Search Results - "Santos Silva, J.M.C."

Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator by Santos Silva, J.M.C., Tenreyro, Silvana

“…We extend the simulation results in Santos Silva and Tenreyro (2006, The log of gravity, The Review of Economics and Statistics, 88, 641–658) by considering a…”
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On the existence of the maximum likelihood estimates in Poisson regression by Santos Silva, J.M.C., Tenreyro, Silvana

“…We note that the existence of the maximum likelihood estimates in Poisson regression depends on the data configuration, and propose a strategy to identify the…”
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Currency Unions in Prospect and Retrospect by Silva, J.M.C. Santos, Tenreyro, Silvana

“…We critically review the recent literature on currency unions and discuss the methodological challenges posed by the empirical assessment of their costs and…”
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On the use of robust regression in econometrics by Baldauf, Markus, Santos Silva, J.M.C.

“…A particular robust regression estimator has gained popularity among applied econometricians. We show that this estimator is inconsistent for the parameters of…”
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A Modified Hurdle Model for Completed Fertility by Silva, J. M. C. Santos, Covas, Francisco

“…In this paper it is argued that models for completed fertility have to take into consideration that childless couples and couples with an only child are…”
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Quantiles via moments by Machado, José A.F., Santos Silva, J.M.C.

“…We study the conditions under which it is possible to estimate regression quantiles by estimating conditional means. The advantage of this approach is that it…”
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On the Fisher–Konieczny index of price changes synchronization by Dias, D.A., Robalo Marques, C., Neves, P.D., Santos Silva, J.M.C.

“…This note provides a structural interpretation for the index of price changes synchronization proposed by Fisher and Konieczny [Fisher, Timothy C.G. and…”
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A NOTE ON IDENTIFICATION WITH AVERAGED DATA by Machado, José A.F., Santos Silva, J.M.C.

“…In most cases where estimation with averaged data is performed, interest lies on the parameters of a model at the individual level, but grouped data are used…”
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Trading partners and trading volumes: implementing the Helpman&#8211 ;Melitz-Rubinstein model empirically by Santos Silva, J.M.C., Tenreyro, Silvana

“…Helpman, Melitz and Rubinstein [Quarterly Journal of Economics (2008) Vol. 123, pp. 441-487] (HMR) present a rich theoretical model to study the determinants…”
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Estimating the extensive margin of trade by Santos Silva, J.M.C., Tenreyro, Silvana, Wei, Kehai

“…Understanding and quantifying the determinants of the number of sectors or firms exporting in a given country is of relevance for the assessment of trade…”
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Poisson: Some Convergence Issues by Silva, J. M. C. Santos, Tenreyro, Silvana

“…In this article, we identify and illustrate some shortcomings of the poisson command in Stata. Specifically, we point out that the command fails to check for…”
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A cautionary note on tests of overidentifying restrictions by Parente, Paulo M.D.C., Santos Silva, J.M.C.

“…In this note, we argue that tests of overidentifying restrictions give little information on the validity of the moment conditions implied by the underlying…”
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Quantiles for Counts by Machado, José A. F, Silva, J. M. C. Santos

“…This article studies the estimation of conditional quantiles of counts. Given the discreteness of the data, some smoothness must be artificially imposed on the…”
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Quantiles, corners, and the extensive margin of trade by Machado, José A.F., Santos Silva, J.M.C., Wei, Kehai

“…We develop a simple method for the estimation of quantile regressions for corner solutions data (i.e., fully observed non-negative data that have a mixed…”
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Regression towards the mode by Kemp, Gordon C.R., Santos Silva, J.M.C.

“…We propose a semi-parametric mode regression estimator for the case in which the dependent variable has a continuous conditional density with a well-defined…”
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Unobservables in count data models for on-site samples by Santos Silva, J.M.C.

“…This paper studies the effects of unobservable individual effects on the estimation of count data models using on-site samples. It is shown that under somewhat…”
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The log of gravity by Silva, J.M.C. Santos, Tenreyro, Silvana

“…Although economists have long been aware of Jensen's inequality, many econometric applications have neglected an important implication of it: under…”
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Identification issues in some double-index models for non-negative data by Papadopoulos, Georgios, Santos Silva, J.M.C.

“…We highlight a subtle identification problem that afflicts models for non-negative data in which the conditional expectation is specified as the product of a…”
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Understanding Price Stickiness: Firm-level Evidence on Price Adjustment Lags and Their Asymmetries by Dias, Daniel A., Marques, Carlos Robalo, Martins, Fernando, Santos Silva, J. M. C.

“…We study the speed of price reactions to positive and negative demand and cost shocks. Our findings suggest that price adjustment lags vary in line with the…”
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ENDOGENEITY IN COUNT DATA MODELS: AN APPLICATION TO DEMAND FOR HEALTH CARE by WINDMEIJER, F. A. G., SANTOS SILVA, J. M. C.

“…The generalized method of moments (GMM) estimation technique is discussed for count data models with endogenous regressors. Count data models can be specified…”
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