Browse Journals

[1] A. K. Bera and C. M. Jarque, An efficient large-sample test for normality of observations and regression residuals, Australian National University, Working Papers in Economics and Econometrics 40 (1981).

[2] B. Constantinos, Forecasting Air Passenger Traffic Flows in Canada: An Evaluation of Time Series Models and Combination Methods, Masters Thesis, Laval University, Canada, 2013.

[3] D. A. Dickey and W. A. Fuller, Distribution of the estimators for autoregressive time series with a unit root, Journal of the American Statistical Association 74(366a) (1979), 427-431.

DOI: https://doi.org/10.1080/01621459.1979.10482531

[4] D. A. Dickey and W. A. Fuller, Likelihood ratio statistics for autoregressive time series with a unit root, Econometrica 49(4) (1981), 1057-1072. 

DOI: http://dx.doi.org/10.2307/1912517

[5] R. F. Engle and C. W. J. Granger, Cointegration and error correction: Representation, estimation and testing, Econometrica 55(2) (1987), 251-276. 

DOI: http://dx.doi.org/10.2307/1913236

[6] A. Ghobrial, An aggregate demand model for domestic airlines, Journal of Advanced Transportation 26(2) (1992), 105-119.

DOI: https://doi.org/10.1002/atr.5670260203

[7] C. W. J. Granger, Investigating causal relations by econometric models and cross spectral methods, Econometrica 37(3) (1969), 424-438.

DOI: http://dx.doi.org/10.2307/1912791

[8] T. Grosche, F. Rothlauf and A. Heinzl, Gravity models for airline passenger volume estimation, Journal of Air Transport Management 13(4) (2007), 175-183. 

DOI: https://doi.org/10.1016/j.jairtraman.2007.02.001

[9] D. N. Gujarati, Basic Econometrics, 4th Edition, McGraw-Hill, Inc., New York, 2004.

[10] R. A. Ippolito, Estimating airline demand with quality of service variables, Journal of Transport Economic and Policy 15(1) (1981), 7-15. 

[11] S. Johansen, Statistical analysis of cointegration vectors, Journal of Economic Dynamics and Control 12(2-3) (1988), 231-254.

DOI: https://doi.org/10.1016/0165-1889(88)90041-3

[12] S. Johansen, Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models, Econometrica 59(6) (1991), 1551-1580. 

DOI: http://dx.doi.org/10.2307/2938278

[13] S. Johansen, Likelihood-based Inference in Cointegrated Vector Autoregressive Models, Oxford University Press, Oxford, 1995.

DOI: http://dx.doi.org/10.1093/0198774508.001.0001

[14] S. Johansen and K. Juselius, Maximum likelihood estimation and inference on cointegration-with applications to the demand for money, Oxford Bulletin of Economics and Statistics 52(2) (1990), 169-210.

DOI: https://doi.org/10.1111/j.1468-0084.1990.mp52002003.x

[15] N. Kulendran and S. F. Witt, Forecasting the demand for international business tourism, Journal of Travel Research 41(3) (2003), 265-271. 

DOI: https://doi.org/10.1177/0047287502239034

[16] V. Kumar and Y. Stephanedes, Dynamic forecasting of demand and supply in nonstop air routes, Transportation Research Record 1158 (1988), 14-20. 

[17] H. Lütkepohl, Introduction to Multiple Time Series Analysis, Springer-Verlag, Berlin, 1991.

[18] J. G. MacKinnon, Critical values for cointegration tests, In R. F. Engle and C. W. J. Granger (Editors), Long-Run Economic Relationships: Readings in Cointegration, Chapter 13, pp. 267-276, Oxford University Press, Oxford, 1991.

[19] J. G. MacKinnon, Numerical distribution functions for unit root and cointegration tests, Journal of Applied Econometrics 11(6) (1996), 601-618. 

DOI: https://doi.org/10.1002/(SICI)1099-1255(199611)11:6<601::AID-JAE417>3.0.CO;2-T

[20] J. G. MacKinnon, A. A. Haug and L. Michelis, Numerical distribution functions of likelihood ratio tests for cointegration, Journal of Applied Econometrics 14(5) (1999), 563-577. 

DOI: https://doi.org/10.1002/(SICI)1099-1255(199909/10)14:5<563::AID-JAE530>3.0.CO;2-R

[21] L. Peter, Seasonal Adjustment, Edited by Head of Section Christian Harhoff, Statistics Denmark, 2005. 

[22] P. C. B. Phillips, Understanding spurious regressions in econometrics, Journal of Econometrics 33(3) (1986), 311-340.

DOI: https://doi.org/10.1016/0304-4076(86)90001-1

[23] P. C. B. Phillips and P. Perron, Testing for a unit root in time series regression, Biometrika 75(2) (1988), 335-346.

DOI: http://dx.doi.org/10.2307/2336182

[24] A. Pole, M. West and J. Harrison, Applied Bayesian Forecasting and Time Series Analysis, Chapman-Hall, New York, 1994.

[25] J. W. Poore, Forecasting the demand for air transportation services, Journal of Transportation Engineering 19(5) (1993), 22-34.

[26] Y. A. Seraj, O. B. Abdullah and M. J. Sajjad, An econometric analysis of international air travel demand in Saudi Arabia, Journal of Air Transport Management 7(3) (2001), 143-148.

DOI: https://doi.org/10.1016/S0969-6997(00)00043-0

[27] C. A. Sims, Macroeconomics and reality, Econometrica 48(1) (1980), 1-48.

DOI: http://dx.doi.org/10.2307/1912017

[28] T. Tsekeris, Dynamic analysis of air travel demand in competitive island markets, Journal of Air Transport Management 15(6) (2009), 267-273. 

DOI: https://doi.org/10.1016/j.jairtraman.2008.11.008

[29] A. Weigend and N. Gershenfeld, Time Series Prediction: Forecasting the Future and Understanding the Past, Addison-Wesley, Reading, Massachussets, 1993.