Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia

Applied Economics

Volumn 33, Issue 12, 2001, Pages 1599-1619

  Lim, Christine ^a   McAleer, Michael ^b  

^a GRIFFITH UNIVERSITY   (Australia)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

COINTEGRATION ANALYSIS; DEMAND ANALYSIS; INTERNATIONAL TOURISM; TOURISM ECONOMICS;

AUSTRALIA;

EID: 0034804992     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/00036840010014012     Document Type: Article

References (24)

1. Tests of equality between sets of coefficients in two linear regressions
2. Co-integration and error correction: Representation, estimation and testing
3. Some properties of time series data and their use in econometric model specification
4. Developments in the study of cointegrated economic variables
5. Statistical analysis of cointegration vectors
6. A meta-analytic review of international tourism demand
7. A seasonal analysis of Asian tourist arrivals to Australia
8. Monthly seasonal variations: Asian tourism to Australia
9. A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics
10. A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity