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 1 5 15 429
Analisis del sesgo producido en los contrastes univariantes de phillips-ouliaris-joyeux por la utilizacion de ventanas espectrales 0 0 0 0 0 1 7 237
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 0 2 7 83
Comportamiento en muestra finita de los contrastes de integracion estacional para datos mensuales 0 0 0 0 0 2 8 365
Consequences of the Spanish integration in the EU on the trade of Catalonia 0 0 0 63 0 0 2 293
Detection of additive outliers in seasonal time series 0 0 0 143 0 1 5 395
Fluctuaciones ciclicas y raices unitarias en la economia espanola, 1850-1990 0 0 0 7 0 1 3 107
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 1 2 5 0 3 14 24
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 0 0 21 0 1 6 24
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 0 1 13 62
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 287 0 2 17 1,280
Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending 0 0 0 41 0 1 5 102
Response surfaces for the dickey-fuller unit root test with structural breaks 0 0 0 0 0 2 9 459
Tendencias y cambios estructurales en la economia espanola. O hasta que punto es debil la presencia de raices unitarias 0 0 0 0 1 2 8 601
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 0 3 10 390
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 0 3 16 485
Testing for Changes in the Unconditional Variance of Financial Time Series 0 1 1 687 1 6 27 2,327
Testing the Null of Cointegration with Structural Breaks 0 0 2 697 0 4 16 1,606
The KPSS Test with Two Structural Breaks 0 1 2 259 1 12 24 771
The tourist area lifecycle and the unit roots test. A new economic perspective for a classic paradigm in tourism 0 1 1 98 1 5 18 747
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 123 0 2 17 611
Total Working Papers 0 4 8 2,787 5 59 247 11,398

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 0 2 12 62
A guide to the computation of stationarity tests 0 0 0 180 0 1 6 442
A note on the Vogelsang test for additive outliers 0 0 0 20 0 3 8 104
Autonomous and induced demand in the United States: a long-run perspective 0 0 0 3 1 3 12 29
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 1 6 11 219
Correction to: Autonomous and induced demand in the United States: A long‑run perspective 0 0 1 1 0 1 15 15
Delving into public-expenditure elasticity: Evidence from a National Health Service acute-care hospital network 0 0 0 0 0 1 2 2
Detection of Additive Outliers in Seasonal Time Series 0 0 0 32 0 4 13 202
Different specifications and implications of the supermultiplier model 0 0 2 2 0 3 12 12
ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY 0 0 0 11 0 2 10 70
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 2 8 17
How Local tourism managers can benefit from national surveys: estimating tourism and restaurant expenditures for small market segments 0 0 0 0 0 1 9 9
Joint hypothesis specification for unit root tests with a structural break &ast 0 0 0 62 1 1 9 401
Measurement errors and outliers in seasonal unit root testing 0 0 0 66 0 3 12 263
Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending 0 0 0 4 0 0 7 44
On Augmented Franses Tests for Seasonal Unit Roots 0 0 1 4 0 1 3 7
Price transmission between oil and gasoline and diesel: A new measure for evaluating time asymmetries 0 0 1 18 0 1 15 66
Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks 0 0 0 44 0 2 7 165
Subnational government’s budget deficit targets in a Monetary Union: the Spanish case 1995-2010 0 0 0 6 0 0 4 32
Testing the Null of Cointegration with Structural Breaks* 0 0 1 238 0 0 12 620
The Dickey-Fuller Test Family and Changes in the Seasonal Pattern 0 0 0 6 0 1 5 34
The KPSS test with two structural breaks 0 1 2 99 0 6 15 290
The lag-length selection and detrending methods for HEGY seasonal unit-root tests using Stata 0 0 0 46 0 2 16 144
Unit root and stationarity tests' wedding 0 0 1 71 1 4 16 275
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 0 0 1 9 19
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 38 0 1 11 255
Yearly, monthly and weekly seasonality of tourism demand: A decomposition analysis 1 2 4 34 2 7 25 141
Total Journal Articles 1 3 13 1,047 6 59 284 3,939

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 9
Total Chapters 0 0 0 0 0 0 2 9

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Statistics updated 2026-07-10