Andreu Sansó
Names
first: |
Andreu |
last: |
Sansó |
in English: |
Andreu Sanso |
Contact
email: |
|
homepage: |
https://www.uib.cat/personal/ABTEzNDQx/ |
phone: |
+34 971 17 13 17 |
postal address: |
Edifici Jovellanos. Dep. Economia Aplicada. Campus UIB Ctra. de Valldemossa km 7,5 07122 Palma de Mallorca. |
Affiliations
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Universitat de les Illes Balears
→ Facultat de Ciències Econòmiques i Empresarials
→ Departament d'Economia Aplicada
- website
- location: Palma de Mallorca, Spain
Research profile
author of:
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Measurement Errors and Outliers in Seasonal Unit Root Testing
by Niels Haldrup & Antonio Montanés & Andreu Sanso
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Using different null hypotheses to test for seasonal unit roots in economic time series
by Antônio Aguirre & Andreu Sansó
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Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks
by Carrion i Silvestre, Josep Lluis & Sanso i Rossello, Andreu & Artis Ortuno, Manuel
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Consequences of the Spanish integration in the EU on the trade of Catalonia
by Jose Ramon Garcia & Andreu Sanso
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Unit root and stationarity tests' wedding
by Carrion-i-Silvestre, Josep Lluis & Sanso-i-Rossello, Andreu & Ortuno, Manuel Artis
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Fluctuaciones cíclicas y raíces unitarias en la economía española, 1850-1990
by Jordi Pons Novell & Andreu Sansó Rosselló
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Testing for Additive Outliers in Seasonally Integrated Time Series
by Niels Haldrup & Antonio Montañés & Andreu Sansó
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Measurement errors and outliers in seasonal unit root testing
by Haldrup, Niels & Montanes, Antonio & Sanso, Andreu
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A Note on the Vogelsang Test for Additive Outliers
by Niels Haldrup & Andreu Sansó
-
The KPSS Test with Two Structural Breaks
by Josep Lluís Carrion-i-Silvestre & Andreu Sansó
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Testing for Changes in the Unconditional Variance of Financial Time Series
by Andreu Sansó & Vicent Aragó & Josep Lluís Carrion
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Testing the Null of Cointegration with Structural Breaks
by Josep Lluís Carrion-i-Silvestre & Andreu Sansó
-
Testing for Additive Outliers in Seasonally Integrated Time Series
by Niels Haldrup & Antonio Montañés & Andreu Sansó
-
A guide to the computation of stationarity tests
by Josep Carrion-i-Silvestre & Andreu Sansó
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Joint hypothesis specification for unit root tests with a structural break *
by Josep Lluís Carrion-i-Silvestre & Andreu Sansó
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Testing the Null of Cointegration with Structural Breaks*
by Josep Lluís Carrion‐i‐Silvestre & Andreu Sansó
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Analisis del sesgo producido en los contrastes univariantes de phillips-ouliaris-joyeux por la utilizacion de ventanas espectrales
by Andreu Sanso & Ernest Pons Fanals & Manuel Artis Ortuno & Jordi Surinach Caralt
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Response surfaces for the dickey-fuller unit root test with structural breaks
by Josep Lluis Carrion Silvestre & Andreu Sanso & Manuel Artis Ortuno
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Tendencias y cambios estructurales en la economia espanola. O hasta que punto es debil la presencia de raices unitarias
by Josep Lluis Carrion Silvestre & Andreu Sanso & Manuel Artis Ortuno
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Comportamiento en muestra finita de los contrastes de integracion estacional para datos mensuales
by Andreu Sanso & Manuel Artis Ortuno & Jordi Surinach Caralt
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Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
by Haldrup, Niels & Hylleberg, Svend & Pons, Gabriel & Sanso, Andreu
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The KPSS test with two structural breaks
by Josep Carrion-i-Silvestre & Andreu Sansó
-
Fluctuaciones ciclicas y raices unitarias en la economia espanola, 1850-1990
by Jordi Pons Novell & Andreu Sanso
-
A note on the Vogelsang test for additive outliers
by Haldrup, Niels & Sansó, Andreu
-
Using different null hypotheses to test for seasonal unit roots in economic time series
by Antonio Aguirre & Andreu Sansó
-
Detection of additive outliers in seasonal time series
by Niels Haldrup & Antonio Montañés & Andreu Sansó
-
The tourist area lifecycle and the unit roots test. A new economic perspective for a classic paradigm in tourism.
by Antoni Luis Alcover Casasnovas & Andreu Sansó Rosselló
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Detection of Additive Outliers in Seasonal Time Series
by Haldrup Niels & Montañes Antonio & Sansó Andreu
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Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
by Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó
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Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending
by Tomás del Barrio Castro & Andrii Bodnar & Andreu Sansó Rosselló
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Subnational government’s budget deficit targets in a Monetary Union: the Spanish case 1995-2010
by Joan Rosselló Villalonga & Andreu Sansó Rosselló
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The Dickey-Fuller Test Family and Changes in the Seasonal Pattern
by Antonio Montanes & Andreu Sanso
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The lag-length selection and detrending methods for HEGY seasonal unit-root tests using Stata
by Tomás del Barrio Castro & Andrii Bodnar & Andreu Sansó
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Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending
by Tomás Barrio Castro & Andrii Bodnar & Andreu Sansó
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Yearly, monthly and weekly seasonality of tourism demand: A decomposition analysis
by Rosselló, Jaume & Sansó, Andreu
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Measurement Errors and Outliers in Seasonal Unit Root Testing
by Haldrup, Niels Prof. & Montanes, Antonio & Sansó, Andreu
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ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY
by Pons, Gabriel & Sansó, Andreu
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A GENERALIZATION OF THE BURRIDGE–GUERRE NONPARAMETRIC UNIT ROOT TEST
by García, Ana & Sansó, Andreu
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Factors underlying the growth of hospital expenditure in Spain in a period of unexpected economic shocks: A dynamic analysis on administrative data
by Bernal-Delgado, Enrique & Comendeiro-Maaløe, Micaela & Ridao-López, Manuel & Sansó Rosselló, Andreu
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On Augmented Franses Tests for Seasonal Unit Roots
by Tomás del Barrio Castro & Andreu Sansó Rossello