Details about Andreu Sanso

Access statistics for papers by Andreu Sanso.

Last updated 2013-05-05. Update your information in the RePEc Author Service.

Short-id: psa78

Working Papers

2009

1. Detection of additive outliers in seasonal time series
   CREATES Research Papers, School of Economics and Management, University of Aarhus
2. The tourist area lifecycle and the unit roots test. A new economic perspective for a classic paradigm in tourism
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada

2006

3. A Note on the Vogelsang Test for Additive Outliers
   Economics Working Papers, School of Economics and Management, University of Aarhus
   See also Journal Article in Statistics & Probability Letters (2008)

2005

4. Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
   Economics Working Papers, School of Economics and Management, University of Aarhus View citations (1)
   See also Journal Article in Journal of Business & Economic Statistics (2007)
5. Testing for Additive Outliers in Seasonally Integrated Time Series
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (2)
   Also in Economics Working Papers, School of Economics and Management, University of Aarhus (2004)
6. Testing the Null of Cointegration with Structural Breaks
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (6)
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)
7. The KPSS Test with Two Structural Breaks
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (1)
   See also Journal Article in Spanish Economic Review (2007)

2003

8. Testing for Changes in the Unconditional Variance of Financial Time Series
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (6)

1999

9. Using different null hypotheses to test for seasonal unit roots in economic time series
   Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais
   See also Journal Article in Económica (2002)

1998

10. Comportamiento en muestra finita de los contrastes de integracion estacional para datos mensuales
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia View citations (1)
11. Consequences of the Spanish integration in the EU on the trade of Catalonia
    ERSA conference papers, European Regional Science Association
12. Response surfaces for the dickey-fuller unit root test with structural breaks
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia View citations (1)
13. Tendencias y cambios estructurales en la economia espanola. O hasta que punto es debil la presencia de raices unitarias
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia

1997

14. Analisis del sesgo producido en los contrastes univariantes de phillips-ouliaris-joyeux por la utilizacion de ventanas espectrales
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia

1996

15. Fluctuaciones ciclicas y raices unitarias en la economia espanola, 1850-1990
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia
    See also Journal Article in Estudios de Economía Aplicada (1996)

Undated

16. Measurement Errors and Outliers in Seasonal Unit Root Testing
    Economics Working Papers, School of Economics and Management, University of Aarhus View citations (2)
    See also Journal Article in Journal of Econometrics (2005)

Journal Articles

2008

1. A note on the Vogelsang test for additive outliers
   Statistics & Probability Letters, 2008, 78, (3), 296-300 View citations (2)
   See also Working Paper (2006)

2007

2. Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
   Journal of Business & Economic Statistics, 2007, 25, 21-32 View citations (4)
   See also Working Paper (2005)
3. The KPSS test with two structural breaks
   Spanish Economic Review, 2007, 9, (2), 105-127 View citations (2)
   See also Working Paper (2005)

2006

4. A guide to the computation of stationarity tests
   Empirical Economics, 2006, 31, (2), 433-448 View citations (26)
5. Joint hypothesis specification for unit root tests with a structural break &ast
   Econometrics Journal, 2006, 9, (2), 196-224 View citations (1)
6. Testing the Null of Cointegration with Structural Breaks
   Oxford Bulletin of Economics and Statistics, 2006, 68, (5), 623-646 View citations (19)
   See also Working Paper (2005)

2005

7. Measurement errors and outliers in seasonal unit root testing
   Journal of Econometrics, 2005, 127, (1), 103-128 View citations (12)
   See also Working Paper

2002

8. Using different null hypotheses to test for seasonal unit roots in economic time series
   Económica, 2002, XLVIII, (1-2), 3-26
   See also Working Paper (1999)

2001

9. Unit root and stationarity tests' wedding
   Economics Letters, 2001, 70, (1), 1-8 View citations (11)

1999

10. Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks
    Economics Letters, 1999, 63, (3), 279-283 View citations (1)

1996

11. Fluctuaciones cíclicas y raíces unitarias en la economía española, 1850-1990
    Estudios de Economía Aplicada, 1996, 6, 171-182
    See also Working Paper (1996)