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João M.C. Santos Silva
(Joao M.C. Santos Silva)

Personal Details

First Name:Joao
Middle Name:M.C.
Last Name:Santos Silva
Suffix:
RePEc Short-ID:psa51
[This author has chosen not to make the email address public]
http://www.surrey.ac.uk/economics/people/joao_santos_silva/index.htm
Terminal Degree:1992 School of Economics; University of Bristol (from RePEc Genealogy)

Affiliation

School of Economics
University of Surrey

Guildford, United Kingdom
http://www.surrey.ac.uk/school-economics
RePEc:edi:desuruk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Holger Breinlich & Valentina Corradi & Nadia Rocha & Michele Ruta & João Santos Silva & Tom Zylkin, 2023. "Deep trade agreements: proliferation, provisions, impact," CentrePiece - The magazine for economic performance 650, Centre for Economic Performance, LSE.
  2. Silva, J.M.C. Santos & Tenreyo, Silvana, 2022. "The Log of Gravity at 15," LSE Research Online Documents on Economics 112437, London School of Economics and Political Science, LSE Library.
  3. Holger Breinlich & Valentina Corradi & Nadia Rocha & Michele Ruta & J.M.C. Santos Silva & Tom Zylkin, 2021. "Machine learning in international trade research - evaluating the impact of trade agreements," CEP Discussion Papers dp1776, Centre for Economic Performance, LSE.
  4. Holger Breinlich & Dennis Novy & J.M.C. Santos Silva, 2021. "Trade, gravity and aggregation," CEP Discussion Papers dp1802, Centre for Economic Performance, LSE.
  5. João Santos Silva, 2019. "Quantile regression: Basics and recent advances," London Stata Conference 2019 27, Stata Users Group.
  6. João M. C. Santos Silva, 2017. "Local maxima in the estimation of the ZINB and sample selection models," United Kingdom Stata Users' Group Meetings 2017 07, Stata Users Group.
  7. Gordon Kemp & João Santos Silva, 2016. "Partial effects in fixed-effects models," United Kingdom Stata Users' Group Meetings 2016 06, Stata Users Group.
  8. Santos Silva, J.M.C & Tenreyro, Silvana & Wei, Kehai, 2015. "Estimating the Extensive Margin of Trade," CEPR Discussion Papers 10787, C.E.P.R. Discussion Papers.
  9. João Santos Silva, 2015. "Robust covariance estimation for quantile regression," United Kingdom Stata Users' Group Meetings 2015 10, Stata Users Group.
  10. Kemp, GCR & Parente, PMDC & Santos Silva, JMC, 2015. "Dynamic Vector Mode Regression," Economics Discussion Papers 13793, University of Essex, Department of Economics.
  11. Silva, João M. C. Santos & Tenreyro, Silvana & Windmeijer, Frank, 2015. "Testing competing models for non-negative data with many zeros," LSE Research Online Documents on Economics 63663, London School of Economics and Political Science, LSE Library.
  12. Parente, Paulo M D C & Santos Silva, Joao M C, 2013. "Quantile regression with clustered data," Economics Discussion Papers 8976, University of Essex, Department of Economics.
  13. Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C. & Martins, Fernando, 2011. "Why are some prices stickier than others? Firm-data evidence on price adjustment lags," Working Paper Series 1306, European Central Bank.
  14. Santos Silva, Joao M C & Tenreyro, Silvana, 2011. "poisson: Some convergence issues," Economics Discussion Papers 3534, University of Essex, Department of Economics.
  15. Parente, Paulo M D C & Santos Silva, Joao M C, 2011. "A cautionary note on tests for overidentifying restrictions," Economics Discussion Papers 3532, University of Essex, Department of Economics.
  16. J. M. C. Santos Silva & Silvana Tenreyro, 2010. "Currency Unions in Prospect and Retrospect," CEP Discussion Papers dp0986, Centre for Economic Performance, LSE.
  17. Joao Santos Silva Santos Silva & Silvana Tenreyro & Frank Windmeijer, 2010. "Is it different for zeros? Discriminating between models for non-negative data with many zeros," CeMMAP working papers CWP20/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  18. Joao Santos Silva & Silvana Tenreyro, 2010. "Has the euro increased trade?," CentrePiece - The magazine for economic performance 320, Centre for Economic Performance, LSE.
  19. Kemp, GCR & Santos Silva, JMC, 2010. "Regression towards the mode," Economics Discussion Papers 5757, University of Essex, Department of Economics.
  20. Baldauf, Markus & Santos Silva, Joao M C, 2009. "On the use of robust regression in econometrics," Economics Discussion Papers 3543, University of Essex, Department of Economics.
  21. J. M. C. Santos Silva & Silvana Tenreyro, 2009. "Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically," CEP Discussion Papers dp0935, Centre for Economic Performance, LSE.
  22. J. M. C. Santos Silva & Silvana Tenreyro, 2009. "On the Existence of the Maximum Likelihood Estimates for Poisson Regression," CEP Discussion Papers dp0932, Centre for Economic Performance, LSE.
  23. J. M. C. Santos Silva & Silvana Tenreyro, 2009. "Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator," CEP Discussion Papers dp0933, Centre for Economic Performance, LSE.
  24. Papadopoulos, Georgios & Santos Silva, Joao M C, 2008. "Identification issues in models for underreported counts," Economics Discussion Papers 3552, University of Essex, Department of Economics.
  25. Dhaene, Geert & Santos Silva, Joao M C, 2008. "Specification and Testing of Models Estimated by Quadrature," Economics Discussion Papers 3549, University of Essex, Department of Economics.
  26. Machado, Jose A F & Santos Silva, Joao M C, 2008. "Quantiles for Fractions and Other Mixed Data," Economics Discussion Papers 3550, University of Essex, Department of Economics.
  27. Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C., 2006. "Measuring the importance of the uniform nonsynchronization hypothesis," Working Paper Series 606, European Central Bank.
  28. C. Monfardini & J.M.C. Santos Silva, 2006. "What can we learn about correlations from multinomial probit estimates?," Working Papers 558, Dipartimento Scienze Economiche, Universita' di Bologna.
  29. Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C., 2005. "Time or state dependent price setting rules? Evidence from Portuguese micro data," Working Paper Series 511, European Central Bank.
  30. Joao Santos Silva & Silvana Tenreyro, 2005. "The Log of Gravity," CEP Discussion Papers dp0701, Centre for Economic Performance, LSE.
  31. J.M.C. Santos Silva, 2005. "A Note On Influence Assessment In Score Tests," Econometrics 0511008, University Library of Munich, Germany, revised 12 Nov 2005.
  32. Isabel Proenca & Joao Santos Silva, 2005. "Parametric and semiparametric specification tests for binary choice models: a comparative simulation study," Econometrics 0508008, University Library of Munich, Germany.
  33. Daniel Dias, 2004. "On the Fisher-Konieczny Index of Price Changes Synchronization," Working Papers w200407, Banco de Portugal, Economics and Research Department.
  34. J. M. C. Santos Silva & Silvana Tenreyro, 2003. "Gravity-defying trade," Working Papers 03-1, Federal Reserve Bank of Boston.
  35. Jose A. F. Machado Machado & Joao Santos Silva Santos Silva, 2002. "Quantiles for counts," CeMMAP working papers CWP22/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  36. Hugo Reis & J.M.C.Santos Silva, 2002. "Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001)," Working Papers w200210, Banco de Portugal, Economics and Research Department.
  37. José Ferreira Machado, 2001. "Identification with Averaged Data and Implications for Hedonic Regression Studies," Working Papers w200110, Banco de Portugal, Economics and Research Department.
  38. J. M. R. Murteira & Joao M. C. Santos Silva, 2000. "Estimation of Default Probabilities Using Incomplete Contracts Data," Econometric Society World Congress 2000 Contributed Papers 1121, Econometric Society.
  39. Joao Santos Silva Santos Silva & Frank Windmeijer, 1999. "Two-part multiple spell models for health care demand," IFS Working Papers W99/02, Institute for Fiscal Studies.
  40. J M C Santos Silva, 1996. "A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models," Discussion Papers 96-28 ISSN 1350-6722, University College London, Department of Economics.
  41. Frank Windmeijer & Joao Santos Silva Santos Silva, 1996. "Endogeneity in count data models; an application to demand for health care," IFS Working Papers W96/15, Institute for Fiscal Studies.

Articles

  1. Holger Breinlich & Dennis Novy & J. M. C. Santos Silva, 2024. "Trade, Gravity, and Aggregation," The Review of Economics and Statistics, MIT Press, vol. 106(5), pages 1418-1426, September.
  2. J. M. C. Santos Silva & Silvana Tenreyro, 2022. "The Log of Gravity at 15," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(3), pages 423-437, September.
  3. Gordon C. R. Kemp & Paulo M. D. C. Parente & J. M. C. Santos Silva, 2020. "Dynamic Vector Mode Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 647-661, July.
  4. Machado, José A.F. & Santos Silva, J.M.C., 2019. "Quantiles via moments," Journal of Econometrics, Elsevier, vol. 213(1), pages 145-173.
  5. Parente Paulo M.D.C. & Santos Silva João M.C., 2016. "Quantile Regression with Clustered Data," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 1-15, January.
  6. Machado, José A.F. & Santos Silva, J.M.C. & Wei, Kehai, 2016. "Quantiles, corners, and the extensive margin of trade," European Economic Review, Elsevier, vol. 89(C), pages 73-84.
  7. Silva João M. C. Santos & Tenreyro Silvana & Windmeijer Frank, 2015. "Testing Competing Models for Non-negative Data with Many Zeros," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 29-46, January.
  8. Daniel A. Dias & Carlos Robalo Marques & Fernando Martins & J. M. C. Santos Silva, 2015. "Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(5), pages 701-718, October.
  9. J. M. C. Santos Silva & Silvana Tenreyro, 2015. "Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 93-105, February.
  10. Santos Silva, J.M.C. & Tenreyro, Silvana & Wei, Kehai, 2014. "Estimating the extensive margin of trade," Journal of International Economics, Elsevier, vol. 93(1), pages 67-75.
  11. Baldauf, Markus & Santos Silva, J.M.C., 2012. "On the use of robust regression in econometrics," Economics Letters, Elsevier, vol. 114(1), pages 124-127.
  12. Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012. "Regression towards the mode," Journal of Econometrics, Elsevier, vol. 170(1), pages 92-101.
  13. Geert Dhaene & J. M. C. Santos Silva, 2012. "Specification and testing of models estimated by quadrature," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(2), pages 322-332, March.
  14. Parente, Paulo M.D.C. & Santos Silva, J.M.C., 2012. "A cautionary note on tests of overidentifying restrictions," Economics Letters, Elsevier, vol. 115(2), pages 314-317.
  15. Papadopoulos, Georgios & Santos Silva, J.M.C., 2012. "Identification issues in some double-index models for non-negative data," Economics Letters, Elsevier, vol. 117(1), pages 365-367.
  16. Santos Silva, J.M.C. & Tenreyro, Silvana, 2011. "Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator," Economics Letters, Elsevier, vol. 112(2), pages 220-222, August.
  17. João M. C. Santos Silva, 2011. "A Review of Micro‐Econometrics: Methods of Moments and Limited Dependent Variables (2nd Ed.) by L ee (M young‐jae )," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 1-4, July.
  18. J. M. C. Santos Silva & Silvana Tenreyro, 2011. "poisson: Some convergence issues," Stata Journal, StataCorp LP, vol. 11(2), pages 215-225, June.
  19. Santos Silva, J.M.C. & Tenreyro, Silvana, 2010. "On the existence of the maximum likelihood estimates in Poisson regression," Economics Letters, Elsevier, vol. 107(2), pages 310-312, May.
  20. J.M.C. Santos Silva & Silvana Tenreyro, 2010. "Currency Unions in Prospect and Retrospect," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 51-74, September.
  21. Santos Silva, J.M.C. & Murteira, J.M.R., 2009. "Estimation of default probabilities using incomplete contracts data," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 457-465, June.
  22. Paulo Brito & João Santos Silva, 2009. "Editorial note," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 8(1), pages 1-2, April.
  23. Chiara Monfardini & Joao Santos Silva, 2008. "What can we learn about correlations from multinomial probit estimates?," Economics Bulletin, AccessEcon, vol. 3(28), pages 1-9.
  24. J.M.C. Santos Silva & Carlos Robalo Marques & Daniel Dias, 2007. "A note on measuring the importance of the uniform nonsynchronization hypothesis," Economics Bulletin, AccessEcon, vol. 4(6), pages 1-8.
  25. Godfrey, L.G. & Santos Silva, J.M.C., 2007. "A note on variable addition tests for linear and log-linear models," Economics Letters, Elsevier, vol. 95(3), pages 422-427, June.
  26. Dias, D.A. & Marques, C. Robalo & Santos Silva, J.M.C., 2007. "Time- or state-dependent price setting rules? Evidence from micro data," European Economic Review, Elsevier, vol. 51(7), pages 1589-1613, October.
  27. J. M. C. Santos Silva & Silvana Tenreyro, 2006. "The Log of Gravity," The Review of Economics and Statistics, MIT Press, vol. 88(4), pages 641-658, November.
  28. L. G. Godfrey & C. D. Orme & J. M. C. Santos Silva, 2006. "Simulation-based tests for heteroskedasticity in linear regression models: Some further results," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 76-97, March.
  29. Reis, Hugo J. & Santos Silva, J.M.C., 2006. "Hedonic prices indexes for new passenger cars in Portugal (1997-2001)," Economic Modelling, Elsevier, vol. 23(6), pages 890-908, December.
  30. Machado, José A.F. & Santos Silva, J.M.C., 2006. "A Note On Identification With Averaged Data," Econometric Theory, Cambridge University Press, vol. 22(3), pages 537-541, June.
  31. Machado, Jose A.F. & Silva, J. M. C. Santos, 2005. "Quantiles for Counts," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1226-1237, December.
  32. L. G. Godfrey & J. M. C. Santos Silva, 2005. "Bootstrap Tests of Nonnested Hypotheses: Some Further Results," Econometric Reviews, Taylor & Francis Journals, vol. 23(4), pages 325-340.
  33. Dias, D.A. & Robalo Marques, C. & Neves, P.D. & Santos Silva, J.M.C., 2005. "On the Fisher-Konieczny index of price changes synchronization," Economics Letters, Elsevier, vol. 87(2), pages 279-283, May.
  34. J.M.C. Santos Silva, 2004. "Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2)," Health Economics, John Wiley & Sons, Ltd., vol. 13(9), pages 913-918, September.
  35. J. M. C. Santos Silva, 2003. "A note on the estimation of mixture models under endogenous sampling," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 46-52, June.
  36. João M. C. Santos Silva & Frank Windmeijer, 2002. "Microeconometrics: Editors’ introduction," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 89-90, August.
  37. Andrew Chesher & J. M. C. Santos Silva, 2002. "Taste Variation in Discrete Choice Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 69(1), pages 147-168.
  38. J. M. C. Santos Silva, 2001. "A score test for non-nested hypotheses with applications to discrete data models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 577-597.
  39. Santos Silva, J. M. C. & Cardoso, F. N., 2001. "The Chow-Lin method using dynamic models," Economic Modelling, Elsevier, vol. 18(2), pages 269-280, April.
  40. Santos Silva, J M C, 2001. "Influence Diagnostics and Estimation Algorithms for Powell's SCLS," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 55-62, January.
  41. Santos Silva, Joao M. C. & Windmeijer, Frank, 2001. "Two-part multiple spell models for health care demand," Journal of Econometrics, Elsevier, vol. 104(1), pages 67-89, August.
  42. Machado, Jose A. F. & Silva, J. M. C. Santos, 2000. "Glejser's test revisited," Journal of Econometrics, Elsevier, vol. 97(1), pages 189-202, July.
  43. Francisco Covas & J.M.C. Santos Silva, 2000. "A modified hurdle model for completed fertility," Journal of Population Economics, Springer;European Society for Population Economics, vol. 13(2), pages 173-188.
  44. Windmeijer, F A G & Silva, J M C Santos, 1997. "Endogeneity in Count Data Models: An Application to Demand for Health Care," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(3), pages 281-294, May-June.
  45. Santos Silva, J. M. C., 1997. "Unobservables in count data models for on-site samples," Economics Letters, Elsevier, vol. 54(3), pages 217-220, July.
  46. Santos Silva, J. M. C., 1993. "A note on the score test for neglected heterogeneity in the truncated normal regression model," Economics Letters, Elsevier, vol. 43(1), pages 11-14.
    RePEc:ptu:bdpart:b200914 is not listed on IDEAS
    RePEc:ptu:bdpart:b199905 is not listed on IDEAS

Software components

  1. J.A.F. Machado & J.M.C. Santos Silva, 2018. "IVQREG2: Stata module to provide structural quantile function estimation," Statistical Software Components S458571, Boston College Department of Economics, revised 06 Mar 2023.
  2. J.A.F. Machado & J.M.C. Santos Silva, 2018. "XTQREG: Stata module to compute quantile regression with fixed effects," Statistical Software Components S458523, Boston College Department of Economics, revised 13 Oct 2021.
  3. J.A.F. Machado & J.M.C. Santos Silva & Kehai Wei, 2016. "FQREG: Stata module to estimate quantile regression for non-negative data with a mass-point at zero and an upper bound," Statistical Software Components S458192, Boston College Department of Economics.
  4. J.M.C. Santos Silva, 2016. "AEXTLOGIT: Stata module to compute average elasticities for fixed effects logit," Statistical Software Components S458254, Boston College Department of Economics, revised 30 Apr 2020.
  5. J.M.C. Santos Silva & Silvana Tenreyro & Frank Windmeijer, 2015. "HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros," Statistical Software Components S457963, Boston College Department of Economics.
  6. J.M.C. Santos Silva & Silvana Tenreyro, 2015. "PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation," Statistical Software Components S458102, Boston College Department of Economics.
  7. J.M.C. Santos Silva & Silvana Tenreyro & Kehai Wei, 2013. "FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data," Statistical Software Components S457735, Boston College Department of Economics, revised 25 Jun 2016.
  8. J.M.C. Santos Silva, 2012. "SCLS: Stata module to perform symmetrically censored least squares," Statistical Software Components S457402, Boston College Department of Economics.
  9. J.A.F. Machado & J.M.C. Santos Silva, 2011. "MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions," Statistical Software Components S457370, Boston College Department of Economics, revised 01 May 2012.
  10. J.A.F. Machado & P.M.D.C Parente & J.M.C. Santos Silva, 2011. "QREG2: Stata module to perform quantile regression with robust and clustered standard errors," Statistical Software Components S457369, Boston College Department of Economics, revised 02 Mar 2021.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Portuguese Economists
  2. Stata Users Group

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 31 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-INT: International Trade (15) 2005-12-01 2005-12-09 2009-06-17 2010-07-10 2015-02-05 2015-08-30 2021-04-12 2021-09-27 2022-04-25 2022-05-02 2022-06-20 2022-06-27 2022-11-14 2022-12-12 2023-04-10. Author is listed
  2. NEP-ECM: Econometrics (14) 2003-03-13 2003-03-13 2005-08-13 2005-11-12 2005-12-01 2006-09-03 2009-06-17 2009-06-17 2010-08-06 2011-11-14 2015-09-26 2015-09-26 2016-02-12 2021-09-27. Author is listed
  3. NEP-CMP: Computational Economics (5) 2003-03-10 2003-04-27 2022-04-25 2022-06-27 2022-11-14. Author is listed
  4. NEP-BIG: Big Data (4) 2021-04-12 2022-04-25 2022-06-27 2022-11-14
  5. NEP-CBA: Central Banking (3) 2010-07-10 2011-03-12 2011-04-02
  6. NEP-COM: Industrial Competition (2) 2011-03-12 2011-04-02
  7. NEP-DCM: Discrete Choice Models (2) 2005-08-13 2006-09-03
  8. NEP-HME: Heterodox Microeconomics (2) 2011-03-12 2011-04-02
  9. NEP-BEC: Business Economics (1) 2011-03-12
  10. NEP-GER: German Papers (1) 2015-08-30
  11. NEP-HEA: Health Economics (1) 2000-02-14
  12. NEP-IFN: International Finance (1) 2010-07-10
  13. NEP-ISF: Islamic Finance (1) 2021-09-27
  14. NEP-MON: Monetary Economics (1) 2010-07-10

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