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
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Working Papers
2015
- 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
- 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)
- 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
- 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
- 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)
- 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)
- 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)
- 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
- 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
- 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
- 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
- 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)
- Consequences of the Spanish integration in the EU on the trade of Catalonia
ERSA conference papers, European Regional Science Association
- 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)
- 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
- 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
- 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
- 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
- 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)
- Yearly, monthly and weekly seasonality of tourism demand: A decomposition analysis
Tourism Management, 2017, 60, (C), 379-389 View citations (1)
2016
- 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
- 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
- On Augmented Franses Tests for Seasonal Unit Roots
Communications in Statistics - Theory and Methods, 2015, 44, (24), 5204-5212
2011
- 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
- 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
- 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)
- The KPSS test with two structural breaks
Spanish Economic Review, 2007, 9, (2), 105-127 View citations (5)
See also Working Paper (2005)
2006
- A GENERALIZATION OF THE BURRIDGE–GUERRE NONPARAMETRIC UNIT ROOT TEST
Econometric Theory, 2006, 22, (4), 756-761 View citations (3)
- A guide to the computation of stationarity tests
Empirical Economics, 2006, 31, (2), 433-448 View citations (62)
- Joint hypothesis specification for unit root tests with a structural break &ast
Econometrics Journal, 2006, 9, (2), 196-224 View citations (7)
- 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
- ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY
Econometric Theory, 2005, 21, (4), 735-756 View citations (4)
- 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
- 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
- The Dickey-Fuller Test Family and Changes in the Seasonal Pattern
Annals of Economics and Statistics, 2001, (61), 73-90
- Unit root and stationarity tests' wedding
Economics Letters, 2001, 70, (1), 1-8 View citations (23)
1999
- Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks
Economics Letters, 1999, 63, (3), 279-283 View citations (6)
1996
- Fluctuaciones cíclicas y raíces unitarias en la economía española, 1850-1990
Estudios de Economia Aplicada, 1996, 6, 171-182 
See also Working Paper (1996)
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