Andreu Sansó

Names

Contact

Affiliations

• 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:

• Measurement Errors and Outliers in Seasonal Unit Root Testing
  by Niels Haldrup & Antonio Montanés & Andreu Sanso
• Using different null hypotheses to test for seasonal unit roots in economic time series
  by Antônio Aguirre & Andreu Sansó
• 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
• Consequences of the Spanish integration in the EU on the trade of Catalonia
  by Jose Ramon Garcia & Andreu Sanso
• Unit root and stationarity tests' wedding
  by Carrion-i-Silvestre, Josep Lluis & Sanso-i-Rossello, Andreu & Ortuno, Manuel Artis
• Fluctuaciones cíclicas y raíces unitarias en la economía española, 1850-1990
  by Jordi Pons Novell & Andreu Sansó Rosselló
• Testing for Additive Outliers in Seasonally Integrated Time Series
  by Niels Haldrup & Antonio Montañés & Andreu Sansó
• Measurement errors and outliers in seasonal unit root testing
  by Haldrup, Niels & Montanes, Antonio & Sanso, Andreu
• 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
• Testing for Changes in the Unconditional Variance of Financial Time Series
  by Andreu Sansó & Vicent Aragó & Josep Lluís Carrion
• 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
• Joint hypothesis specification for unit root tests with a structural break *
  by Josep Lluís Carrion-i-Silvestre & Andreu Sansó
• Testing the Null of Cointegration with Structural Breaks*
  by Josep Lluís Carrion‐i‐Silvestre & Andreu Sansó
• 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
• Response surfaces for the dickey-fuller unit root test with structural breaks
  by Josep Lluis Carrion Silvestre & Andreu Sanso & Manuel Artis Ortuno
• 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
• Comportamiento en muestra finita de los contrastes de integracion estacional para datos mensuales
  by Andreu Sanso & Manuel Artis Ortuno & Jordi Surinach Caralt
• Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
  by Haldrup, Niels & Hylleberg, Svend & Pons, Gabriel & Sanso, Andreu
• 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
• Detection of Additive Outliers in Seasonal Time Series
  by Haldrup Niels & Montañes Antonio & Sansó Andreu
• 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
• Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending
  by Tomás del Barrio Castro & Andrii Bodnar & Andreu Sansó Rosselló
• Subnational government’s budget deficit targets in a Monetary Union: the Spanish case 1995-2010
  by Joan Rosselló Villalonga & Andreu Sansó Rosselló
• The Dickey-Fuller Test Family and Changes in the Seasonal Pattern
  by Antonio Montanes & Andreu Sanso
• The lag-length selection and detrending methods for HEGY seasonal unit-root tests using Stata
  by Tomás del Barrio Castro & Andrii Bodnar & Andreu Sansó
• Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending
  by Tomás Barrio Castro & Andrii Bodnar & Andreu Sansó
• Yearly, monthly and weekly seasonality of tourism demand: A decomposition analysis
  by Rosselló, Jaume & Sansó, Andreu
• Measurement Errors and Outliers in Seasonal Unit Root Testing
  by Haldrup, Niels Prof. & Montanes, Antonio & Sansó, Andreu
• ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY
  by Pons, Gabriel & Sansó, Andreu
• A GENERALIZATION OF THE BURRIDGE–GUERRE NONPARAMETRIC UNIT ROOT TEST
  by García, Ana & Sansó, Andreu
• 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
• On Augmented Franses Tests for Seasonal Unit Roots
  by Tomás del Barrio Castro & Andreu Sansó Rossello