Access Statistics for Andreu Sanso

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 Vogelsang Test for Additive Outliers 1 2 13 87 4 8 33 261
Analisis del sesgo producido en los contrastes univariantes de phillips-ouliaris-joyeux por la utilizacion de ventanas espectrales 0 0 0 0 4 4 17 130
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 3 47 3 6 20 186
Comportamiento en muestra finita de los contrastes de integracion estacional para datos mensuales 0 0 0 0 1 6 27 270
Consequences of the Spanish integration in the EU on the trade of Catalonia 0 0 2 52 2 4 33 199
Fluctuaciones ciclicas y raices unitarias en la economia espanola, 1850-1990 0 0 1 3 3 4 13 30
Measurement Errors and Outliers in Seasonal Unit Root Testing 1 2 11 92 2 6 29 291
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 2 9 268 1 7 29 1,155
Response surfaces for the dickey-fuller unit root test with structural breaks 0 0 0 0 4 7 28 358
Tendencias y cambios estructurales en la economia espanola. O hasta que punto es debil la presencia de raices unitarias 0 0 0 0 11 28 80 360
Testing for Additive Outliers in Seasonally Integrated Time Series 0 2 22 52 3 13 73 200
Testing for Additive Outliers in Seasonally Integrated Time Series 0 2 10 116 3 6 34 327
Testing for Changes in the Unconditional Variance of Financial Time Series 4 13 73 216 30 65 287 688
Testing the Null of Cointegration with Structural Breaks 3 14 55 217 7 22 85 380
The KPSS Test with Two Structural Breaks 3 8 42 151 6 22 93 362
Using different null hypotheses to test for seasonal unit roots in economic time series 2 3 11 102 6 12 36 460
Total Working Papers 14 48 252 1,403 90 220 917 5,657

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A guide to the computation of stationarity tests 2 6 31 94 3 11 53 214
A note on the Vogelsang test for additive outliers 0 2 8 8 0 3 18 18
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 5 28 0 2 16 96
Fluctuaciones cíclicas y raíces unitarias en la economía española, 1850-1990 0 1 5 28 4 9 39 586
Joint hypothesis specification for unit root tests with a structural break &ast 0 0 3 42 1 1 40 226
Measurement errors and outliers in seasonal unit root testing 1 1 5 30 2 4 15 115
Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks 1 4 6 24 2 5 11 88
Testing the Null of Cointegration with Structural Breaks 3 4 21 81 5 9 56 201
The Dickey-Fuller Test Family and Changes in the Seasonal Pattern 0 1 2 2 0 2 5 5
The KPSS test with two structural breaks 1 3 14 37 3 11 45 100
Unit root and stationarity tests' wedding 0 1 3 32 0 2 11 141
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 1 1 1 4 12 12
Total Journal Articles 8 23 104 407 21 63 321 1,802

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Statistics updated 2009-11-04