Professor João Santos Silva


Professor in Economics
+44 (0)1483 686956
16 AD 00
Monday 10:00-11:00; book at https://tinyurl.com/JSSOfficeHours

Academic and research departments

School of Economics.

Biography

Research

Research interests

Indicators of esteem

    Supervision

    Postgraduate research supervision

    Courses I teach on

    Undergraduate

    My publications

    Publications

    Refereed Publications

     

     

    • Kemp, G.C.R., Parente, P.M.D.C., and Santos Silva, J.M.C. (2020), Dynamic Vector Mode Regression, Journal of Business & Economic Statistics, 38(3), pp. 647-661.

     

    • Machado, J.A.F. and Santos Silva, J.M.C. (2019), Quantiles via Moments, Journal of Econometrics, 213(1), pp. 145–173.The estimator for quantile regression with fixed effects is available in Stata: type "ssc install xtqreg". An example of how to implement the jackknife correction with clustered standard errors is available here. The estimator of the structural quantile function is available in Stata: type "ssc install ivqreg2".

     

     

    • Parente, P.M.D.C. and Santos Silva, J.M.C. (2016), Quantile Regression with Clustered Data, Journal of Econometric Methods, 5(1), pp. 1-15.The covariance estimator and test are available in Stata: type "ssc install qreg2".

     

     

     

     

    • 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.

     

     

     

     

     

     

    • Santos Silva, J.M.C. and Tenreyro, Silvana (2011), poisson: Some Convergence Issues, STATA Journal, 11(2), pp. 207-212.The command is available in Stata: type "ssc install ppml".

     

     

     

     

     

     

     

     

     

    • 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.

     

     

     

     

     

    • 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).

     

     

     

     

     

     

     

     

     

     

    • 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.

     

     

     

     

     

     

     

     

     

    Other Publications

     

     

    • 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.

       

    Working Papers

     

     

     

     

     

     

    • 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.

       

    Stata Code