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

DOI10.1016/j.jeconom.2008.09.018zbMath1429.62686OpenAlexW2087443170MaRDI 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

zbMATH Keywords

neural networkstime seriessemiparametric modelsnonlinear modelssmooth transitionpassenger arrivalstourism demand

Mathematics Subject Classification ID

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

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