The autoregressive distributed lag model

Liu, Allen and Liu, Anyu (2022) The autoregressive distributed lag model. In: Econometric Modelling and Forecasting of Tourism Demand. Taylor and Francis, London. ISBN 9781003269366

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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.

Item Type:	Book Section
Faculty \ School:	Faculty of Social Sciences > Norwich Business School
Depositing User:	LivePure Connector
Date Deposited:	28 May 2026 15:29
Last Modified:	31 May 2026 05:26
URI:	https://ueaeprints.uea.ac.uk/id/eprint/103195
DOI:	10.4324/9781003269366-3

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