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 1 2 414
Analisis del sesgo producido en los contrastes univariantes de phillips-ouliaris-joyeux por la utilizacion de ventanas espectrales 0 0 0 0 1 2 2 230
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 0 0 0 76
Comportamiento en muestra finita de los contrastes de integracion estacional para datos mensuales 0 0 0 0 0 2 2 357
Consequences of the Spanish integration in the EU on the trade of Catalonia 0 0 0 63 1 1 1 291
Detection of additive outliers in seasonal time series 0 0 0 143 0 0 0 390
Fluctuaciones ciclicas y raices unitarias en la economia espanola, 1850-1990 0 0 0 7 1 1 1 104
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 0 1 2 0 0 3 8
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 0 1 20 0 1 4 16
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 1 287 0 0 2 1,263
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 0 0 1 49
Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending 0 0 0 41 0 1 3 97
Response surfaces for the dickey-fuller unit root test with structural breaks 0 0 0 0 0 2 2 450
Tendencias y cambios estructurales en la economia espanola. O hasta que punto es debil la presencia de raices unitarias 0 0 0 0 0 2 2 592
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 0 1 1 379
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 1 3 4 468
Testing for Changes in the Unconditional Variance of Financial Time Series 0 0 2 686 0 6 19 2,299
Testing the Null of Cointegration with Structural Breaks 1 1 3 695 2 2 8 1,587
The KPSS Test with Two Structural Breaks 0 0 0 256 1 1 6 744
The tourist area lifecycle and the unit roots test. A new economic perspective for a classic paradigm in tourism 0 1 2 97 0 1 5 728
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 122 0 1 15 592
Total Working Papers 1 2 10 2,775 8 28 83 11,134

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 0 1 50
A guide to the computation of stationarity tests 0 1 1 180 0 2 5 436
A note on the Vogelsang test for additive outliers 0 0 1 20 1 1 2 96
Autonomous and induced demand in the United States: a long-run perspective 1 1 1 3 1 2 10 14
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 1 2 2 208
Detection of Additive Outliers in Seasonal Time Series 0 0 0 32 0 0 0 189
ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY 0 0 0 11 0 0 0 60
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 9
How Local tourism managers can benefit from national surveys: estimating tourism and restaurant expenditures for small market segments 0 0 0 0 0 0 0 0
Joint hypothesis specification for unit root tests with a structural break &ast 0 0 0 62 0 0 4 392
Measurement errors and outliers in seasonal unit root testing 0 0 2 66 0 0 2 250
Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending 0 0 0 4 0 0 0 37
On Augmented Franses Tests for Seasonal Unit Roots 0 0 1 2 0 0 1 3
Price transmission between oil and gasoline and diesel: A new measure for evaluating time asymmetries 0 0 3 17 1 2 10 49
Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks 0 0 0 44 1 2 3 158
Subnational government’s budget deficit targets in a Monetary Union: the Spanish case 1995-2010 0 0 0 6 0 0 0 28
Testing the Null of Cointegration with Structural Breaks* 0 0 4 237 1 2 10 604
The Dickey-Fuller Test Family and Changes in the Seasonal Pattern 1 1 1 6 2 2 3 29
The KPSS test with two structural breaks 0 0 1 96 0 0 4 274
The lag-length selection and detrending methods for HEGY seasonal unit-root tests using Stata 0 0 1 46 0 0 3 128
Unit root and stationarity tests' wedding 0 1 1 70 1 3 4 258
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 38 0 1 1 244
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 0 1 1 3 10
Yearly, monthly and weekly seasonality of tourism demand: A decomposition analysis 1 2 5 30 1 2 13 113
Total Journal Articles 3 6 22 1,032 11 23 82 3,639

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 1 1 1 6
Total Chapters 0 0 0 0 1 1 1 6

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Statistics updated 2025-03-03