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 1 2 5 153
AUTOMATIC TESTS for SUPER EXOGENEITY 1 1 2 165 4 4 7 335
An Automatic Test of Super Exogeneity 2 2 7 243 6 10 41 805
Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling 0 0 0 107 3 4 13 371
Discriminating mean and variance shifts 0 0 0 79 1 2 9 281
Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence 0 0 0 97 1 2 4 355
Regression Models with Data-based Indicator Variables 0 0 1 76 1 2 11 221
Regression Models with Data-based Indicator Variables 0 0 1 208 2 3 11 767
Selecting a Regression Saturated by Indicators 0 0 1 44 2 2 15 183
Selecting a Regression Saturated by Indicators 0 0 1 184 2 2 18 596
Selection on the basis of prior testing 0 0 1 24 2 2 6 124
The Budgeting of Portuguese Public Museums: a dynamic panel data analysis 0 0 1 76 1 1 11 245
The Euro Sovereign Debt Crisis, Determinants of Default Probabilities and Implied Ratings in the CDS Market: An Econometric Analysis 0 2 5 385 1 6 32 1,482
The euro sovereign debt crisis, determinants of default probabilities and implied ratings in the CDS market: an econometric analysis 0 2 2 78 1 6 15 266
Total Working Papers 3 7 22 1,799 28 48 198 6,184

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 15 1 2 6 69
Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling 0 0 0 10 1 3 27 97
Assessing school efficiency in Portugal using FDH and bootstrapping 0 0 1 126 3 6 17 342
Automatic selection of indicators in a fully saturated regression 0 0 3 38 1 1 14 161
Automatic selection of indicators in a fully saturated regression 0 1 4 95 1 2 15 315
Impulse saturation break tests 0 0 0 58 1 2 8 174
Looking for a change point in French monetary policy in the early eighties 0 0 0 18 2 2 6 79
MODELLING THE GERMAN YIELD CURVE AND TESTING THE LUCAS CRITIQUE, 1975-2001 0 0 4 112 1 5 24 610
Regression Models with Data‐based Indicator Variables 0 0 0 101 1 3 10 713
Saturation in Autoregressive Models 0 1 2 74 1 4 11 183
Total Journal Articles 0 2 14 647 13 30 138 2,743

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Statistics updated 2021-01-03