References Anwar, S. M., Jeanneret, C. A., Parrott, L., Marceau, D. J., 2007. Conceptualization and implementation of a multi-agent model to simulate whale-watching tours in the St. Lawrence Estuary in Quebec, Canada. Environmental Modelling & Software 22, 1775-1787. Athanasopoulos, G., Ahmed, R. A., Hyndman, R. J., 2009. Hierarchical forecasts for Australian domestic tourism. International Journal of Forecasting 25, 146–166. Bollerslev, T., 1986. Generalised autoregressive conditional heteroscedasticity. Journal of Econometrics 31, 307-327. Bonhama, C., Gangnesa, B., Zhoub, T., 2009. Modeling tourism: A fully identified VECM approach. International Journal of Forecasting (Forthcoming). Dickey, D.A., Fuller, W.A., 1979. Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association 74, 427-431. Dickey, D.A., Fuller, W.A., 1981. Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49, 1057-1072. Divino, J. A., Farias, A., Takasago, M., Teles, V.K., 2007. Tourism and economic development in Brazil. Unpublished paper. Centro de Excelencia em Turismo. University of Brasilia. Elliott, G., Rothenberg, T. J., Stock, J. H., 1996. Efficient tests for an autoregressive unit root. Econometrica 64, 813-836. Engle, R. F., 1982. Autoregressive cnditional hteroscedasticity with etimates of the variance of United Kingdom iflation. Econometrica 50, 987-1007. Gil-Alana, L. A. , Cunado, J., Gracia, F. P., 2008. Tourism in the Canary Islands: forecasting using several seasonal time series models. Journal of Forecasting 27, 621 – 636. Li, W. K., Ling, S., McAleer, M., 2002. Recent theoretical results for time series models with GARCH errors. Journal of Economic Surveys 16, 245-269. Reprinted in M. McAleer and L. Oxley (eds.), Contributions to Financial Econometrics: Theoretical and Practical Issues. Blackwell. Oxford, 2002, pp. 9-33. Ling, S., Li, W. K., 1997. On fractionally integrated autoregressive moving-average models with conditional heteroskedasticity. Journal of the American Statistical Association 92, 1184-1194. Ling, S., McAleer, M., 2002a. Stationarity and the existence of moments of a family of GARCH processes. Journal of Econometrics 106, 109-117. Ling, S., McAleer, M., 2002b. Necessary and sufficient moment conditions for the GARCH(r,s) and asymmetric power GARCH(r,s) models. Econometric Theory 18, 722-729. Ling, S., McAleer, M., 2003a. Asymptotic theory for a vector ARMA-GARCH model. Econometric Theory 19, 278-308. Ling, S., McAleer, M., 2003b. On adaptive estimation in nonstationary ARMA models with GARCH errors. Annals of Statistics 31, 642-674. McAleer, M., 2005. Automated inference and learning in modeling financial volatility. Econometric Theory 21, 232-261. McAleer, M., Chan, F., Marinova, D., 2007. An econometric analysis of asymmetric volatility: theory and application to patents. Journal of Econometrics 139, 259-284. McKenzie, C. R., McAleer, M., 1997. On efficient estimation and correct inference in models with generated regressors: A general approach. Japanese Economic Review 48, 368-389. Ng, S., Perron, P., 2001. Lag length selection and the construction of unit root tests with good size and power. Econometrica 69, 1519-1554. Oxley, L., McAleer, M., 1993. Econometric issues in macroeconomic models with generated regressors. Journal of Economic Surveys 7, 1-40. Oxley, L., McAleer, M., 1994. Testing the rational expectations hypothesis in macroeconometric models with unobserved variables. In Oxley, L. et al. (eds.). Surveys in Econometrics. Blackwell, Oxford, pp. 299-349. Pagan, A. R., 1984. Econometric issues in the analysis of regressions with generated regressors. International Economic Review 25, 221-247. Pagan, A. R., 1986. Two stage and related estimators and their applications. Review of Economic Studies 53, 517-538. Perron, P., Ng, S., 1996. Useful modifications to some unit root tests with dependent errors and their local asymptotic properties. Review of Economic Studies 63, 435-463. Phillips, P. C. B., Perron, P., 1988. Testing for a unit root in time series regression. Biometrika 75, 335-346. Ribbe, J., Wolff, J.-O., Staneva, J., Grawe, U., 2008, Assessing water renewal time scales for marine environments from three-dimensional modelling: A case study for Hervey Bay, Australia. Environmental Modelling & Software 23, 1217-1228. Ticehurst, J. L., Newham, L. T. H., Rissik, D., Letcher, R. A., Jakeman, A. J., 2007. A Bayesian network approach for assessing the sustainability of coastal lakes in New South Wales, Australia. Environmental Modelling & Software 22, 1129-1139.