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 1 1 115 2 4 19 433
Analisis del sesgo producido en los contrastes univariantes de phillips-ouliaris-joyeux por la utilizacion de ventanas espectrales 0 0 0 0 2 2 5 239
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 3 4 10 87
Comportamiento en muestra finita de los contrastes de integracion estacional para datos mensuales 0 0 0 0 0 0 7 365
Consequences of the Spanish integration in the EU on the trade of Catalonia 0 0 0 63 1 1 3 294
Detection of additive outliers in seasonal time series 0 0 1 144 0 1 6 397
Fluctuaciones ciclicas y raices unitarias en la economia espanola, 1850-1990 0 0 0 7 3 3 6 110
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 0 0 21 4 6 12 30
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 0 1 5 3 3 14 27
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 3 3 16 65
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 287 2 4 21 1,285
Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending 0 0 0 41 1 2 6 104
Response surfaces for the dickey-fuller unit root test with structural breaks 0 0 0 0 2 3 12 462
Tendencias y cambios estructurales en la economia espanola. O hasta que punto es debil la presencia de raices unitarias 0 0 0 0 2 3 11 604
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 0 1 9 391
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 1 1 12 486
Testing for Changes in the Unconditional Variance of Financial Time Series 1 3 5 691 8 12 36 2,343
Testing the Null of Cointegration with Structural Breaks 0 1 2 698 1 4 19 1,612
The KPSS Test with Two Structural Breaks 0 0 2 259 2 3 26 775
The tourist area lifecycle and the unit roots test. A new economic perspective for a classic paradigm in tourism 0 0 1 98 2 3 20 750
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 123 0 0 16 611
Total Working Papers 1 5 13 2,794 42 63 286 11,470

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 3 3 15 65
A guide to the computation of stationarity tests 0 0 0 180 0 0 8 444
A note on the Vogelsang test for additive outliers 0 1 1 21 2 3 10 107
Autonomous and induced demand in the United States: a long-run perspective 0 0 0 3 1 1 15 32
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 3 3 14 222
Correction to: Autonomous and induced demand in the United States: A long‑run perspective 0 0 0 1 2 2 16 17
Delving into public-expenditure elasticity: Evidence from a National Health Service acute-care hospital network 0 0 0 0 0 1 3 3
Detection of Additive Outliers in Seasonal Time Series 0 0 1 33 0 4 18 207
Different specifications and implications of the supermultiplier model 0 0 1 2 2 2 12 14
ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY 0 0 0 11 0 0 8 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 1 9 19
How Local tourism managers can benefit from national surveys: estimating tourism and restaurant expenditures for small market segments 0 0 0 0 0 0 9 9
Joint hypothesis specification for unit root tests with a structural break &ast 0 0 0 62 1 1 9 402
Measurement errors and outliers in seasonal unit root testing 0 0 0 66 1 2 13 265
Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending 0 0 0 4 1 1 7 45
On Augmented Franses Tests for Seasonal Unit Roots 0 0 1 4 0 0 4 8
Price transmission between oil and gasoline and diesel: A new measure for evaluating time asymmetries 0 2 3 20 3 6 21 72
Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks 0 0 0 44 4 5 11 171
Subnational government’s budget deficit targets in a Monetary Union: the Spanish case 1995-2010 0 0 0 6 3 3 7 35
Testing the Null of Cointegration with Structural Breaks* 0 0 0 238 1 2 11 624
The Dickey-Fuller Test Family and Changes in the Seasonal Pattern 0 0 0 6 4 5 9 39
The KPSS test with two structural breaks 1 1 2 100 2 3 16 293
The lag-length selection and detrending methods for HEGY seasonal unit-root tests using Stata 0 0 0 46 0 1 16 147
Unit root and stationarity tests' wedding 0 0 0 71 3 3 17 279
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 0 4 4 13 24
Using different null hypotheses to test for seasonal unit roots in economic time series 0 0 0 38 0 0 11 255
Yearly, monthly and weekly seasonality of tourism demand: A decomposition analysis 0 0 4 34 4 8 28 149
Total Journal Articles 1 4 13 1,052 45 64 330 4,017

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 2026-11-12