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Searching for authors named "Carlos Santos" – sorted by Relevance.

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  • ECONOMICS Automatic Tests for Super Exogeneity  
  • by Documentos De Trabalho, David Hendry, Carlos Santos — 2006
  • …We develop a new automatically-computable test for super exogeneity, using a variant of general-to-specific modelling. Based on the recent developments in impulse saturation applied to marginal models under the null that no impulses matter, we select the significant impulses for testing in the condi…
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