Details about Andreu Sansó

Access statistics for papers by Andreu Sansó.

Last updated 2021-01-06. Update your information in the RePEc Author Service.

Short-id: psa78

Working Papers

2015

1. Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada
   See also Journal Article in Computational Statistics (2017)

2009

2. Detection of additive outliers in seasonal time series
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
   See also Journal Article in Journal of Time Series Econometrics (2011)
3. 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

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

2005

5. Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
   Economics Working Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
   See also Journal Article in Journal of Business & Economic Statistics (2007)
6. 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, Department of Economics and Business Economics, Aarhus University (2004)
7. Testing the Null of Cointegration with Structural Breaks
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (9)
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)
8. 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

9. 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 (33)

2000

10. Measurement Errors and Outliers in Seasonal Unit Root Testing
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (2)
    Also in Economics Working Papers, Department of Economics and Business Economics, Aarhus University View citations (2)
    See also Journal Article in Journal of Econometrics (2005)

1999

11. 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

12. 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)
13. Consequences of the Spanish integration in the EU on the trade of Catalonia
    ERSA conference papers, European Regional Science Association
14. 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)
15. 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

16. 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

17. 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 Economia Aplicada (1996)

Journal Articles

2020

1. Factors underlying the growth of hospital expenditure in Spain in a period of unexpected economic shocks: A dynamic analysis on administrative data
   Health Policy, 2020, 124, (4), 389-396

2017

2. Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending
   Computational Statistics, 2017, 32, (4), 1533-1568 View citations (1)
   See also Working Paper (2015)
3. Yearly, monthly and weekly seasonality of tourism demand: A decomposition analysis
   Tourism Management, 2017, 60, (C), 379-389 View citations (1)

2016

4. Subnational government’s budget deficit targets in a Monetary Union: the Spanish case 1995-2010
   EKONOMIAZ. Revista vasca de Economía, 2016, 89, (01), 280-279
5. The lag-length selection and detrending methods for HEGY seasonal unit-root tests using Stata
   Stata Journal, 2016, 16, (3), 740-760 View citations (2)

2015

6. On Augmented Franses Tests for Seasonal Unit Roots
   Communications in Statistics - Theory and Methods, 2015, 44, (24), 5204-5212

2011

7. Detection of Additive Outliers in Seasonal Time Series
   Journal of Time Series Econometrics, 2011, 3, (2), 1-20 View citations (1)
   See also Working Paper (2009)

2008

8. A note on the Vogelsang test for additive outliers
   Statistics & Probability Letters, 2008, 78, (3), 296-300 View citations (6)
   See also Working Paper (2006)

2007

9. 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 (7)
   See also Working Paper (2005)
10. The KPSS test with two structural breaks
    Spanish Economic Review, 2007, 9, (2), 105-127 View citations (5)
    See also Working Paper (2005)

2006

11. A GENERALIZATION OF THE BURRIDGE–GUERRE NONPARAMETRIC UNIT ROOT TEST
    Econometric Theory, 2006, 22, (4), 756-761 View citations (3)
12. A guide to the computation of stationarity tests
    Empirical Economics, 2006, 31, (2), 433-448 View citations (62)
13. Joint hypothesis specification for unit root tests with a structural break &ast
    Econometrics Journal, 2006, 9, (2), 196-224 View citations (7)
14. Testing the Null of Cointegration with Structural Breaks*
    Oxford Bulletin of Economics and Statistics, 2006, 68, (5), 623-646 View citations (54)
    See also Working Paper (2005)

2005

15. ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY
    Econometric Theory, 2005, 21, (4), 735-756 View citations (4)
16. Measurement errors and outliers in seasonal unit root testing
    Journal of Econometrics, 2005, 127, (1), 103-128 View citations (12)
    See also Working Paper (2000)

2002

17. 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

18. The Dickey-Fuller Test Family and Changes in the Seasonal Pattern
    Annals of Economics and Statistics, 2001, (61), 73-90
19. Unit root and stationarity tests' wedding
    Economics Letters, 2001, 70, (1), 1-8 View citations (23)

1999

20. Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks
    Economics Letters, 1999, 63, (3), 279-283 View citations (6)

1996

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