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 7 8 421
Analisis del sesgo producido en los contrastes univariantes de phillips-ouliaris-joyeux por la utilizacion de ventanas espectrales 0 0 0 0 2 2 7 236
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 2 4 5 81
Comportamiento en muestra finita de los contrastes de integracion estacional para datos mensuales 0 0 0 0 3 5 6 363
Consequences of the Spanish integration in the EU on the trade of Catalonia 0 0 0 63 1 2 3 293
Detection of additive outliers in seasonal time series 0 0 0 143 3 3 4 394
Fluctuaciones ciclicas y raices unitarias en la economia espanola, 1850-1990 0 0 0 7 1 2 3 106
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 0 2 4 0 6 11 19
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 0 1 21 1 1 3 19
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 6 8 8 57
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 287 11 13 14 1,277
Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending 0 0 0 41 1 3 4 101
Response surfaces for the dickey-fuller unit root test with structural breaks 0 0 0 0 5 5 5 455
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 3 595
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 3 5 8 387
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 6 8 15 482
Testing for Changes in the Unconditional Variance of Financial Time Series 0 0 0 686 1 11 19 2,318
Testing the Null of Cointegration with Structural Breaks 0 1 3 697 1 7 15 1,600
The KPSS Test with Two Structural Breaks 0 0 1 257 6 8 14 757
The tourist area lifecycle and the unit roots test. A new economic perspective for a classic paradigm in tourism 0 0 0 97 4 6 8 736
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 1 123 9 13 16 608
Total Working Papers 0 1 8 2,782 69 121 179 11,305

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 6 6 56
A guide to the computation of stationarity tests 0 0 0 180 3 4 4 440
A note on the Vogelsang test for additive outliers 0 0 0 20 0 1 3 98
Autonomous and induced demand in the United States: a long-run perspective 0 0 1 3 3 6 10 23
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 3 4 5 212
Correction to: Autonomous and induced demand in the United States: A long‑run perspective 0 0 1 1 3 5 6 6
Delving into public-expenditure elasticity: Evidence from a National Health Service acute-care hospital network 0 0 0 0 0 1 1 1
Detection of Additive Outliers in Seasonal Time Series 0 0 0 32 6 8 8 197
Different specifications and implications of the supermultiplier model 0 0 1 1 5 6 8 8
ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY 0 0 0 11 2 5 7 67
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 2 3 12
How Local tourism managers can benefit from national surveys: estimating tourism and restaurant expenditures for small market segments 0 0 0 0 3 7 7 7
Joint hypothesis specification for unit root tests with a structural break &ast 0 0 0 62 3 6 7 399
Measurement errors and outliers in seasonal unit root testing 0 0 0 66 6 8 10 260
Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending 0 0 0 4 4 6 7 44
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 0 1 1 18 4 8 11 59
Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks 0 0 0 44 1 2 5 162
Subnational government’s budget deficit targets in a Monetary Union: the Spanish case 1995-2010 0 0 0 6 2 3 3 31
Testing the Null of Cointegration with Structural Breaks* 0 0 1 238 2 6 16 619
The Dickey-Fuller Test Family and Changes in the Seasonal Pattern 0 0 1 6 2 2 5 32
The KPSS test with two structural breaks 0 0 2 98 3 6 9 283
The lag-length selection and detrending methods for HEGY seasonal unit-root tests using Stata 0 0 0 46 3 7 10 138
Unit root and stationarity tests' wedding 0 0 1 71 2 8 13 270
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 0 1 5 7 16
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 38 7 9 9 253
Yearly, monthly and weekly seasonality of tourism demand: A decomposition analysis 2 2 3 32 7 10 19 131
Total Journal Articles 2 4 14 1,043 79 142 201 3,829

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 2 2 4 9
Total Chapters 0 0 0 0 2 2 4 9

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Statistics updated 2026-02-12