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Forecasting tourist arrivals using time-varying parameter structural time series models

✍ Scribed by Haiyan Song; Gang Li; Stephen F. Witt; George Athanasopoulos

Book ID
113648152
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
329 KB
Volume
27
Category
Article
ISSN
0169-2070

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Forecasting multivariate time series with linear restrictions using constrained structural state-space models
✍ Gurupdesh S. Pandher πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 280 KB πŸ‘ 1 views

## Abstract This paper presents a methodology for modelling and forecasting multivariate time series with linear restrictions using the constrained structural state‐space framework. The model has natural applications to forecasting time series of macroeconomic/financial identities and accounts. The