Access Statistics for Andreu Sansó

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 0 0 0 114 2 5 6 419
Analisis del sesgo producido en los contrastes univariantes de phillips-ouliaris-joyeux por la utilizacion de ventanas espectrales 0 0 0 0 0 3 6 234
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 0 2 3 79
Comportamiento en muestra finita de los contrastes de integracion estacional para datos mensuales 0 0 0 0 2 2 4 360
Consequences of the Spanish integration in the EU on the trade of Catalonia 0 0 0 63 0 1 2 292
Detection of additive outliers in seasonal time series 0 0 0 143 0 1 1 391
Fluctuaciones ciclicas y raices unitarias en la economia espanola, 1850-1990 0 0 0 7 0 1 2 105
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 0 2 4 5 7 11 19
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 0 1 21 0 0 2 18
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 287 2 3 3 1,266
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 2 2 2 51
Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending 0 0 0 41 0 2 4 100
Response surfaces for the dickey-fuller unit root test with structural breaks 0 0 0 0 0 0 1 450
Tendencias y cambios estructurales en la economia espanola. O hasta que punto es debil la presencia de raices unitarias 0 0 0 0 0 1 4 594
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 1 5 10 476
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 1 4 5 384
Testing for Changes in the Unconditional Variance of Financial Time Series 0 0 0 686 9 13 22 2,317
Testing the Null of Cointegration with Structural Breaks 1 2 3 697 5 9 14 1,599
The KPSS Test with Two Structural Breaks 0 0 1 257 0 3 8 751
The tourist area lifecycle and the unit roots test. A new economic perspective for a classic paradigm in tourism 0 0 1 97 2 2 5 732
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 1 123 1 4 7 599
Total Working Papers 1 2 9 2,782 32 70 122 11,236

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GENERALIZATION OF THE BURRIDGE–GUERRE NONPARAMETRIC UNIT ROOT TEST 0 0 0 10 2 4 4 54
A guide to the computation of stationarity tests 0 0 0 180 1 1 1 437
A note on the Vogelsang test for additive outliers 0 0 0 20 1 2 3 98
Autonomous and induced demand in the United States: a long-run perspective 0 0 1 3 1 3 7 20
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 0 1 3 209
Correction to: Autonomous and induced demand in the United States: A long‑run perspective 0 0 1 1 1 2 3 3
Detection of Additive Outliers in Seasonal Time Series 0 0 0 32 1 2 2 191
Different specifications and implications of the supermultiplier model 0 1 1 1 0 2 3 3
ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY 0 0 0 11 2 4 5 65
Factors underlying the growth of hospital expenditure in Spain in a period of unexpected economic shocks: A dynamic analysis on administrative data 0 0 0 3 0 1 1 10
How Local tourism managers can benefit from national surveys: estimating tourism and restaurant expenditures for small market segments 0 0 0 0 4 4 4 4
Joint hypothesis specification for unit root tests with a structural break &ast 0 0 0 62 1 3 4 396
Measurement errors and outliers in seasonal unit root testing 0 0 0 66 1 2 4 254
Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending 0 0 0 4 0 3 3 40
On Augmented Franses Tests for Seasonal Unit Roots 0 1 2 4 0 1 2 5
Price transmission between oil and gasoline and diesel: A new measure for evaluating time asymmetries 1 1 1 18 3 4 7 55
Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks 0 0 0 44 1 1 5 161
Subnational government’s budget deficit targets in a Monetary Union: the Spanish case 1995-2010 0 0 0 6 1 1 1 29
Testing the Null of Cointegration with Structural Breaks* 0 0 1 238 0 7 14 617
The Dickey-Fuller Test Family and Changes in the Seasonal Pattern 0 0 1 6 0 0 3 30
The KPSS test with two structural breaks 0 1 2 98 2 4 6 280
The lag-length selection and detrending methods for HEGY seasonal unit-root tests using Stata 0 0 0 46 2 5 7 135
Unit root and stationarity tests' wedding 0 0 1 71 5 6 12 268
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 0 0 5 6 15
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 38 2 2 2 246
Yearly, monthly and weekly seasonality of tourism demand: A decomposition analysis 0 0 2 30 1 7 13 124
Total Journal Articles 1 4 13 1,041 32 77 125 3,749

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Exchange-Rate Movements and the Export of Brazilian Manufactures 0 0 0 0 0 0 2 7
Total Chapters 0 0 0 0 0 0 2 7

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Statistics updated 2026-01-09