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Forecasting long-haul tourism demand for Hong Kong using error correction models
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Forecasting long-haul tourism demand for Hong Kong using error correction models (2010)Forecasting long-haul tourism demand for …An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2008)An Autoregressive Distributed…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Testing for Common Trends (1988)Testing for Common TrendsTesting for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Book Review: Time Series Analysis: Forecasting and Control (1977)Book Review: Time Series Anal…Theory of the Consumption Function (1957)Theory of the Consumption Fun…Forecasting tourist arrivals with machine learning and internet search index (2018)Forecasting tourist arrivals …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Bounds testing approaches to the analysis of level relationships (2001)Technical Change and the Aggregate Production Function (1957)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A Theory of the Consumption Function (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Econometric policy evaluation: A critique (1976)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized autoregressive conditional heteroskedasticity (1986)Business conditions and expected returns on stocks and bonds (1989)Efficient Capital Markets: II (1991)Capital markets research in accounting (2001)Using daily stock returns (1985)Introductory Econometrics for Finance (2008)
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References

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  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
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1,535 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,414 cited
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    • 2018Forecasting tourist arrivals with machine learning and internet search index403 cited