Andreu Sansó
Andreu Sansó
Catedràtic d'Economia Aplicada, Universitat de les Illes Balears
Verified email at uib.cat - Homepage
Title
Cited by
Cited by
Year
Testing for changes in the unconditional variance of financial time series
A Sansó, JL Carrion, V Aragó
Revista de Economía Financiera, 2004, vol. 4, p. 32-52, 2004
3642004
The Economic Determinants of Seasonal Patterns. Seasonality in Monthly International Tourist Arrivals to the Balearic Islands
A Riera, J Rosselló, A Sansó
Annals of Tourism Research 31 (3), 697-711, 2004
2552004
Testing the null of cointegration with structural breaks
JL Carrion‐i‐Silvestre, A Sansó
Oxford Bulletin of Economics and Statistics 68 (5), 623-646, 2006
1722006
Análisis económico regional. Nociones básicas de la teoría de cointegración. Barcelona: Antoni Bosch
J Suriñach, M Artís, E López, A Sansó
102*1995
A guide to the computation of stationarity tests
JL Carrion-i-Silvestre, A Sansó
Empirical Economics 31 (2), 433-448, 2006
972006
Yearly, monthly and weekly seasonality of tourism demand: A decomposition analysis
J Rosselló, A Sansó
Tourism Management 60, 379-389, 2017
772017
Unit root and stationarity tests’ wedding
JL Carrion-i-Silvestre, A Sanso-i-Rossello, MA Ortuño
Economics Letters 70 (1), 1-8, 2001
612001
The KPSS test with two structural breaks
JL Carrion-i-Silvestre, A Sansó
Spanish Economic Review 9 (2), 105-127, 2007
502007
Measurement errors and outliers in seasonal unit root testing
N Haldrup, A Montanes, A Sanso
Journal of Econometrics 127 (1), 103-128, 2005
49*2005
Raíces unitarias y cambios estructurales en las macromagnitudes españolas
JL Carrion-i-Silvestre, M Artís, A Sansó
Revista de Economía Aplicada 12 (35), 5-27, 2004
222004
Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks
JLC i Silvestre, AS i Rosselló, MA Ortuño
Economics Letters 63 (3), 279-283, 1999
221999
Exchange rate pass-through: the case of Brazilian exports of manufactures
A Ferreira, A Sansó
XII World Congress of International Economics Association, Buenos Aires, 1999
211999
Common periodic correlation features and the interaction of stocks and flows in daily airport data
N Haldrup, S Hylleberg, G Pons, A Sansó
Journal of Business & Economic Statistics 25 (1), 21-32, 2007
182007
Testing the null of cointegration with structural breaks
JLC Silvestre, A Sanso
Oxford Bulletin of Economics and Statistics 68 (5), 623-646, 2006
142006
Joint hypothesis specification for unit root tests with a structural break
JL Carrion‐i‐Silvestre, A Sansó
The Econometrics Journal 9 (2), 196-224, 2006
122006
A generalization of the Burridge–Guerre nonparametric unit root test
A García, A Sansó
Econometric Theory 22 (4), 756-761, 2006
112006
The tourist area lifecycle and the unit roots test. A new economic perspective for a classic paradigm in tourism.
AA Casasnovas, AS Rosselló
Universitat de les Illes Balears, Departament d’Economía Aplicada, DEA …, 2010
102010
Estimation of cointegrating vectors with time series measured at different periodicity
G Pons, A Sansó
Econometric Theory 21 (4), 735-756, 2005
102005
The Dickey-Fuller test family and changes in the seasonal pattern
A Montañés, A Sansó
Annales d'Economie et de Statistique, 73-90, 2001
102001
Detection of additive outliers in seasonal time series
N Haldrup, A Montañés, A Sansó
Journal of Time Series Econometrics 3 (2), 2011
9*2011
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