The autoregressive distributed lag model

Anyu Liu, Allen Liu

Research output: Chapter in Book/Report/Conference proceedingChapter


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.
Original languageEnglish
Title of host publicationEconometric Modelling and Forecasting of Tourism Demand
Subtitle of host publicationMethods and Applications
EditorsDoris Chenguang Wu, Gang Li, Haiyan Song
Place of PublicationLondon
PublisherTaylor & Francis
Number of pages23
ISBN (Electronic)9781003269366
ISBN (Print)9781032216423, 9781032216416
Publication statusPublished - 27 Oct 2022

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