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http://hdl.handle.net/10397/99572
| Title: | The autoregressive distributed lag model | Authors: | Liu, A Liu, X |
Issue Date: | 2023 | Source: | In DC Wu, G Li, & H Song (Eds.), Econometric Modelling and Forecasting of Tourism Demand: Methods and Applications, p. 53-75. London: Routledge, 2023 | Abstract: | This chapter introduces the autoregressive distributed lag model (ADLM). The ADLM is incorporated with the general-to-specific (GETS) approach for model specification, estimation, and selection to capture the relationship between tourism demand and its determinants. The model is applied to analyse and forecast inbound tourism demand for Thailand from selected source markets. Following a discussion of the forecasting performance of the ADLM, future research directions are proposed. | Publisher: | Routledge | ISBN: | 978-1-032-21642-3 (hbk) 978-1-032-21641-6 (pbk) 978-1-003-26936-6 (pbk) |
DOI: | 10.4324/9781003269366 | Rights: | a This is an Accepted Manuscript of a book chapter published by Routledge in Econometric Modelling and Forecasting of Tourism Demand on 27 October 2022, available online: http://www.routledge.com/9781003269366. © 2023 selection and editorial matter, Doris Chenguang Wu, Gang Li and Haiyan Song; individual chapters, the contributors The right of Doris Chenguang Wu, Gang Li and Haiyan Song to be identified as the authors of the editorial material, and of the authors for their individual chapters, has been asserted in accordance with sections 77 and 78 of the Copyright, Designs and Patents Act 1988. All rights reserved. No part of this book may be reprinted or reproduced or utilised in any form or by any electronic, mechanical, or other means, now known or hereafter invented, including photocopying and recording, or in any information storage or retrieval system, without permission in writing from the publishers. |
| Appears in Collections: | Book Chapter |
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| Liu_Autoregressive_Distributed_Lag.pdf | Pre-Published version | 551.92 kB | Adobe PDF | View/Open |
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