This paper studies the border effect in the Brazilian international trade. We consider a structural gravity model developed by Anderson e Wincoop (2003)Anderson, J. & Wincoop, E. v. (2003). Gravity with gravitas: A solution to the border puzzle. American Economic Review, 93:170-192. and the empirical specifications proposed by Baldwin e Taglioni (2006Baldwin, R. & Taglioni, D. (2006). Gravity for dummies and dummies for gravity equations. Working Papers 12516, NBER., 2011)Baldwin, R. & Taglioni, D. (2011). Gravity chains: Estimating bilateral trade flows when parts and components trade is important. Working Paper Series 1401, European Central Bank.. The econometric method utilized in this paper is robust against several identification problems such as a large number of trade observations equal to zero, heteroskedasticity and unknown specification of the error distribution. Our results suggest that the higher border effect in the Brazilian international trade, largely corroborated by the existing literature, is due to misspecification of the gravity equation, specially because of the exclusion of the Multilateral Resistance Term (MRT) suggested by Anderson e Wincoop (2003)Anderson, J. & Wincoop, E. v. (2003). Gravity with gravitas: A solution to the border puzzle. American Economic Review, 93:170-192..