Holland has not changed its name to the Netherlands. Rather, Holland refers specifically to the two western coastal provinces—North Holland and South Holland—which include major cities like Amsterdam, Rotterdam, and The Hague.
The Netherlands is the official name of the entire country, comprising 12 provinces. Using "Holland" to mean the whole nation is a common shorthand (like saying "England" for the UK), but it's technically inaccurate. The Dutch government and tourism boards now actively promote "The Netherlands" to represent the whole country.