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João M.C. Santos Silva

Global rank #2731 96%

Institution: University of Surrey

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.surrey.ac.uk/economics/people/joao_santos_silva/index.htm

First Publication: 1993

Most Recent: 2025

RePEc ID: psa51 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.34 0.00 0.00 2.68
Last 10 Years 0.00 3.02 0.67 0.00 6.70
All Time 1.01 7.71 7.88 0.00 33.60

Publication Statistics

Raw Publications 29
Coauthorship-Adjusted Count 29.28

Publications (29)

Year Article Journal Tier Authors
2025 The tails of gravity: Using expectiles to quantify the trade-margins effects of economic integration agreements Journal of International Economics A 3
2024 Trade, Gravity, and Aggregation Review of Economics and Statistics A 3
2020 Dynamic Vector Mode Regression Journal of Business & Economic Statistics A 3
2019 Quantiles via moments Journal of Econometrics A 2
2016 Quantiles, corners, and the extensive margin of trade European Economic Review B 3
2015 Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries Oxford Bulletin of Economics and Statistics B 4
2015 Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically Oxford Bulletin of Economics and Statistics B 2
2014 Estimating the extensive margin of trade Journal of International Economics A 3
2012 Specification and testing of models estimated by quadrature Journal of Applied Econometrics B 2
2012 Regression towards the mode Journal of Econometrics A 2
2012 A cautionary note on tests of overidentifying restrictions Economics Letters C 2
2012 Identification issues in some double-index models for non-negative data Economics Letters C 2
2012 On the use of robust regression in econometrics Economics Letters C 2
2011 Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator Economics Letters C 2
2010 On the existence of the maximum likelihood estimates in Poisson regression Economics Letters C 2
2007 Time- or state-dependent price setting rules? Evidence from micro data European Economic Review B 3
2007 A note on variable addition tests for linear and log-linear models Economics Letters C 2
2006 Hedonic prices indexes for new passenger cars in Portugal (1997-2001) Economic Modeling C 2
2006 A NOTE ON IDENTIFICATION WITH AVERAGED DATA Econometric Theory B 2
2006 The Log of Gravity Review of Economics and Statistics A 2
2005 On the Fisher-Konieczny index of price changes synchronization Economics Letters C 4
2004 Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2) Health Economics B 1
2002 Taste Variation in Discrete Choice Models Review of Economic Studies S 2
2001 The Chow-Lin method using dynamic models Economic Modeling C 2
2001 Two-part multiple spell models for health care demand Journal of Econometrics A 2
2000 A modified hurdle model for completed fertility Journal of Population Economics B 2
2000 Glejser's test revisited Journal of Econometrics A 2
1997 Unobservables in count data models for on-site samples Economics Letters C 1
1993 A note on the score test for neglected heterogeneity in the truncated normal regression model Economics Letters C 1