Access Statistics for Carlos Santos

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	1	2	157
AUTOMATIC TESTS for SUPER EXOGENEITY	0	0	0	168	2	2	2	349
An Automatic Test of Super Exogeneity	0	0	1	258	0	2	3	841
Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling	0	0	0	107	1	1	1	382
Discriminating mean and variance shifts	0	0	0	79	1	2	3	295
Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence	0	0	0	97	0	0	1	363
Regression Models with Data-based Indicator Variables	0	0	0	78	4	6	8	245
Regression Models with Data-based Indicator Variables	0	0	0	211	3	4	7	793
Selecting a Regression Saturated by Indicators	0	0	0	44	3	5	6	204
Selecting a Regression Saturated by Indicators	0	0	1	186	3	7	9	616
Selection on the basis of prior testing	0	0	0	24	2	2	4	132
The Budgeting of Portuguese Public Museums: a dynamic panel data analysis	0	0	0	78	1	3	5	261
The Euro Sovereign Debt Crisis, Determinants of Default Probabilities and Implied Ratings in the CDS Market: An Econometric Analysis	0	0	0	388	2	2	4	1,532
The euro sovereign debt crisis, determinants of default probabilities and implied ratings in the CDS market: an econometric analysis	0	0	0	80	1	1	1	287
Total Working Papers	0	0	2	1,831	24	38	56	6,457

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	17	0	1	2	79
Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling	0	0	0	10	0	4	6	116
Assessing school efficiency in Portugal using FDH and bootstrapping	0	0	0	132	0	0	0	387
Automatic selection of indicators in a fully saturated regression	1	1	2	49	4	6	9	188
Automatic selection of indicators in a fully saturated regression	0	0	0	107	2	3	8	358
Impulse saturation break tests	0	0	0	58	1	1	1	190
Looking for a change point in French monetary policy in the early eighties	0	0	0	18	1	1	1	83
MODELLING THE GERMAN YIELD CURVE AND TESTING THE LUCAS CRITIQUE, 1975-2001	0	0	0	112	3	5	8	689
Regression Models with Data‐based Indicator Variables	0	0	0	102	1	2	3	726
Saturation in Autoregressive Models	0	0	1	79	0	1	2	196
Total Journal Articles	1	1	3	684	12	24	40	3,012

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Statistics updated 2026-01-09