An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals

DOI10.1016/J.JECONOM.2008.09.018zbMATH Open1429.62686OpenAlexW2087443170MaRDI QIDQ299488FDOQ299488

Authors: Michael McAleer, D. J. Slottje, Vicente Ramos, Javier Rey-Maquieira, 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

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zbMATH Keywords

time seriessemiparametric modelsnonlinear modelsneural networkspassenger arrivalssmooth transitiontourism demand

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cited In (3)

• A neural network demand system with heteroskedastic errors
• An explainable attention network for fraud detection in claims management
• Unconditional quantile regression analysis of UK inbound tourist expenditures

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