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Unobservables in count data models for on-site samples
Silva, João Santos - In: Economics letters 54 (1997) 3, pp. 217-220
Persistent link: https://www.econbiz.de/10001224359
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A note on the score test for neglected heterogeneity in the truncated normal regression model
Silva, João Santos - In: Economics letters 43 (1993) 1, pp. 11-14
Persistent link: https://www.econbiz.de/10001151881
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A note on variable addition tests for linear and log-linear models
Godfrey, L. G.; Silva, João Santos - In: Economics letters 95 (2007) 3, pp. 422-427
Persistent link: https://www.econbiz.de/10003476363
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On the existence of the maximum likelihood estimates in Poisson regression
Silva, João Santos; Tenreyro, Silvana - In: Economics letters 107 (2010) 2, pp. 310-312
Persistent link: https://www.econbiz.de/10003992339
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Further simulation evidence on the performance of the poisson pseudo-maximum likelihood estimator
Silva, João Santos; Tenreyro, Silvana - In: Economics letters 112 (2011) 2, pp. 220-222
Persistent link: https://www.econbiz.de/10009243315
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Identification issues in some double-index models for non-negative data
Papadopoulos, Georgios; Silva, João Santos - In: Economics letters 117 (2012) 1, pp. 365-367
Persistent link: https://www.econbiz.de/10009699402
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A cautionary note on tests of overidentifying restrictions
Parente, Paulo M. D. C.; Silva, João Santos - In: Economics letters 115 (2012) 2, pp. 314-317
Persistent link: https://www.econbiz.de/10009619841
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On the use of robust regression in econometrics
Baldauf, Markus; Silva, João Santos - In: Economics letters 114 (2012) 1, pp. 124-127
Persistent link: https://www.econbiz.de/10009517264
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On the Fisher-Konieczny index of price changes synchronization
Dias, D.A.; Marques, C. Robalo; Neves, Pedro D.; Silva, … - In: Economics letters 87 (2005) 2, pp. 279-283
Persistent link: https://www.econbiz.de/10002837491