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How the co-integration analysis can help in mortality forecasting
13 references·1 citing·38 second hop
How the co-integration analysis can help in mortality forecasting (2004)How the co-integration analysis can help …Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections (2003)Lee–Carter Mortality Forecast…A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)A Poisson log-bilinear regres…Changes in the Age Distribution of Mortality Over the 20th Century (2001)Changes in the Age Distributi…The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications (2000)The Lee-Carter Method for For…An investigation into parametric models for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data (2000)An investigation into paramet…“The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications“, Ronald Lee, January 2000 (2000)“The Lee-Carter Method for Fo…The Modelling of Recent Mortality Trends in United Kingdom Male Assured Lives (1996)The Modelling of Recent Morta…Time Series Analysis, Forecasting, and Control (1995)Time Series Analysis, Forecas…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics (1986)A Biometrics Invited Paper wi…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Cause-specific mortality rates: Common trends and differences (2021)Cause-specific mortality rate…INEQUALITIES IN DEATH—SPECIFIC EXPLANATIONS OF A GENERAL PATTERN? (1984)Health inequalities among British civil servants: the Whitehall II study (1991)Modeling and Forecasting U. S. Mortality (1992)Sexual Selection and the Male:Female Mortality Ratio (2004)The War on Poverty's Experiment in Public Medicine: Community Health Centers and the Mortality of Older Americans (2015)Public Insurance and Mortality: Evidence from Medicaid Implementation (2017)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Regional Model Life Tables and Stable Populations (1983)Lee–Carter mortality forecasting with age-specific enhancement (2003)Demographic forecasting: 1980 to 2005 in review (2006)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)American Economic Review (2019)A universal pattern of mortality decline in the G7 countries (2000)Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality (2001)Bayesian Poisson log-bilinear mortality projections (2005)Bootstrapping the Poisson log-bilinear model for mortality forecasting (2005)A comparative study of parametric mortality projection models (2010)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)The impact of heterogeneity in individual frailty on the dynamics of mortality (1979)Marginal Maximum Likelihood Estimation of Item Parameters: Application of an EM Algorithm (1981)A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data (1984)Deceleration in the age pattern of mortality at olderages (1998)Increase of Maximum Life-Span in Sweden, 1861-1999 (2000)Stochastic population forecasts using functional data models for mortality, fertility and migration (2008)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)Mortality Modelling and Forecasting: a Review of Methods (2008)A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Principles of forecasting : a handbook for researchers and practitioners (2001)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1995Time Series Analysis, Forecasting, and Control3,494 cited
  • 2002A Poisson log-bilinear regression approach to the construction of projected lifetables727 cited
  • 2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications411 cited
  • 1986A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics344 cited
  • 2003Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections219 cited
  • 2001Changes in the Age Distribution of Mortality Over the 20th Century118 cited
  • 1996The Modelling of Recent Mortality Trends in United Kingdom Male Assured Lives82 cited
  • 2000An investigation into parametric models for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data77 cited
  • 2000“The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications“, Ronald Lee, January 200050 cited

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  • 2021Cause-specific mortality rates: Common trends and differences15 cited