Robust block bootstrap panel predictability tests*
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DOI: 10.1080/07474938.2018.1536102
Abstract: Abstract This article develops two block bootstrap-based panel predictability test procedures that are valid under very general conditions. Some of the allowable features include cross-sectional dependence, heterogeneous predictive slopes, persistent predictors, and complex error dynamics,… read more here.
Keywords: panel predictability; bootstrap; predictability; block bootstrap ... See more keywords
Block bootstrap for periodic characteristics of periodically correlated time series
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DOI: 10.1080/10485252.2017.1404060
Abstract: ABSTRACT This research is dedicated to the study of periodic characteristics of periodically correlated time series such as seasonal means, seasonal variances and autocovariance functions. Two bootstrap methods are used: the extension of the usual… read more here.
Keywords: periodically correlated; periodic characteristics; characteristics periodically; bootstrap ... See more keywords
Do Different Models Induce Changes in Mortality Indicators? That Is a Key Question for Extending the Lee-Carter Model
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DOI: 10.3390/ijerph18042204
Abstract: The parametric model introduced by Lee and Carter in 1992 for modeling mortality rates in the USA was a seminal development in forecasting life expectancies and has been widely used since then. Different extensions of… read more here.
Keywords: mortality; model; mortality indicators; different models ... See more keywords