João M.C. Santos Silva

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 = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	2.69	0.00	0.00	2.69	65%
Last 10 Years	0.00	6.05	0.67	0.00	6.73	80%
All Time	4.04	15.47	7.90	6.31	33.72	96%

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