Modelling international monthly arrivals using seasonal univariate long-memory processes
暂无分享,去创建一个
[1] Rob Law,et al. Modeling and forecasting tourism demand for arrivals with stochastic nonstationary seasonality and intervention. , 2002 .
[2] C. Lim,et al. Time Series Forecasts of International Travel Demand for Australia , 2002 .
[3] Josu Arteche,et al. Semiparametric robust tests on seasonal or cyclical long memory time series , 2002 .
[4] L. Gil‐Alana. Seasonal long memory in the aggregate output , 2002 .
[5] Anders Rahbek,et al. Approximate Conditional Unit Root Inference , 2002 .
[6] Peter M. Lildholdt. Sources of seasonal fractional integration in macroeconomic time series , 2002 .
[7] C. Lim,et al. Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia , 2001 .
[8] Denise R. Osborn,et al. The Econometric Analysis of Seasonal Time Series , 2001 .
[9] Patrik Gustavsson,et al. The Impact of Seasonal Unit Roots and Vector ARMA Modelling on Forecasting Monthly Tourism Flows , 2001 .
[10] Michael McAleer,et al. Forecasting tourist arrivals , 2001 .
[11] K. Greenidge,et al. Forecasting tourism demand: An STM approach , 2001 .
[12] L. Gil‐Alana,et al. Evaluation of robinson's (1994) Tests in finite samples , 2000 .
[13] L. Gil‐Alana. Mean reversion in the real exchange rates , 2000 .
[14] F. Diebold,et al. Long Memory and Regime Switching , 2000 .
[15] L. Gil‐Alana. Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income , 2000 .
[16] Kurt Brännäs,et al. A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels , 2001 .
[17] L. Gil‐Alana. Testing fractional integration with monthly data , 1999 .
[18] Jae H. Kim. Forecasting Monthly Tourist Departures from Australia , 1999 .
[19] William R. Parke. What is Fractional Integration? , 1999, Review of Economics and Statistics.
[20] Josu Arteche,et al. Semiparametric Inference in Seasonal and Cyclical Long Memory Processes , 2000 .
[21] Philip Hans Franses,et al. Time Series Models for Business and Economic Forecasting , 1998 .
[22] A. Taylor. Testing for Unit Roots in Monthly Time Series , 1998 .
[23] Fong-Lin Chu,et al. Forecasting Tourist Arrivals: Nonlinear Sine Wave or ARIMA? , 1998 .
[24] Antonio García-Ferrer,et al. A note on forecasting international tourism demand in Spain , 1997 .
[25] Maxwell L. King,et al. Forecasting international quarterly tourist flows using error-correction and time-series models , 1997 .
[26] G. Reinsel,et al. Tests for Seasonal Moving Average Unit Root in ARIMA Models , 1997 .
[27] Lindsay W Turner,et al. Univariate Modelling Using Periodic and Non-Periodic Analysis: Inbound Tourism to Japan, Australia and New Zealand Compared , 1997 .
[28] Philip Hans Franses,et al. A periodic long memory model for quarterly UK inflation , 1997 .
[29] Yuzo Hosoya,et al. A limit theory for long-range dependence and statistical inference on related models , 1997 .
[30] P. Robinson,et al. Testing of unit root and other nonstationary hypotheses in macroeconomic time series , 1996 .
[31] Bertrand Melenberg,et al. Parametric and semi-parametric modelling of vacation expenditures , 1996 .
[32] C. Witt,et al. Forecasting tourism demand: A review of empirical research , 1995 .
[33] B. Hansen,et al. Are Seasonal Patterns Constant Over Time? A Test for Seasonal Stability , 1995 .
[34] S. Bakalis,et al. Modelling Tourism Flows from Europe to Australia , 1995 .
[35] Lindsay W Turner,et al. Forecasting New Zealand Tourism Demand with Disaggregated Data , 1995 .
[36] Marius Ooms,et al. Flexible Seasonal Long Memory and Economic Time Series , 1995 .
[37] P. Robinson. Efficient Tests of Nonstationary Hypotheses , 1994 .
[38] Andrew Sutcliffe. Time-series forecasting using fractional differencing , 1994 .
[39] Wiktor L. Adamowicz,et al. HABIT FORMATION AND VARIETY SEEKING IN A DISCRETE CHOICE MODEL OF RECREATION DEMAND , 1994 .
[40] Eric Ghysels,et al. Testing for unit roots in seasonal time series: Some theoretical extensions and a Monte Carlo investigation , 1994 .
[41] Nick Wilson,et al. Forecasting international tourist flows , 1994 .
[42] Uwe Hassler,et al. MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES , 1994 .
[43] B. Ray. Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model , 1993 .
[44] Jeffrey A. Miron,et al. Seasonal Unit Roots in Aggregate U.S. Data , 1992 .
[45] Lance Schultz,et al. Marketing international tourism to Australia: A regression analysis , 1992 .
[46] S. Porter-Hudak. An Application of the Seasonal Fractionally Differenced Model to the Monetary Aggregates , 1990 .
[47] Byung Sam Yoo,et al. Seasonal integration and cointegration , 1990 .
[48] John B. Carlin,et al. Sensitivity Analysis of Seasonal Adjustments: Empirical Case Studies , 1989 .
[49] Stephen F. Witt,et al. Forecasting tourism demand: A comparison of the accuracy of several quantitative methods , 1989 .
[50] S. F. Witt,et al. Econometric Models for Forecasting International Tourism Demand , 1987 .
[51] John B. Carlin,et al. On models and methods for Bayesian time series analysis , 1985 .
[52] Muzaffer Uysal,et al. Determinants of demand for international tourist flows to Turkey. , 1984 .
[53] Dexter J.L. Choy. Forecasting tourism revisited , 1984 .
[54] David A. Dickey,et al. Testing for Unit Roots in Seasonal Time Series , 1984 .
[55] J. W. V. Doorn,et al. Tourism forecasting and the policymaker: Criteria of usefulness , 1984 .
[57] P. Loeb. International travel to the US: an econometric evaluation. , 1982 .
[58] C. Granger. Long memory relationships and the aggregation of dynamic models , 1980 .
[59] W. Fuller,et al. Distribution of the Estimators for Autoregressive Time Series with a Unit Root , 1979 .
[60] P. Robinson,et al. Statistical inference for a random coefficient autoregressive model , 1978 .
[61] I. Good,et al. Fractals: Form, Chance and Dimension , 1978 .
[62] Chris Chatfield,et al. Introduction to Statistical Time Series. , 1976 .
[63] Michael D. Geurts,et al. Comparing the Box-Jenkins Approach with the Exponentially Smoothed Forecasting Model Application to Hawaii Tourists , 1975 .
[64] P. Bloomfield. An exponential model for the spectrum of a scalar time series , 1973 .
[65] Michael D. Geurts,et al. Time Series Analysis: Forecasting and Control , 1977 .