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 14 428
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 1 2 7 83
Comportamiento en muestra finita de los contrastes de integracion estacional para datos mensuales 0 0 0 0 1 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 1 1 2 5 1 3 15 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 0 287 0 3 17 1,280
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 0 1 13 62
Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending 0 0 0 41 1 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 0 2 7 600
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 1 3 16 485
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 0 3 10 390
Testing for Changes in the Unconditional Variance of Financial Time Series 1 1 1 687 3 6 27 2,326
Testing the Null of Cointegration with Structural Breaks 0 0 2 697 1 6 16 1,606
The KPSS Test with Two Structural Breaks 0 2 2 259 2 13 23 770
The tourist area lifecycle and the unit roots test. A new economic perspective for a classic paradigm in tourism 1 1 1 98 2 7 17 746
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 123 0 3 18 611
Total Working Papers 3 5 8 2,787 14 66 245 11,393

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 5 12 62
A guide to the computation of stationarity tests 0 0 0 180 1 2 6 442
A note on the Vogelsang test for additive outliers 0 0 0 20 0 4 8 104
Autonomous and induced demand in the United States: a long-run perspective 0 0 0 3 0 2 11 28
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 0 6 10 218
Correction to: Autonomous and induced demand in the United States: A long‑run perspective 0 0 1 1 0 2 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 1 4 13 202
Different specifications and implications of the supermultiplier model 0 1 2 2 0 4 12 12
ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY 0 0 0 11 1 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 1 3 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 0 1 8 400
Measurement errors and outliers in seasonal unit root testing 0 0 0 66 0 3 13 263
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 7 15 66
Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks 0 0 0 44 0 3 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 13 620
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 2 7 15 290
The lag-length selection and detrending methods for HEGY seasonal unit-root tests using Stata 0 0 0 46 0 5 16 144
Unit root and stationarity tests' wedding 0 0 1 71 0 4 16 274
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 0 1 2 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 0 1 3 33 2 6 23 139
Total Journal Articles 0 3 12 1,046 9 77 281 3,933

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

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Statistics updated 2026-06-04