Access Statistics for Carlos Santos

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the Monte Carlo assessment of Impulse Saturation with fat tailed distribution 0 0 0 33 0 0 0 155
AUTOMATIC TESTS for SUPER EXOGENEITY 0 0 0 168 0 0 0 347
An Automatic Test of Super Exogeneity 1 2 5 258 1 2 5 839
Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling 0 0 0 107 0 0 0 381
Discriminating mean and variance shifts 0 0 0 79 0 1 1 292
Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence 0 0 0 97 0 0 0 362
Regression Models with Data-based Indicator Variables 0 0 0 78 1 1 2 238
Regression Models with Data-based Indicator Variables 0 0 0 211 2 2 2 788
Selecting a Regression Saturated by Indicators 0 0 0 185 1 1 2 608
Selecting a Regression Saturated by Indicators 0 0 0 44 0 0 1 198
Selection on the basis of prior testing 0 0 0 24 1 1 1 129
The Budgeting of Portuguese Public Museums: a dynamic panel data analysis 0 0 0 78 0 1 2 257
The Euro Sovereign Debt Crisis, Determinants of Default Probabilities and Implied Ratings in the CDS Market: An Econometric Analysis 0 0 1 388 0 0 4 1,528
The euro sovereign debt crisis, determinants of default probabilities and implied ratings in the CDS market: an econometric analysis 0 0 0 80 0 0 0 286
Total Working Papers 1 2 6 1,830 6 9 20 6,408

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models 0 0 1 17 0 0 2 77
Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling 0 0 0 10 0 0 1 110
Assessing school efficiency in Portugal using FDH and bootstrapping 0 0 2 132 0 0 3 387
Automatic selection of indicators in a fully saturated regression 0 0 3 107 0 4 9 354
Automatic selection of indicators in a fully saturated regression 0 1 1 48 1 2 4 181
Impulse saturation break tests 0 0 0 58 0 0 1 189
Looking for a change point in French monetary policy in the early eighties 0 0 0 18 0 0 0 82
MODELLING THE GERMAN YIELD CURVE AND TESTING THE LUCAS CRITIQUE, 1975-2001 0 0 0 112 0 1 2 682
Regression Models with Data‐based Indicator Variables 0 0 1 102 1 1 2 724
Saturation in Autoregressive Models 0 1 1 78 0 1 1 194
Total Journal Articles 0 2 9 682 2 9 25 2,980

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03