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Modelling international monthly arrivals using seasonal univariate long-memory processes
16 references·9 citing·41 second hop
Modelling international monthly arrivals using seasonal univariate long-memory processes (2004)Modelling international monthly arrivals …Time series forecasts of international travel demand for Australia (2002)Time series forecasts of inte…Modeling and forecasting tourism demand for arrivals with stochastic nonstationary seasonality and intervention (2002)Modeling and forecasting tour…Long memory and regime switching (2001)Long memory and regime switch…What is Fractional Integration? (1999)What is Fractional Integratio…Testing of unit root and other nonstationary hypotheses in macroeconomic time series (1997)Testing of unit root and othe…Forecasting tourism demand: A review of empirical research (1995)Forecasting tourism demand: A…Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability (1995)Are Seasonal Patterns Constan…Efficient Tests of Nonstationary Hypotheses (1994)Efficient Tests of Nonstation…Seasonal unit roots in aggregate U.S. data (1993)Seasonal unit roots in aggreg…Seasonal integration and cointegration (1990)Seasonal integration and coin…An Application of the Seasonal Fractionally Differenced Model to the Monetary Aggregates (1990)An Application of the Seasona…Testing for Unit Roots in Seasonal Time Series (1984)Testing for Unit Roots in Sea…Long memory relationships and the aggregation of dynamic models (1980)Long memory relationships and…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Statistical inference for a random coefficient autoregressive model (1978)Statistical inference for a r…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Data source combination for tourism demand forecasting (2019)Data source combination for t…Tourism, terrorism and political violence in Tunisia: Evidence from Markov-switching models (2018)Tourism, terrorism and politi…Forecasting disaggregated tourist arrivals in Croatia (2015)Forecasting disaggregated tou…Automated Box–Jenkins forecasting tool with an application for passenger demand in urban rail systems (2015)Automated Box–Jenkins forecas…Short-run and long-run performance of international tourism: Evidence from Bayesian dynamic models (2013)Short-run and long-run perfor…A piecewise linear approach to modeling and forecasting demand for Macau tourism (2011)A piecewise linear approach t…Persistence in the Short- and Long-Term Tourist Arrivals to Australia (2010)Persistence in the Short- and…Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations (2010)Interdependence of Internatio…Analyzing and forecasting tourism demand with ARAR algorithm (2008)Analyzing and forecasting tou…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. 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this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1980Long memory relationships and the aggregation of dynamic models1,448 cited
  • 2001Long memory and regime switching1,162 cited
  • 1995Forecasting tourism demand: A review of empirical research896 cited
  • 1994Efficient Tests of Nonstationary Hypotheses863 cited
  • 1984Testing for Unit Roots in Seasonal Time Series560 cited
  • 1997Testing of unit root and other nonstationary hypotheses in macroeconomic time series521 cited
  • 2002Modeling and forecasting tourism demand for arrivals with stochastic nonstationary seasonality and intervention424 cited
  • 1993Seasonal unit roots in aggregate U.S. data422 cited
  • 2002Time series forecasts of international travel demand for Australia279 cited
  • 1995Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability275 cited
  • 1978Statistical inference for a random coefficient autoregressive model273 cited
  • 1999What is Fractional Integration?229 cited

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  • 1990An Application of the Seasonal Fractionally Differenced Model to the Monetary Aggregates226 cited
  • Cited by

    • 2018Tourism, terrorism and political violence in Tunisia: Evidence from Markov-switching models160 cited
    • 2019Data source combination for tourism demand forecasting63 cited
    • 2008Analyzing and forecasting tourism demand with ARAR algorithm56 cited
    • 2015Automated Box–Jenkins forecasting tool with an application for passenger demand in urban rail systems54 cited
    • 2013Short-run and long-run performance of international tourism: Evidence from Bayesian dynamic models49 cited
    • 2010Persistence in the Short- and Long-Term Tourist Arrivals to Australia47 cited
    • 2010Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations46 cited
    • 2011A piecewise linear approach to modeling and forecasting demand for Macau tourism43 cited
    • 2015Forecasting disaggregated tourist arrivals in Croatia42 cited