Items where Author is "Santos Silva, JMC"

Kemp, Gordon CR and Parente, Paulo MDC and Santos Silva, JMC (2020) Dynamic Vector Mode Regression. Journal of Business and Economic Statistics, 38 (3). pp. 647-661. DOI https://doi.org/10.1080/07350015.2018.1562935

Machado, José AF and Santos Silva, JMC and Wei, Kehai (2016) Quantiles, corners, and the extensive margin of trade. European Economic Review, 89. pp. 73-84. DOI https://doi.org/10.1016/j.euroecorev.2016.05.011

Dias, Daniel A and Marques, Carlos Robalo and Martins, Fernando and Santos Silva, JMC (2015) Understanding Price Stickiness: Firm‐level Evidence on Price Adjustment Lags and Their Asymmetries. Oxford Bulletin of Economics and Statistics, 77 (5). pp. 701-718. DOI https://doi.org/10.1111/obes.12083

Santos Silva, JMC 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. DOI https://doi.org/10.1111/obes.12055

Kemp, GCR and Parente, PMDC and Santos Silva, JMC (2015) Dynamic Vector Mode Regression. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers, Colchester.

Santos Silva, JMC and Tenreyro, Silvana and Wei, Kehai (2014) Estimating the extensive margin of trade. Journal of International Economics, 93 (1). pp. 67-75. DOI https://doi.org/10.1016/j.jinteco.2013.12.001

Papadopoulos, Georgios and Santos Silva, JMC (2012) Identification issues in some double-index models for non-negative data. Economics Letters, 117 (1). pp. 365-367. DOI https://doi.org/10.1016/j.econlet.2012.06.001

Kemp, Gordon CR and Santos Silva, JMC (2012) Regression towards the mode. Journal of Econometrics, 170 (1). pp. 92-101. DOI https://doi.org/10.1016/j.jeconom.2012.03.002

Parente, Paulo MDC and Santos Silva, JMC (2012) A cautionary note on tests of overidentifying restrictions. Economics Letters, 115 (2). pp. 314-317. DOI https://doi.org/10.1016/j.econlet.2011.12.047

Dhaene, Geert and Santos Silva, JMC (2012) Specification and testing of models estimated by quadrature. Journal of Applied Econometrics, 27 (2). pp. 322-332. DOI https://doi.org/10.1002/jae.1196

Baldauf, Markus and Santos Silva, JMC (2012) On the use of robust regression in econometrics. Economics Letters, 114 (1). pp. 124-127. DOI https://doi.org/10.1016/j.econlet.2011.09.031

Santos Silva, JMC and Tenreyro, Silvana (2011) Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator. Economics Letters, 112 (2). pp. 220-222. DOI https://doi.org/10.1016/j.econlet.2011.05.008

Santos Silva, JMC and Tenreyro, Silvana (2010) On the existence of the maximum likelihood estimates in Poisson regression. Economics Letters, 107 (2). pp. 310-312. DOI https://doi.org/10.1016/j.econlet.2010.02.020

Kemp, GCR and Santos Silva, JMC (2010) Regression towards the mode. UNSPECIFIED. University of Essex, Department of Economics Discussion Papers 686.

Santos Silva, JMC and Murteira, JMR (2009) Estimation of default probabilities using incomplete contracts data. Journal of Empirical Finance, 16 (3). pp. 457-465. DOI https://doi.org/10.1016/j.jempfin.2008.11.003