Dynamic mortality factor model with conditional heteroskedasticity (Q659163): Difference between revisions

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+Improved penalization for determining the number of factors in approximate factor models
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+Determining the Number of Factors in Approximate Factor Models
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+The Generalized Dynamic Factor Model
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+Determining the Number of Factors in the General Dynamic Factor Model
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+Robust forecasting of mortality and fertility rates: a functional data approach
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+A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
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+Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
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+Modeling and Forecasting U.S. Mortality
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+Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models
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+On the forecasting of mortality reduction factors
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+A cohort-based extension to the Lee-Carter model for mortality reduction factors
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+Affine stochastic mortality
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