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 1 6 161
AUTOMATIC TESTS for SUPER EXOGENEITY 0 0 0 168 0 0 4 351
An Automatic Test of Super Exogeneity 0 0 0 258 1 3 11 850
Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling 0 0 0 107 1 4 8 389
Discriminating mean and variance shifts 0 0 0 79 0 1 5 297
Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence 0 0 0 97 0 3 7 369
Regression Models with Data-based Indicator Variables 0 0 0 78 2 6 15 253
Regression Models with Data-based Indicator Variables 0 0 0 211 0 2 9 797
Selecting a Regression Saturated by Indicators 0 0 0 44 0 8 20 218
Selecting a Regression Saturated by Indicators 0 0 1 186 0 7 16 624
Selection on the basis of prior testing 0 0 0 24 1 3 7 137
The Budgeting of Portuguese Public Museums: a dynamic panel data analysis 0 0 0 78 0 2 8 265
The Euro Sovereign Debt Crisis, Determinants of Default Probabilities and Implied Ratings in the CDS Market: An Econometric Analysis 0 0 0 388 2 6 13 1,542
The euro sovereign debt crisis, determinants of default probabilities and implied ratings in the CDS market: an econometric analysis 0 0 0 80 0 3 6 292
Total Working Papers 0 0 1 1,831 7 49 135 6,545

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 0 17 1 2 5 83
Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling 0 0 0 10 1 3 17 127
Assessing school efficiency in Portugal using FDH and bootstrapping 0 0 0 132 1 3 6 393
Automatic selection of indicators in a fully saturated regression 0 0 1 49 0 3 15 196
Automatic selection of indicators in a fully saturated regression 1 1 1 108 1 6 17 371
Impulse saturation break tests 0 0 0 58 0 3 6 195
Looking for a change point in French monetary policy in the early eighties 0 0 0 18 0 1 5 87
MODELLING THE GERMAN YIELD CURVE AND TESTING THE LUCAS CRITIQUE, 1975-2001 0 0 0 112 1 1 15 698
Regression Models with Data‐based Indicator Variables 0 0 0 102 1 2 9 733
Saturation in Autoregressive Models 0 0 1 79 0 5 10 204
Total Journal Articles 1 1 3 685 6 29 105 3,087

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Statistics updated 2026-06-04