The autoregressive distributed lag model

Anyu Liu; Allen Liu

doi:10.4324/9781003269366-3

The autoregressive distributed lag model

Anyu Liu, Allen Liu

Research output: Chapter in Book/Report/Conference proceeding › Chapter

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.

Original language	English
Title of host publication	Econometric Modelling and Forecasting of Tourism Demand
Subtitle of host publication	Methods and Applications
Editors	Doris Chenguang Wu, Gang Li, Haiyan Song
Place of Publication	London
Publisher	Taylor & Francis
Chapter	3
Pages	53-75
Number of pages	23
Edition	1st
ISBN (Electronic)	9781003269366
ISBN (Print)	9781032216423, 9781032216416
DOIs	https://doi.org/10.4324/9781003269366-3
Publication status	Published - 27 Oct 2022

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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.",

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AB - 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.

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The autoregressive distributed lag model

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