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Forecasting hotel demand uncertainty using time series Bayesian VAR models
16 references·1 citing·37 second hop
Forecasting hotel demand uncertainty using time series Bayesian VAR models (2018)Forecasting hotel demand uncertainty usin…Structural Vector Autoregressive Analysis (2017)Structural Vector Autoregress…A new metric of absolute percentage error for intermittent demand forecasts (2016)A new metric of absolute perc…Tourism demand modelling and forecasting—A review of recent research (2007)Tourism demand modelling and …Another look at measures of forecast accuracy (2006)Another look at measures of f…The Theory and Practice of Revenue Management (2004)The Theory and Practice of Re…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyError measures for generalizing about forecasting methods: Empirical comparisons (1992)Error measures for generalizi…Econometric Models and Economic Forecasts (1990)Econometric Models and Econom…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Forecasting and conditional projection using realistic prior distributions (1984)Forecasting and conditional p…The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…Forecasting: Methods and Applications. (1979)Forecasting: Methods and Appl…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Hotel revenue management forecasting accuracy: the hidden impact of booking windows (2021)Hotel revenue management fore…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Introductory Econometrics for Finance (2008)Critical Values for Cointegration Tests (2010)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)The Combination of Forecasts (1969)Time Series Analysis: Forecasting and Control (1977)Exponential smoothing: The state of the art (1985)Combining forecasts: A review and annotated bibliography (1990)Forecasting methods and applications (1993)Automatic Time Series Forecasting: The forecast Package for R (2008)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)The Influence of Top Management Team Heterogeneity on Firms' Competitive Moves (1996)The analysis of household surveys (1997)Veto Players. How Political Institutions Work (2003)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing for unit roots in heterogeneous panels (2003)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)Perspectives in supply chain risk management (2006)Robust strategies for mitigating supply chain disruptions (2006)Intertemporal Pricing with Strategic Customer Behavior (2007)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 2006Another look at measures of forecast accuracy5,736 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
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  • 1990Econometric Models and Economic Forecasts4,945 cited
  • 2004The Theory and Practice of Revenue Management2,238 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition1,465 cited
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  • 1992Error measures for generalizing about forecasting methods: Empirical comparisons1,400 cited
  • 1979Forecasting: Methods and Applications.1,237 cited
  • 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
  • 2016A new metric of absolute percentage error for intermittent demand forecasts1,150 cited

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  • 2017Structural Vector Autoregressive Analysis1,057 cited
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    • 2021Hotel revenue management forecasting accuracy: the hidden impact of booking windows20 cited