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 5 161
AUTOMATIC TESTS for SUPER EXOGENEITY 0 0 0 168 0 0 4 351
An Automatic Test of Super Exogeneity 0 0 0 258 0 0 12 851
Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling 0 0 0 107 0 0 8 389
Discriminating mean and variance shifts 0 0 0 79 0 0 4 297
Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence 0 0 0 97 2 2 8 371
Regression Models with Data-based Indicator Variables 0 0 0 78 0 1 15 254
Regression Models with Data-based Indicator Variables 0 0 0 211 0 0 8 797
Selecting a Regression Saturated by Indicators 0 0 0 44 0 1 20 219
Selecting a Regression Saturated by Indicators 0 0 0 186 0 1 17 626
Selection on the basis of prior testing 0 0 0 24 0 0 7 137
The Budgeting of Portuguese Public Museums: a dynamic panel data analysis 0 0 0 78 1 1 9 267
The Euro Sovereign Debt Crisis, Determinants of Default Probabilities and Implied Ratings in the CDS Market: An Econometric Analysis 0 0 0 388 0 0 12 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 0 6 292
Total Working Papers 0 0 0 1,831 3 6 135 6,554

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 0 2 7 85
Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling 0 0 0 10 0 1 16 128
Assessing school efficiency in Portugal using FDH and bootstrapping 0 0 0 132 0 1 7 394
Automatic selection of indicators in a fully saturated regression 0 0 1 49 0 1 17 199
Automatic selection of indicators in a fully saturated regression 0 0 1 108 1 2 18 373
Impulse saturation break tests 0 0 0 58 0 0 7 196
Looking for a change point in French monetary policy in the early eighties 0 0 0 18 0 3 8 90
MODELLING THE GERMAN YIELD CURVE AND TESTING THE LUCAS CRITIQUE, 1975-2001 0 0 0 112 0 3 18 702
Regression Models with Data‐based Indicator Variables 0 0 0 102 0 0 9 733
Saturation in Autoregressive Models 0 0 0 79 0 0 9 204
Total Journal Articles 0 0 2 685 1 13 116 3,104

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Statistics updated 2026-10-11