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The empirical results from a forecasting competition show that the unrestricted vector autoregressive model is likely to generate the most accurate forecasts of international tourist expenditure in Denmark. This model is therefore estimated (using data for 1969-99) and is used to generate tourism...

Witt, S. F.; Song HaiYan; Wanhill, S.
IP Publishing Limited, London, UK
Tourism Economics, 2004, 10, 2, pp 167-176