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A new approach in multivariate time series specification

✍ Scribed by Celina Pestano; Concepción González

Publisher
Springer US
Year
1998
Tongue
English
Weight
718 KB
Volume
4
Category
Article
ISSN
1083-0898

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## Abstract The method of mortality forecasting proposed by Lee and Carter describes a time series of age‐specific log‐death rates as a sum of an independent of time age‐specific component and a bilinear term in which one of the component is a time‐varying factor reflecting general change in mortal