Using large data sets to forecast sectoral employment
From MaRDI portal
Publication:520398
Recommendations
- Forecasting in vector autoregressions with many predictors
- Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
- Nonlinear Forecasting Using Factor‐Augmented Models
- Forecasting in dynamic factor models using Bayesian model averaging
Cites work
- scientific article; zbMATH DE number 6811485 (Why is no real title available?)
- scientific article; zbMATH DE number 3350922 (Why is no real title available?)
- A PANIC attack on unit roots and cointegration.
- Determining the Number of Factors in Approximate Factor Models
- Estimating cross-section common stochastic trends in nonstationary panel data
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
- Forecasting Using Principal Components From a Large Number of Predictors
- Forecasting and conditional projection using realistic prior distributions
- Inference in Linear Time Series Models with some Unit Roots
- Tests of Conditional Predictive Ability
- The Generalized Dynamic Factor Model
Cited in
(3)- The information content of regional employment data for forecasting aggregate conditions
- Predicting global temperature anomaly: a definitive investigation using an ensemble of twelve competing forecasting models
- Bayesian dependent functional mixture estimation for area and time-indexed data: an application for the prediction of monthly county employment
This page was built for publication: Using large data sets to forecast sectoral employment
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q520398)