-jae)

    Article • Econometrics Journal, June 2011, Oxford University Press (OUP)

    Professor Joao M.C. Santos Silva

  16. Currency Unions in Prospect and Retrospect

    Article • Annual Review of Economics, September 2010, Annual Reviews

    Professor Joao M.C. Santos Silva

  17. Specification and testing of models estimated by quadrature

    Article • Journal of Applied Econometrics, June 2010, Wiley

    Professor Joao M.C. Santos Silva

  18. On the existence of the maximum likelihood estimates in Poisson regression

    Article • Economics Letters, May 2010, Elsevier

    Professor Joao M.C. Santos Silva

  19. Estimation of default probabilities using incomplete contracts data

    Article • Journal of Empirical Finance, June 2009, Elsevier

    Professor Joao M.C. Santos Silva

  20. Editorial note

    Article • Portuguese Economic Journal, March 2009, Springer Science + Business Media

    Professor Joao M.C. Santos Silva

  21. Time- or state-dependent price setting rules? Evidence from micro data

    Article • European Economic Review, October 2007, Elsevier

    Professor Joao M.C. Santos Silva

  22. A note on variable addition tests for linear and log-linear models

    Article • Economics Letters, June 2007, Elsevier

    Professor Joao M.C. Santos Silva

  23. Hedonic prices indexes for new passenger cars in Portugal (1997–2001)

    Article • Economic Modelling, December 2006, Elsevier

    Professor Joao M.C. Santos Silva

  24. The Log of Gravity

    Article • The Review of Economics and Statistics, November 2006, The MIT Press

    Professor Joao M.C. Santos Silva

  25. A Note on Influence Assessment in Score Tests

    Article • Communication in Statistics- Theory and Methods, June 2006, Taylor & Francis

    Professor Joao M.C. Santos Silva

  26. A NOTE ON IDENTIFICATION WITH AVERAGED DATA

    Article • Econometric Theory, March 2006, Cambridge University Press

    Professor Joao M.C. Santos Silva

  27. Simulation‐based tests for heteroskedasticity in linear regression models: Some further results

    Article • Econometrics Journal, February 2006, Oxford University Press (OUP)

    Professor Joao M.C. Santos Silva

  28. Quantiles for Counts

    Article • Journal of the American Statistical Association, December 2005, Taylor & Francis

    Professor Joao M.C. Santos Silva

  29. On the Fisher–Konieczny index of price changes synchronization

    Article • Economics Letters, May 2005, Elsevier

    Professor Joao M.C. Santos Silva

  30. Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage(2)

    Article • Health Economics, September 2004, Wiley

    Professor Joao M.C. Santos Silva

  31. Two-part multiple spell models for health care demand

    Article • Journal of Econometrics, August 2001, Elsevier

    Professor Joao M.C. Santos Silva

  32. The Chow-Lin method using dynamic models

    Article • Economic Modelling, April 2001, Elsevier

    Professor Joao M.C. Santos Silva

  33. Influence Diagnostics and Estimation Algorithms for Powell's SCLS

    Article • Journal of Business and Economic Statistics, January 2001, Taylor & Francis

    Professor Joao M.C. Santos Silva

  34. A score test for non-nested hypotheses with applications to discrete data models

    Article • Journal of Applied Econometrics, January 2001, Wiley

    Professor Joao M.C. Santos Silva

  35. Glejser's test revisited

    Article • Journal of Econometrics, July 2000, Elsevier

    Professor Joao M.C. Santos Silva