Professor João Santos Silva


Professor in Economics
+44 (0)1483 686956
16 AD 00
Monday 10:00-11:00

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. (2019), Dynamic Vector Mode Regression, Journal of Business & Economic Statistics, 38(3), pp. 647-661.

     

    • Machado, J.A.F. and Santos Silva, J.M.C. (2020), 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".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

    • 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.

       

    Working Papers

    Stata Code