Phone: 01483 68 6956

**Find me on campus**

Room: 37 AD 00

Mondays 10:00am - 11:00am

- Parente, P.M.D.C. and Santos Silva, J.M.C. (2016), Quantile Regression with Clustered Data,
*Journal of Econometric Methods*, forthcoming.**The covariance estimator and test are available in Stata: type "ssc install qreg2".** - Dias, D.; Marques, C.R.; Martins, F. and Santos Silva, J.M.C. (2015), Understanding Price Stickiness: Firm-Level Data Evidence on Price Adjustment Lags and their Asymmetries,
*Oxford Bulletin of Economics and Statistics*, 77(5), pp. 701–718. - Santos Silva, J.M.C. and Tenreyro, Silvana (2015), Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically,
*Oxford Bulletin of Economics and Statistics*, 77(1), pp. 93–105. - Santos Silva, J.M.C., Tenreyro, S., and Windmeijer, F. (2015), Testing Competing Models for Non-Negative Data with Many Zeros,
*Journal of Econometric Methods*, 4(1), pp. 29-46.**The test is available in Stata: type "ssc install hpc"; the code and data used in the applications are available here.** - Santos Silva, J.M.C., Tenreyro, S., and Wei, K. (2014), Estimating the Extensive Margin of Trade,
*Journal of International Economics*, 93(1), pp. 67-75.**The Flex is available in Stata: type "ssc install flex"; an example using it is available here.** - Kemp, G.C.R. and Santos Silva, J.M.C. (2012), Regression Towards the Mode,
*Journal of Econometrics*, 170(1), pp. 92–101. - Papadopoulos, G. and Santos Silva, J.M.C. (2012), Identification Issues in Some Double-Index Models for Non-Negative Data,
*Economics Letters*, 117(1), pp. 365–367. - Dhaene, G. and Santos Silva, J.M.C. (2012), Specification and Testing of Models Estimated by Quadrature,
*Journal of Applied Econometrics*, 27(2), pp. 322–332. - Parente, P.M.D.C. and Santos Silva, J.M.C. (2012), A Cautionary Note on Tests for Overidentifying Restrictions,
*Economics Letters*, 115(2), pp. 314–317. - Baldauf, Markus and Santos Silva, J.M.C. (2012), On the Use of Robust Regression in Econometrics,
*Economics Letters*, 114(1), pp. 124–127.**Dave Giles wrote about this paper in his blog.** - Santos Silva, J.M.C. and Tenreyro, Silvana (2011), poisson: Some Convergence Issues,
*STATA Journal*, 11(2), pp. 207-212.**To install the command in Stata type "findit ppml" and follow the links.** - Santos Silva, J.M.C. and Tenreyro, Silvana (2011), Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator,
*Economics Letters*, 112(2), pp. 220-222. - Santos Silva, J.M.C. and Tenreyro, Silvana (2010), Currency Unions in Prospect and Retrospect,
*Annual Review of Economics*, 2, pp. 51-74. - Santos Silva, J.M.C. and Tenreyro, Silvana (2010), On the Existence of the Maximum Likelihood Estimates in Poisson Regression,
*Economics Letters*, 107(2), pp. 310-312. - Santos Silva, J.M.C. and Murteira, J.M.R. (2009), Estimation of Default Probabilities Using Incomplete Contracts Data,
*Journal of Empirical Finance*, 16(3), pp. 457-465. - Monfardini, Chiara and Santos Silva, J.M.C. (2008), What Can we Learn About Correlations from Multinomial Probit Estimates?,
*Economics Bulletin*, 3(28), pp. 1-9. - Dias, D.; Marques, C.R. and Santos Silva, J.M.C. (2007), Time or State Dependent Price Setting Rules? Evidence from micro data,
*European Economic Review*, 51(7), pp. 1589–1613. - Godfrey, L.G. and Santos Silva, J.M.C. (2007), A Note on Variable Addition Tests for Linear and Log-Linear models,
*Economics Letters*, 95(3), pp. 422–427. - Dias, D.; Marques, C.R. and Santos Silva, J.M.C. (2007), A Note on Measuring the Importance of the Uniform Nonsynchronization Hypothesis,
*Economics Bulletin*, 4(6) pp. 1-8. - Santos Silva, J.M.C. and Tenreyro, Silvana (2006), The Log of Gravity,
*The Review of Economics and Statistics*, 88(4), pp. 641-658.**The data and much additional information can be found in The Log of Gravity page.** - Reis, H. and Santos Silva, J.M.C. (2006), Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001),
*Economic Modelling*, 23(6), pp. 890-908. - Santos Silva, J.M.C. (2006), A Note on Influence Assessment in Score Tests,
*Communications in Statistics: Theory and Methods*, 35(7), pp. 1243-1256. - Machado, J.A.F. and Santos Silva, J.M.C. (2006), A Note on Identification with Averaged Data,
*Econometric Theory*, 22(3), pp. 537-541. - Godfrey, L.G.; Orme, C.D. and Santos Silva, J.M.C. (2006), Simulation-Based Tests for Heteroskedasticity in Linear Regression Models: Some Further Results,
*Econometrics Journal*, 9(1), pp. 76-97. - Machado, J.A.F. and Santos Silva, J.M.C. (2005), Quantiles for Counts,
*Journal of the American Statistical Association*, vol. 100, no. 472, pp. 1226-1237.**This estimator is available in Stata (type "ssc install qcount") and in R (see here).** - Dias, D.; Marques, C.R.; Neves, P.D. and Santos Silva, J.M.C. (2005), On the Fisher-Konieczny Index of Price Changes Synchronization,
*Economics Letters*, 87(2), pp. 279-283. - Godfrey, L.G. and Santos Silva, J.M.C. (2004), Bootstrap Tests of Nonnested Hypotheses: Some Further Results,
*Econometric Reviews*, 23(4), pp. 325-340. - Santos Silva, J.M.C. (2004), Deriving Welfare Measures in Discrete Choice Experiments: A Comment to Lancsar and Savage (2),
*Health Economics*, 13(9), pp. 913-918. - Santos Silva, J.M.C. (2003), A Note on the Estimation of Mixture Models under Endogenous Sampling,
*Econometrics Journal*, 6(1), pp. 46-52. - Chesher, Andrew and Santos Silva, J.M.C. (2002), Taste Variation in Discrete Choice Models,
*The Review of Economic Studies*, 69(1), pp. 147-168. - Santos Silva, J.M.C. (2001), A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models,
*Journal of Applied Econometrics*, 16(5), pp. 577-597. - Santos Silva, J.M.C. and Windmeijer, Frank (2001), Two-Part Multiple Spell Models for Health Care Demand,
*Journal of Econometrics*, 104(1), pp. 67-89. - Santos Silva, J.M.C. and Cardoso, F.N. (2001), The Chow-Lin Method Using Dynamic Models,
*Economic Modelling*, 18(2), pp. 269-280.**This method is available in Matlab; please contact me for details.** - Santos Silva, J.M.C. (2001), Influence Diagnostics and Estimation Algorithms for Powell's SCLS,
*Journal of Business and Economics Statistics*, 19(1), pp. 55-62.**This algorithm is available in Stata: type "ssc install scls".** - Machado, J.A.F. and Santos Silva, J.M.C. (2000), Glejser's Test Revisited,
*Journal of Econometrics*, 97(1), pp. 189-202.**This test is available in Stata: type "ssc install mss".** - Santos Silva, J.M.C. (2000), Does the Link Matter?,
*Econometric Theory*, Solution, 99.5.3, 16(5), pp. 794-795. - Santos Silva, J.M.C. and Covas, F. (2000), A Modified Hurdle Model for Completed Fertility,
*Journal of Population Economics*, 13(2), pp. 173-188. - Santos Silva, J.M.C. (1999), Does the Link Matter?,
*Econometric Theory*, Problem 99.5.3, 15(5), p. 778. - Santos Silva, J.M.C. (1998), A Consistent Estimator for Truncated Poisson Models With Specification Error,
*Econometric Theory*, Solution 97.3.1., 14(3), pp. 382-383. - Santos Silva, J.M.C. (1997), A Consistent Estimator for Truncated Poisson Models With Specification Error,
*Econometric Theory*, Problem 97.3.1., 13(4), p. 605. - Santos Silva, J.M.C. (1997), Generalized Poisson Regression for Positive Count Data,
*Communications in Statistics: Simulation and Computation*, 26(3), pp. 1089-1102. - Santos Silva, J.M.C. (1997), Unobservables in Count Data Models for On-Site Samples,
*Economics Letters*, 54(3), pp. 217-222. - Windmeijer, F.A.G. and Santos Silva, J.M.C. (1997), Estimation of Count Data Models with Endogenous regressors; An Application to Demand for Health Care,
*Journal of Applied Econometrics*, 12(3), pp. 281-294.**The estimators discussed in the paper are available in Stata: type "help ivpoisson".** - Santos Silva, J.M.C. (1993), A Note on the Score Test for Neglected Heterogeneity in the Truncated Normal Regression Model,
*Economics Letters*43(1), pp. 11-14.

- Machado, J.A.F. and Santos Silva, J.M.C. (2013), Econometrics: Statistics and Economics,
*in*Qian Meng (ed.),*Statistics: Discovering Your Future Power*, China Statistics Perss: Beijing. - Santos Silva, J.M.C. and Tenreyro, Silvana (2013), Chapter 31 - Currency Unions
*, in*Gerard Caprio Jr. (ed.),*The Evidence and Impact of Financial Globalization*, Academic Press: San Diego, Pages 451-461. - Santos Silva, J.M.C. (2011), A Review of Micro-Econometrics: Methods of Moments and Limited Dependent Variables by Myoung-jae Lee,
*Econometrics Journal*, 14(2), pp. B1-B4. - Santos Silva, J.M.C. and Tenreyro, Silvana (2010), Has the euro increased trade?,
*CentrePiece*, 15(2), pp. 6-7. - Dias, D.; Marques, C.R., Martins, F. and Santos Silva, J.M.C. (2009), Price Adjustment Lags: Evidence from firm-level data,
*Boletim Económico do Banco de Portugal*, 15(4), pp. 51-69. - Brito, Paulo and Santos Silva, J.M.C. (2009), Editorial Note,
*Portuguese Economic Journal*, 8(1), pp. 1-2. - Reis, H.J. and Santos Silva, J.M.C. (2002), Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001),
*Boletim Económico do Banco de Portugal*, 8(4), pp. 21-26. - Machado, J.A.F. and Santos Silva, J.M.C. (2002), 50 Anos de Ensino de Econometria em Portugal,
*Economia*, 26, pp. 95-112. - Santos Silva, J.M.C. and Windmeijer, Frank (2002), Microeconometrics: Editors’ Introduction,
*Portuguese Economic Journal*, 1(2), pp. 89-90. - Covas, Francisco and Santos Silva, J.M.C. (1999), Outlet Substitution Bias,
*Boletim Económico do Banco de Portugal*, 5(3), pp. 77-85. - Santos Silva, J.M.C. (1989), Função Consumo, Alguns Desenvolvimentos Recentes e Análise do Caso Português,
*Estudos de Economia*IX(4), pp. 353-372.

- Kemp, G.C.R., Parente, P.M.D.C., and Santos Silva, J.M.C. (2015),
*Dynamic Vector Mode Regression*, Department of Economics, University of Essex, Discussion Paper No 761. - Machado, J.A.F. and Santos Silva, J.M.C. (2008),
*Quantiles for Fractions and Other Mixed Data*, Department of Economics, University of Essex, Discussion Paper No 656. - Santos Silva, J.M.C. (2006),
*Monthly estimates for the Portuguese unemployment rate*, Eurostat-Euroindicators Working Papers and Studies, General and regional statistics, KS-DT-05-006. - Proença, Isabel and Santos Silva, J.M.C. (2000),
*Parametric and Semiparametric Specification Tests for Binary Choice Models: A Comparative Simulation Study*, CEMAPRE/ISEG, Documento de trabalho No7-00. - Santos Silva, J.M.C. and Andrade e Silva, J.M.S. (1997),
*Misspecification in Models for Positive Count Data*, CEMAPRE/ISEG, Documento de trabalho No7-97. - Santos Silva, J.M.C. (1992),
*The Performance of an Approximation to a Random Parameter Multinomial Logit Model*, Institute of Actuarial Science and Econometrics, University of Amsterdam, Report AE 16/92.

- Santos Silva, J.M.C., Tenreyro, S., and Windmeijer, F. (2015),
*HPC: Specification test to discriminate between models for non-negative data with many zeros*, Statistical Software Components S457963, Boston College Department of Economics. - Santos Silva, J.M.C., Tenreyro, S., and Wei, K. (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.**An example using flex is available here.** - Santos Silva, J.M.C. (2012),
*SCLS: Stata module to perform symmetrically censored least squares*, Statistical Software Components S457402, Boston College Department of Economics. - Machado, J.A.F. and Santos Silva, J.M.C. (2011),
*MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions*, Statistical Software Components S457370, Boston College Department of Economics.**More information about this module can be found here.** - Machado, J.A.F., Parente, P.M.D.C., and Santos Silva, J.M.C. (2011),
*QREG2: Stata module to perform quantile regression with robust and clustered standard errors*, Statistical Software Components S457369, Boston College Department of Economics.**More information about this module can be found here and here.** - Santos Silva, J.M.C. and Tenreyro, Silvana (2011), PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation,
*STATA Journal*, 11(2), pp. 207-212.**To install the command please type "net sj 11-2" in Stata and follow the links; please read the help file carefully before using the command.**

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**Page Created:** Friday 24 July 2015 14:11:41 by m07326

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**Expiry Date:** Monday 24 October 2016 14:10:21

**Assembly date:** Fri Feb 23 00:41:53 GMT 2018

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