Access the full text.
Sign up today, get DeepDyve free for 14 days.
P. Phillips (2007)
Unit root log periodogram regressionJournal of Econometrics, 138
L. Ferrara, D. Guégan (2001)
Forecasting with k‐factor Gegenbauer Processes: Theory and ApplicationsJournal of Forecasting, 20
Serena Ng, Pierre Perron (2001)
Lag Length Selection and the Construction of Unit Root Tests with Good Size and PowerEconometrica, 69
H. Hurst (1951)
Long-Term Storage Capacity of ReservoirsTransactions of the American Society of Civil Engineers, 116
J. Cunado, L. A. Gil‐Alana, F. P. De Gracia (2011)
Modelling international monthly tourist in Spain, 29
S. Anwar, A. Valadkhani (2013)
Tourism and the services sector growth in Singapore.Tourism Analysis, 18
Andrew Sutcliffe (1994)
Time-series forecasting using fractional differencingJournal of Forecasting, 13
John Geweke, S. Porter-Hudak (1983)
THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELSJournal of Time Series Analysis, 4
Mita Bhattacharya, Paresh * (2005)
Testing for the random walk hypothesis in the case of visitor arrivals: evidence from Indian tourismApplied Economics, 37
L. Gil‐Alana (2010)
Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permamentResearch Papers in Economics
Pierre Perron, G. Rodríguez (2003)
GLS Detrending, Efficient Unit Root Tests and Structural Change
D. Dickey, W. Fuller (1981)
LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME SERIES WITH A UNIT ROOTEconometrica, 49
L. Gil‐Alana (2010)
International Arrivals in the Canary Islands: Persistence, Long Memory, Seasonality and other Implicit DynamicsTourism Economics, 16
P. Robinson (1994)
Efficient Tests of Nonstationary HypothesesJournal of the American Statistical Association, 89
K. Im, M. Pesaran, Y. Shin (2003)
Testing for unit roots in heterogeneous panelsJournal of Econometrics, 115
L. Gil‐Alana (2005)
Modelling international monthly arrivals using seasonal univariate long-memory processesTourism Management, 26
J. Cuñado, L. Gil‐Alana, F. Gracia (2005)
The Nature of Seasonality in Spanish Tourism Time SeriesTourism Economics, 11
J. Henderson (2015)
Destination development and transformation: 50 years of tourism after independence in Singapore, 1
Katsumi Shimotsu (2009)
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TRENDEconometric Theory, 26
H. Lutkepohl (2005)
New introduction to time series analysis
Anwar (2013)
103Tourism Analysis, 18
G. Elliott, T. Rothenberg, J. Stock (1992)
Efficient Tests for an Autoregressive Unit RootEconometrics eJournal
Siow-Hooi Tan, Siow-Kian Tan (2013)
Research Note: Are Singapore's Tourism Markets Converging with Structural Breaks?Tourism Economics, 19
L. Giraitis, P. Kokoszka, R. Leipus, Gilles Teyssière (2003)
Rescaled variance and related tests for long memory in volatility and levelsJournal of Econometrics, 112
Katelijne Carbonez (2008)
Model Selection and Estimation of Long-Memory Time-Series ModelsDerivatives eJournal
S. Becketti (2013)
Introduction to times series using Stata
Joseph Haubrich, A. Lo (2001)
The sources and nature of long-term memory in aggregate outputEconometric Reviews
V. C. S. Heung, H. Qu (2000)
Hong Kong as a travel destination: An analysis of Japanese tourists' satisfaction levels, and the likelihood of them recommending Hong Kong to others, 9
S. H. Tan, S. K. Tan (2013)
Are Singapore's tourism markets converging with structural breaks?, 19
L. Gil‐Alana, Andrea Mervar, J. Payne (2015)
Measuring persistence in Croatian tourism: evidence from the Adriatic regionApplied Economics, 47
Junsoo Lee, Mark Strazicich (2003)
Minimum Lagrange Multiplier Unit Root Test with Two Structural BreaksReview of Economics and Statistics, 85
Assaf (2011)
213Journal of Travel Research, 50
Katsumi Shimotsu, P. Phillips (2002)
Exact Local Whittle Estimation of Fractional IntegrationEconometrics eJournal
E. Zivot, D. Andrews (1992)
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root HypothesisJournal of Business & Economic Statistics, 20
J. Cuñado, L. Gil‐Alana, F. Gracia (2008)
Persistence in International Monthly Arrivals in the Canary IslandsTourism Economics, 14
G. Maddala, Shaowen Wu (1999)
A Comparative Study of Unit Root Tests with Panel Data and a New Simple TestOxford Bulletin of Economics and Statistics, 61
Dani Foo (2011)
Does New Zealand visitors follow the Joseph Effect? Some empirical evidence
C. Lim, M. McAleer (2002)
Time Series Forecasts of International Travel Demand for AustraliaTourism Management, 23
P. Narayan (2005)
The structure of tourist expenditure in Fiji: evidence from unit root structural break testsApplied Economics, 37
L. Ferrara, D. Guegan (2001b)
Developments in forecast combination and portfolio choice, chapter 8, C
S. Porter-Hudak (1990)
An Application of the Seasonal Fractionally Differenced Model to the Monetary AggregatesJournal of the American Statistical Association, 85
Xianming Meng, M. Siriwardana, T. Pham (2013)
A CGE assessment of Singapore's tourism policiesTourism Management, 34
U. Hassler, P. Kokoszka (2010)
IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORYEconometric Theory, 26
M. Augustyn, S. Ho (1998)
Service Quality and TourismJournal of Travel Research, 37
A. Sen (2003)
On Unit-Root Tests When the Alternative Is a Trend-Break Stationary ProcessJournal of Business & Economic Statistics, 21
C. Lim, Grace Pan (2005)
Inbound tourism developments and patterns in ChinaMath. Comput. Simul., 68
P. Robinson (1995)
Gaussian Semiparametric Estimation of Long Range DependenceAnnals of Statistics, 23
Fallaw Sowell (1992)
Maximum likelihood estimation of stationary univariate fractionally integrated time series modelsJournal of Econometrics, 53
J. Beran (1995)
Maximum Likelihood Estimation of the Differencing Parameter for Invertible Short and Long Memory Autoregressive Integrated Moving Average ModelsJournal of the royal statistical society series b-methodological, 57
Assaf (2012)
165International Journal of Tourism Research, 14
Louise Todd, A. Leask, A. Fyall (2015)
Destination Competitiveness: a Comparative Study of Hong Kong, Macau, and SingaporeTourism Analysis, 20
Takkee Hui, David Wan, Alvin Ho (2007)
Tourists’ satisfaction, recommendation and revisiting SingaporeTourism Management, 28
Chew Lee (2012)
Tourism, trade, and income: evidence from SingaporeAnatolia, 23
Nicole Koenig‐Lewis, E. Bischoff (2005)
Seasonality research: the state of the artInternational Journal of Tourism Research, 7
A. Assaf, Carlos Barros, L. Gil‐Alana (2011)
Persistence in the Short- and Long-Term Tourist Arrivals to AustraliaJournal of Travel Research, 50
H. Khan, T. Abeysinghe (2002)
Singapore economy in the 21st century: Issues and strategies
H. Khan, Rex Toh, Lyndon Chua (2005)
Tourism and Trade: Cointegration and Granger Causality TestsJournal of Travel Research, 44
A. Assaf, L. Gil‐Alana, C. Barros (2012)
Persistence Characteristics of Tourism Arrivals to AustraliaInternational Journal of Tourism Research, 14
Helmut Ltkepohl (2007)
New Introduction to Multiple Time Series Analysis
F. Chu (2007)
A fractionally integrated autoregressive moving average approach to forecasting tourism demandTourism Management, 29
L. Gil‐Alana (2009)
Americans Travelling to Europe: A New Perspective Based on PersistenceTourism and Hospitality Research, 9
P. Narayan, S. Popp (2010)
A new unit root test with two structural breaks in level and slope at unknown timeJournal of Applied Statistics, 37
U. Hassler, M. Olivares (2013)
Semiparametric Inference and Bandwidth Choice under Long Memory: experimental evidence, 6
B. Ray (1993)
Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA modelInternational Journal of Forecasting, 9
Augustyn (1998)
71Journal of Travel Research, 37
D. Kwiatkowski, P. C. B. Phillips, P. Schmidt, Y. Shim (1992)
Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series are non?stationary, 54
N. Seetaram (2010)
Use of Dynamic Panel Cointegration Approach to Model International Arrivals to AustraliaJournal of Travel Research, 49
A. Lo (1989)
Long-Term Memory in Stock Market PricesCapital Markets: Asset Pricing & Valuation
B. B. Mandelbrot (1972)
Statistical methodology for non?periodic cycles: From the covariance to R/S analysis, 1
D. Kwiatkowski, P. Phillips, P. Schmidt, Y. Shin (1992)
Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?Journal of Econometrics, 54
Using nonparametric, semiparametric, and parametric estimation techniques, this paper investigates the presence of long memory in tourist arrivals to Singapore from 11 countries and 4 geographical regions. Empirical analysis of the monthly data from 1978 to 2012 shows that tourist arrivals to Singapore from all countries and regions are subject to long memory behavior. Analysis of the impulse response functions derived from an autoregressive fractionally integrated moving average model shows evidence of persistence in tourist arrivals. Our analysis suggests that visitors consider Singapore as a long‐term tourism destination and like to return to Singapore to relive their experiences.
International Journal of Tourism Research – Wiley
Published: Sep 1, 2017
Keywords: ; ; ; ;
Read and print from thousands of top scholarly journals.
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Copy and paste the desired citation format or use the link below to download a file formatted for EndNote
Access the full text.
Sign up today, get DeepDyve free for 14 days.
All DeepDyve websites use cookies to improve your online experience. They were placed on your computer when you launched this website. You can change your cookie settings through your browser.