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Unit root and stationary tests' wedding

Carrion i Silvestre, Josep Lluís; Sansó, Andreu; … - In: Economics letters 70 (2001) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10001534693

Response surfaces estimates for the Dickey-Fullet unit root test with structural breaks

Carrion i Silvestre, Josep Lluís; Sansó, Andreu; … - In: Economics letters 63 (1999) 3, pp. 279-283

Persistent link: https://www.econbiz.de/10001398932

Raíces unitarias y cambios estructurales en las macromagnitudes españolas

Carrion i Silvestre, Josep Lluís; Artís Ortuño, Manuel; … - In: Revista de economía aplicada : publicación cuatrimestral 12 (2004) 35, pp. 5-27

Persistent link: https://www.econbiz.de/10002464192

Joint hypothesis specification for unit root tests with a structural bank

Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: The econometrics journal 9 (2006) 2, pp. 196-224

Persistent link: https://www.econbiz.de/10003352017

The KPSS test with two structural breaks

Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: Spanish economic review : SER 9 (2007) 2, pp. 105-127

Persistent link: https://www.econbiz.de/10003469584

Health care expenditure and GDP : are thex broken stationary?

Carrion i Silvestre, Josep Lluís - In: Journal of health economics 24 (2005) 5, pp. 839-854

Persistent link: https://www.econbiz.de/10003099186

The Dickey-Fuller test family and changes in the seasonal pattern

Montañés, Antonio; Sansó, Andreu - In: Annales d'économie et de statistique (2001), pp. 74-90

Persistent link: https://www.econbiz.de/10001582288

Using different null hypotheses to test for seasonal unit roots in economic time series

Aguirre, Antonio; Sansó, Andreu - In: Económica 48 (2002) 1/2, pp. 3-26

Persistent link: https://www.econbiz.de/10002092496

Measurement errors and outliers in seasonal unit root testing

Haldrup, Niels; Montañés, Antonio; Sansó, Andreu - In: Journal of econometrics 127 (2005) 1, pp. 103-128

Persistent link: https://www.econbiz.de/10002756937

Measurement Errors and Outliers in Seasonal Unit Root Testing

Haldrup, Niels; Montañés, Antonio; Sansó, Andreu - 2001

Frequently, seasonal and non-seasonal data (especially macro time series) are observed with noise. For instance, the time series can have irregular abrupt changes and interruptions following as a result of additive or temporary change outliers caused by external circumstances which are...

Persistent link: https://www.econbiz.de/10014150560