Focal Interest
Focal Interest

Kurtosis

  1. Skewness and kurtosis explain much of lifespan disparity
    Analysis of 41 countries shows how skewness and kurtosis of age-at-death distributions explain mortality compression trends and lifespan disparity patterns from 1751–2019.
  2. Spline-based score-driven models allow flexible time-varying parameters
    Score-driven time-varying parameter model using spline-based densities without parametric assumptions, with applications to inflation and volatility filtering.