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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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A note on the score test for neglected heterogeneity in the truncated normal regression model.
Santos Silva, J.M.C. - In: Economics letters 43 (1993) 1, pp. 11-14
Persistent link: https://www.econbiz.de/10006806915
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On the Fisher#8211Konieczny index of price changes synchronization
Dias, D.A.; Robalo Marques, C.; Neves, P.D.; Santos … - In: Economics letters 87 (2005) 2, pp. 279-284
Persistent link: https://www.econbiz.de/10006752414
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On the existence of the maximum likelihood estimates in Poisson regression
Santos Silva, J.M.C.; Tenreyro, Silvana - In: Economics letters 107 (2010) 2, pp. 310-313
Persistent link: https://www.econbiz.de/10008400726
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A note on variable addition tests for linear and log-linear models
Godfrey, L.G.; Santos Silva, J.M.C. - In: Economics letters 95 (2007) 3, pp. 422-427
Persistent link: https://www.econbiz.de/10007734998
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Identification issues in some double-index models for non-negative data
Papadopoulos, Georgios; Santos Silva, J.M.C. - In: Economics letters 117 (2012) 1, pp. 365-368
Persistent link: https://www.econbiz.de/10010018255
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A cautionary note on tests of overidentifying restrictions
Parente, Paulo M.D.C.; Santos Silva, J.M.C. - In: Economics letters 115 (2012) 2, pp. 314-318
Persistent link: https://www.econbiz.de/10009848482
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Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator
Santos Silva, J.M.C.; Tenreyro, Silvana - In: Economics letters 112 (2011) 2, pp. 220-223
Persistent link: https://www.econbiz.de/10009166474