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Using the SUR Model of Tourism Demand for Neighbouring Regions in Sweden and Norway 1156.1.6 Test for non-normalityThe test for non-normality is normally done before one test for heteroskedasticity andstructural changes.The test used here for testing for normal distribution is the Jarque-Bera test. The Jarque-Beratest is structured as follows:2 2T1/6bˆˆ1 1/24( b23)3/21 3/( 2)b 22 4 /( 2)b Where T is the total number of observations, b 1 is a measure for skewness and b 2 is ameasure for kurtosis. The μ are different moments. The test has a chi-square distributionwith two degrees of freedom under the null hypothesis of normal distribution. The twodegrees of freedom comes from having one for skewness and one for kurtosis.7. ReferencesAndersson, K. and Berg, C. (1995), The inflation target in Sweden. In A.G. Haldane (ed.)Targeting inflation. London: Bank of EnglandBreusch, T. S. (1978): Testing for Autocorrelation in Dynamic Linear Models, AustralianEconomic Papers 17, 334-355.Breusch, T. S. and Pagan, A. R. (1980): The Lagrange-Multiplier Test and Its Applications toModel Specification in Econometrics, Review of Economics Studies, 47, 239-253.Brown, R. L., Durbin, J., and Evans, J. M. (1975): Techniques for Testing the ConstancyofRegression Relationships over Time, Journal of the Royal Statistical Society,37,149-192.Godfrey, L. G. (1978): Testing for Higher Order Serial Correlation in RegressionEquationsWhen the Regressors Include Lagged Dependent Variables, Econometrica,46,1303-1310.Godfrey, L. G. (1988): Misspecification Tests in Econometrics, Cambridge: CambridgeUniversity Press.Grouch, G.I, (1992): Effect of income and price on international tourism to Australia,TourismManagement, June, 196-208.Gunadhi, H. and Boey, C. (1986) Demand elasticities of tourism in Singapore, TourismManagement, 7, 239 -53Jarque, C. M., and Bera, A. K. (1987): A Test for Normality of Observations andRegressionResiduals, International Statistical Review 55, 163-172.Kulendran, N. (196) Modelling Quarterly tourist flow to Australia usingcointegrationanalysis. TourismEconomic 2 (3), 203-22.Lathiras,P.and Sirioopulos, C.(1998), The demand for a a tourism to Greece: A cointegration approach. TourismEconomics 171-281.Ramsey, J. B. (1969): Test for Specification error in Classical Linear Least Squares RegressionAnalysis, Journal of the Royal Statistical Society (b, 31, 350-371.
116Advances in Econometrics - Theory and ApplicationsSalman A. Khalik. (2003): Estimating Tourist demand through Cointegration analysis:Swedish Data. Current Issues in Tourism, 6, No. 4.Salman, A. Shukur G. and Bergmann-Winberg M. (2007): Comparison of EconometricModelling of demand for domestic and international tourism: Swedish Data.Current Issues in Tourism , 10, No. 4.Salman, A. Arensson, L. Sörrenson, A and Shukur, G. (2010): Estimating internationaltourism demand for closer regions in Sweden and Norway with IterativeSeemingly Unrelated Regressions (ISUR). Scandinavian Journal of Hospitality andTourism, 4 No.10.Shukur, Ghazi (2002): Dynamic Specification and Misspecification in Systems of DemandEquations; A Testing Strategy for Model Selection". Applied Economics, 34, 709-725.Srivastava, V., and Giles, D. (1987). “Seemingly Unrelated Regression Equations Models”, NewYork: Marcel Dekker.Syriopoulos, T(1995): A dynamic model of demand for Mediterranean tourism, internationalReview of applied economics, 9, 318-36.Uysal, M. and Crompton,J (1984): determinants of deman for international tourism flows toTurkey, Tourism Management,5 , 288-97White, H. (1980): A Hetroskedasticity-Consistent Covariance Matrix Estimatore and a DirectTest for Heteroskedastisity, Econometrica, 48, 817-838.Witt, S.F. and Martin, C. A. (1987): Deriving a relative price index for inclusion ininternational tourism demand estimation models: comment. Journal of travelresearch, 25, No. 3, 38-40.
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