An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals
From MaRDI portal
Publication:299488
DOI10.1016/j.jeconom.2008.09.018zbMath1429.62686MaRDI QIDQ299488
Javier Rey-Maquieira, Michael McAleer, Daniel J. Slottje, Vicente Ramos, Marcelo C. Medeiros
Publication date: 22 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.09.018
neural networks; time series; semiparametric models; nonlinear models; smooth transition; passenger arrivals; tourism demand
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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