Artigos em revistas indexadas
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- NEW PROJECT INNOVATIVENESS: THE CASE OF PORTUGUESE FINANCIAL SERVICESPublication . Vieira, J.M. Carvalho; Serra, Elisabete; Castro, Alberto; Martinez, A. L. Guevara
- Regression Models with Data-based Indicator Variables*Publication . Hendry, David F.; Santos, Carlos
- Assessing school efficiency in Portugal using FDH and bootstrappingPublication . Alberta Oliveira *, Maria; Santos, Carlos
- Saturation in Autoregressive ModelsPublication . Santos, Carlos; Hendry, DavidIn this paper, we extend the impulse saturation algorithm to a class of dynamic models. We show that the procedure is still correctly sized for stationary AR(1) processes, independently of the number of splits used for sample partitions. We derive theoretical power when there is an additive outlier in the data, and present simulation evidence showing good empirical rejection frequencies against such an alternative. Extensive Monte Carlo evidence is presented to document that the procedure has good power against a level shift in the last rT% of the sample observations. This result does not depend on the level of serial correlation of the data and does not require the use of a (mis-specified) location-scale model, thus opening the door to an automatic class of break tests that could outperform those of the Bai-Perron type
- WEB CONSUMER BEHAVIOR: THE EFFECT OF ENJOYMENT ON INNOVATIVENESSPublication . Serra, Elisabete Magalhães; Ferreira, Fernando Colmenero; Vieira, José Manuel Carvalho
- Modelling the German Yield Curve and Testing the Lucas CritiquePublication . Santos, Carlos; Oliveira, Maria Alberta
- THAT OBSCURE OBJECT OF DESIRE: THE MANAGEMENT OF ACADEMIC KNOWLEDGEPublication . Sousa, Célio A.A.; Hendriks, Paul H. J.For academic administrators, the management of research remains a matter more of hope than expectation. It has proved particularly difficult to measure quality. Managers typically view research as an asset . This essay argues that it is more useful to view research and its management as process , and explores the implications of doing so for managers and researchers alike.
- New services margin/high success discriminatorsPublication . Vieira, José Manuel Carvalho; Serra, Elisabete Magalhães; Gonsalez, José António Varela
- Automatic selection of indicators in a fully saturated regressionPublication . Hendry, David F.; Johansen, Søren; Santos, Carlos