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

DOI10.1016/j.jeconom.2008.09.018zbMath1429.62686MaRDI QIDQ299488

Marcelo C. Medeiros, Daniel J. Slottje, Michael McAleer, Vicente Ramos, Javier Rey-Maquieira

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

zbMATH Keywords

neural networks; time series; semiparametric models; nonlinear models; smooth transition; passenger arrivals; tourism demand

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

A neural network demand system with heteroskedastic errors

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