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 3 6 13 427
Analisis del sesgo producido en los contrastes univariantes de phillips-ouliaris-joyeux por la utilizacion de ventanas espectrales 0 0 0 0 1 1 7 237
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 1 1 6 82
Comportamiento en muestra finita de los contrastes de integracion estacional para datos mensuales 0 0 0 0 1 1 7 364
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 1 1 5 395
Fluctuaciones ciclicas y raices unitarias en la economia espanola, 1850-1990 0 0 0 7 1 1 3 107
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 0 0 21 1 5 6 24
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 0 1 4 2 4 14 23
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 1 5 13 62
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 287 2 3 17 1,280
Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending 0 0 0 41 0 0 4 101
Response surfaces for the dickey-fuller unit root test with structural breaks 0 0 0 0 2 4 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 5 8 600
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 3 3 11 390
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 2 2 15 484
Testing for Changes in the Unconditional Variance of Financial Time Series 0 0 0 686 2 5 24 2,323
Testing the Null of Cointegration with Structural Breaks 0 0 2 697 3 5 15 1,605
The KPSS Test with Two Structural Breaks 1 2 3 259 9 11 23 768
The tourist area lifecycle and the unit roots test. A new economic perspective for a classic paradigm in tourism 0 0 0 97 2 8 15 744
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 123 2 3 18 611
Total Working Papers 1 2 6 2,784 40 74 235 11,379


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 12 62
A guide to the computation of stationarity tests 0 0 0 180 0 1 5 441
A note on the Vogelsang test for additive outliers 0 0 0 20 3 6 8 104
Autonomous and induced demand in the United States: a long-run perspective 0 0 0 3 2 5 12 28
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 5 6 10 218
Correction to: Autonomous and induced demand in the United States: A long‑run perspective 0 0 1 1 1 9 15 15
Delving into public-expenditure elasticity: Evidence from a National Health Service acute-care hospital network 0 0 0 0 1 1 2 2
Detection of Additive Outliers in Seasonal Time Series 0 0 0 32 3 4 12 201
Different specifications and implications of the supermultiplier model 0 1 2 2 3 4 12 12
ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY 0 0 0 11 1 2 9 69
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 4 7 16
How Local tourism managers can benefit from national surveys: estimating tourism and restaurant expenditures for small market segments 0 0 0 0 1 2 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 3 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 1 2 3 7
Price transmission between oil and gasoline and diesel: A new measure for evaluating time asymmetries 0 0 1 18 1 7 17 66
Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks 0 0 0 44 2 3 7 165
Subnational government’s budget deficit targets in a Monetary Union: the Spanish case 1995-2010 0 0 0 6 0 1 4 32
Testing the Null of Cointegration with Structural Breaks* 0 0 1 238 0 1 16 620
The Dickey-Fuller Test Family and Changes in the Seasonal Pattern 0 0 0 6 1 2 5 34
The KPSS test with two structural breaks 1 1 2 99 4 5 13 288
The lag-length selection and detrending methods for HEGY seasonal unit-root tests using Stata 0 0 0 46 2 6 16 144
Unit root and stationarity tests' wedding 0 0 1 71 3 4 16 274
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 0 0 2 8 18
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 38 1 2 11 255
Yearly, monthly and weekly seasonality of tourism demand: A decomposition analysis 1 1 3 33 3 6 21 137
Total Journal Articles 2 3 12 1,046 44 95 278 3,924


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


Statistics updated 2026-05-06