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Time varying parameter and fixed parameter linear AIDS: An application to tourism demand forecasting

  • Li, Gang
  • Song, Haiyan
  • Witt, Stephen F.

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File URL: http://www.sciencedirect.com/science/article/B6V92-4GMS906-1/2/e75edbbe6e757ca4e185d30649cc4c51
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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 22 (2006)
Issue (Month): 1 ()
Pages: 57-71

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Handle: RePEc:eee:intfor:v:22:y:2006:i:1:p:57-71
Contact details of provider: Web page: http://www.elsevier.com/locate/ijforecast

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  1. Greenslade, Jennifer V. & Hall, Stephen G., 1996. "Modelling economies subject to structural change: The case of Germany," Economic Modelling, Elsevier, vol. 13(4), pages 545-559, October.
  2. Balcombe, K.G. & Davis, J.R., 1996. "An application of cointegration theory in the estimation of the Almost Ideal Demand system for food consumption in Bulgaria," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 15(1), September.
  3. Giannis Karagiannis & Kostas Velentzas, 1997. "Explaining Food Consumption Patterns In Greece," Journal of Agricultural Economics, Wiley Blackwell, vol. 48(1-3), pages 83-92.
  4. Durbin, James & Koopman, Siem Jan, 2001. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, number 9780198523543.
  5. Cooley, Thomas F & Prescott, Edward C, 1976. "Estimation in the Presence of Stochastic Parameter Variation," Econometrica, Econometric Society, vol. 44(1), pages 167-84, January.
  6. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
  7. Karagiannis, G. & Katranidis, S. & Velentzas, K., 2000. "An error correction almost ideal demand system for meat in Greece," Agricultural Economics, Blackwell, vol. 22(1), pages 29-35, January.
  8. Andreas Papatheodorou, 1999. "The demand for international tourism in the Mediterranean region," Applied Economics, Taylor & Francis Journals, vol. 31(5), pages 619-630.
  9. Chambers, Marcus J., 1990. "Forecasting with demand systems : A comparative study," Journal of Econometrics, Elsevier, vol. 44(3), pages 363-376, June.
  10. Maria De Mello & Alan Pack & M. Thea Sinclair, 2002. "A system of equations model of UK tourism demand in neighbouring countries," Applied Economics, Taylor & Francis Journals, vol. 34(4), pages 509-521.
  11. Deaton, Angus S & Muellbauer, John, 1980. "An Almost Ideal Demand System," American Economic Review, American Economic Association, vol. 70(3), pages 312-26, June.
  12. David A. Belsley & Edwin Kuti, 1973. "Time-Varying Parameter Structures: An Overview," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 375-379 National Bureau of Economic Research, Inc.
  13. Marcus Chambers & K. Ben Nowman, 1997. "Forecasting with the almost ideal demand system: evidence from some alternative dynamic specifications," Applied Economics, Taylor & Francis Journals, vol. 29(7), pages 935-943.
  14. Tucci, Marco P., 1995. "Time-varying parameters: a critical introduction," Structural Change and Economic Dynamics, Elsevier, vol. 6(2), pages 237-260, June.
  15. David A. Belsley, 1973. "On The Determination of Systematic Parameter Variation in The Linear Regression Model," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 484-491 National Bureau of Economic Research, Inc.
  16. Karagiannis, G. & Katranidis, S. & Velentzas, K., 2000. "An error correction almost ideal demand system for meat in Greece," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 22(1), January.
  17. Song, Haiyan & Witt, Stephen F. & Jensen, Thomas C., 2003. "Tourism forecasting: accuracy of alternative econometric models," International Journal of Forecasting, Elsevier, vol. 19(1), pages 123-141.
  18. Karagiannis, G. & Mergos, G. J., 2002. "Estimating theoretically consistent demand systems using cointegration techniques with application to Greek food data," Economics Letters, Elsevier, vol. 74(2), pages 137-143, January.
  19. Ray, Ranjan, 1985. "Specification and time series estimation of dynamic Gorman Polar Form demand systems," European Economic Review, Elsevier, vol. 27(3), pages 357-374.
  20. Attfield, C. L. F., 1997. "Estimating a cointegrating demand system," European Economic Review, Elsevier, vol. 41(1), pages 61-73, January.
  21. Alston, Julian M & Foster, Kenneth A & Green, Richard D, 1994. "Estimating Elasticities with the Linear Approximate Almost Ideal Demand System: Some Monte Carlo Results," The Review of Economics and Statistics, MIT Press, vol. 76(2), pages 351-56, May.
  22. Anderson, Gordon & Blundell, Richard, 1983. "Testing Restrictions in a Flexible Dynamic Demand System: An Application to Consumers' Expenditure in Canada," Review of Economic Studies, Wiley Blackwell, vol. 50(3), pages 397-410, July.
  23. Duffy, Martyn, 2003. "Advertising and food, drink and tobacco consumption in the United Kingdom: a dynamic demand system," Agricultural Economics, Blackwell, vol. 28(1), pages 51-70, January.
  24. Doran, Howard E. & Rambaldi, Alicia N., 1997. "Applying linear time-varying constraints to econometric models: With an application to demand systems," Journal of Econometrics, Elsevier, vol. 79(1), pages 83-95, July.
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