Using large data sets to forecast sectoral employment

DOI10.1007/s10260-013-0243-6zbMath1359.62515OpenAlexW1498624678MaRDI QIDQ520398

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

zbMATH Keywords

forecastingfactor augmented modelslarge-scale BVAR modelssectoral employment

Mathematics Subject Classification ID

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

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Cites Work

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• Tests of Conditional Predictive Ability
• Determining the Number of Factors in Approximate Factor Models
• The Generalized Dynamic Factor Model
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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