Using large data sets to forecast sectoral employment

DOI10.1007/S10260-013-0243-6zbMATH Open1359.62515OpenAlexW1498624678MaRDI QIDQ520398FDOQ520398

Authors: Yong-Cai Geng, Sumit K. Garg 

Publication date: 3 April 2017

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://media.economics.uconn.edu/working/2011-02.pdf

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zbMATH Keywords

forecastingfactor augmented modelslarge-scale BVAR modelssectoral employment

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• Forecasting Using Principal Components From a Large Number of Predictors
• Determining the Number of Factors in Approximate Factor Models
• Title not available (Why is that?)
• The Generalized Dynamic Factor Model
• Forecasting and conditional projection using realistic prior distributions
• A PANIC attack on unit roots and cointegration.
• Tests of Conditional Predictive Ability
• Inference in Linear Time Series Models with some Unit Roots
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
• Estimating cross-section common stochastic trends in nonstationary panel data
• Title not available (Why is that?)

Cited In (2)

• Predicting global temperature anomaly: a definitive investigation using an ensemble of twelve competing forecasting models
• The information content of regional employment data for forecasting aggregate conditions

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