Andreu Sansó

University of the Balearic Islands

Crtra. Valldemossa, km 7.5

Ed. Jovellanos

Palma de Mallorca, Illles Balears 07122

Spain

SCHOLARLY PAPERS

7

DOWNLOADS

258

SSRN CITATIONS
Rank 24,236

SSRN RANKINGS

Top 24,236

in Total Papers Citations

4

CROSSREF CITATIONS

25

Scholarly Papers (7)

1.

Measurement Errors and Outliers in Seasonal Unit Root Testing

UCSD Economics Discussion Paper 2000-15
Number of pages: 44 Posted: 17 Jan 2001
Niels Haldrup, Antonio Montañes and Andreu Sansó
Aarhus University, School of Economics and Management, University of Zaragoza - Faculty of Business and Economics and University of the Balearic Islands
Downloads 85 (296,617)
Citation 11

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Seasonal Unit Roots, HEGY Tests, Additive Outliers, Measurement Errors, Brownian Motion

2.

Detection of Additive Outliers in Seasonal Time Series

CREATES Research Paper No. 2009-40
Number of pages: 20 Posted: 16 Sep 2009
Niels Haldrup, Andreu Sansó and Antonio Montañés
Aarhus University, School of Economics and Management, University of the Balearic Islands and affiliation not provided to SSRN
Downloads 74 (322,056)

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Additive outliers, outlier detection, integrated processes, periodic heteroscedasticity, seasonality

3.

Testing for Additive Outliers in Seasonally Integrated Time Series

University of Aarhus Department of Economics Working Paper No. 2004-14
Number of pages: 22 Posted: 08 Feb 2005
Niels Haldrup, Antonio Montañes and Andreu Sansó
Aarhus University, School of Economics and Management, University of Zaragoza - Faculty of Business and Economics and University of the Balearic Islands
Downloads 47 (401,886)
Citation 2

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additive outliers, outlier detection, integrated processes, periodic heteroscedasticity, seasonality

4.

A Note on the Vogelsang Test for Additive Outliers

University of Aarhus Economics Working Paper No. 2006-1
Number of pages: 10 Posted: 17 Jun 2008
Niels Haldrup and Andreu Sansó
Aarhus University, School of Economics and Management and University of the Balearic Islands
Downloads 20 (526,471)
Citation 2

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Additive outliers, outlier detection, integrated processes

5.

Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data

Aarhus University Economics Paper No. 2005-03
Number of pages: 32 Posted: 18 Jun 2008
Aarhus University, School of Economics and Management, Aarhus University - Department of Economics, Aarhus University - Department of Economics, Departament d'Economia Aplicada and University of the Balearic Islands
Downloads 14 (562,180)
Citation 3

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Periodic autoregression, seasonality, high frequency data, cointegration, multicointegration, common features

6.

Testing the Null of Cointegration with Structural Breaks

Oxford Bulletin of Economics and Statistics, Vol. 68, No. 5, pp. 623-646, October 2006
Number of pages: 24 Posted: 17 Sep 2006
University of Barcelona - Department of Econometrics and University of the Balearic Islands
Downloads 10 (587,483)
Citation 1
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7.

Joint Hypothesis Specification for Unit Root Tests with a Structural Break

Econometrics Journal, Vol. 9, No. 2, pp. 196-224, July 2006
Number of pages: 29 Posted: 03 Jul 2006
University of Barcelona - Department of Econometrics and University of the Balearic Islands
Downloads 8 (600,372)
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