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 6 9 423
Analisis del sesgo producido en los contrastes univariantes de phillips-ouliaris-joyeux por la utilizacion de ventanas espectrales 0 0 0 0 0 2 6 236
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 0 2 5 81
Comportamiento en muestra finita de los contrastes de integracion estacional para datos mensuales 0 0 0 0 0 5 6 363
Consequences of the Spanish integration in the EU on the trade of Catalonia 0 0 0 63 0 1 2 293
Detection of additive outliers in seasonal time series 0 0 0 143 0 3 4 394
Fluctuaciones ciclicas y raices unitarias en la economia espanola, 1850-1990 0 0 0 7 0 1 2 106
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 0 1 21 4 5 7 23
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 0 2 4 2 7 13 21
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 287 0 13 14 1,277
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 4 12 12 61
Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending 0 0 0 41 0 1 4 101
Response surfaces for the dickey-fuller unit root test with structural breaks 0 0 0 0 2 7 7 457
Tendencias y cambios estructurales en la economia espanola. O hasta que punto es debil la presencia de raices unitarias 0 0 0 0 3 4 6 598
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 0 7 14 482
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 0 4 8 387
Testing for Changes in the Unconditional Variance of Financial Time Series 0 0 0 686 2 12 21 2,320
Testing the Null of Cointegration with Structural Breaks 0 1 2 697 0 6 13 1,600
The KPSS Test with Two Structural Breaks 0 0 1 257 0 6 13 757
The tourist area lifecycle and the unit roots test. A new economic perspective for a classic paradigm in tourism 0 0 0 97 3 9 11 739
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 1 123 0 10 16 608
Total Working Papers 0 1 7 2,782 22 123 193 11,327

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 1 5 7 57
A guide to the computation of stationarity tests 0 0 0 180 0 4 4 440
A note on the Vogelsang test for additive outliers 0 0 0 20 2 3 4 100
Autonomous and induced demand in the United States: a long-run perspective 0 0 0 3 3 7 12 26
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 0 3 4 212
Correction to: Autonomous and induced demand in the United States: A long‑run perspective 0 0 1 1 7 11 13 13
Delving into public-expenditure elasticity: Evidence from a National Health Service acute-care hospital network 0 0 0 0 0 0 1 1
Detection of Additive Outliers in Seasonal Time Series 0 0 0 32 1 8 9 198
Different specifications and implications of the supermultiplier model 0 0 1 1 0 5 8 8
ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY 0 0 0 11 1 5 8 68
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 2 4 5 14
How Local tourism managers can benefit from national surveys: estimating tourism and restaurant expenditures for small market segments 0 0 0 0 1 8 8 8
Joint hypothesis specification for unit root tests with a structural break &ast 0 0 0 62 0 4 7 399
Measurement errors and outliers in seasonal unit root testing 0 0 0 66 0 7 10 260
Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending 0 0 0 4 0 4 7 44
On Augmented Franses Tests for Seasonal Unit Roots 0 0 2 4 1 1 3 6
Price transmission between oil and gasoline and diesel: A new measure for evaluating time asymmetries 0 1 1 18 0 7 10 59
Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks 0 0 0 44 0 2 4 162
Subnational government’s budget deficit targets in a Monetary Union: the Spanish case 1995-2010 0 0 0 6 1 4 4 32
Testing the Null of Cointegration with Structural Breaks* 0 0 1 238 1 3 16 620
The Dickey-Fuller Test Family and Changes in the Seasonal Pattern 0 0 0 6 1 3 4 33
The KPSS test with two structural breaks 0 0 2 98 0 5 9 283
The lag-length selection and detrending methods for HEGY seasonal unit-root tests using Stata 0 0 0 46 1 6 11 139
Unit root and stationarity tests' wedding 0 0 1 71 0 7 12 270
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 38 1 10 10 254
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 0 1 2 7 17
Yearly, monthly and weekly seasonality of tourism demand: A decomposition analysis 0 2 2 32 2 10 20 133
Total Journal Articles 0 3 11 1,043 27 138 217 3,856

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 2 3 9
Total Chapters 0 0 0 0 0 2 3 9

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Statistics updated 2026-03-04