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  • Search: isPartOf:"Journal of Applied Statistics"
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Year of publication
Subject
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Nigeria 186 Cointegration 49 Exchange rate 48 Estimation 44 Schätzung 43 Volatility 41 Wechselkurs 38 Economic growth 37 Kointegration 36 Monetary policy 35 Inflation 34 Geldpolitik 33 Theorie 33 Theory 33 Wirtschaftswachstum 32 Volatilität 30 Börsenkurs 24 Share price 24 Time series analysis 23 Zeitreihenanalyse 23 ARCH model 22 ARCH-Modell 22 Aktienmarkt 20 Stock market 20 GARCH 19 Economic Growth 18 Estimation theory 17 Interest rate 17 Schätztheorie 17 VAR model 17 VAR-Modell 17 ARDL 16 Zins 15 Asymmetry 14 Forecasting model 14 Kaufkraftparität 14 Monetary Policy 14 Prognoseverfahren 14 Purchasing power parity 14 Structural break 14
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Online availability
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Undetermined 2,046 Free 428
Type of publication
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Article 2,474
Type of publication (narrower categories)
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Article 214 Article in journal 214 Aufsatz in Zeitschrift 214
Language
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Undetermined 2,046 English 428
Author
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Doguwa, Sani I. 26 Omotosho, Babatunde S. 26 Bawa, Sani 16 Atoi, Ngozi V. 14 Balamurali, S. 13 Bada, Abiodun S. 12 Bassey, Kufre J. 12 Yaya, OlaOluwa S. 12 Abdullahi, Ismaila S. 10 Mardia, K. V. 10 Olowofeso, Olorunsola E. 10 Tumala, Mohammed M. 10 Shukur, Ghazi 9 Chen, Chung-Ho 8 Essien, Sunday N. 8 Govindaraju, K. 8 Hutson, Alan 8 Koukouvinos, C. 8 Molenberghs, Geert 8 Yaaba, Baba N. 8 Achcar, Jorge Alberto 7 Aslam, Muhammad 7 Bolfarine, Heleno 7 Galea, Manuel 7 Ganjali, M. 7 Ghosh, D. K. 7 Guo, Jiin-Huarng 7 Huang, Yangxin 7 Ober, Pieter Bastiaan 7 Oh, Man-Suk 7 Adejo, Valli T. 6 Adeleke, Abiola O. 6 Ajibola, Isaiah O. 6 Ajibola, Olufemi I. 6 Alade, Sarah O. 6 Asemota, Omorogbe J. 6 Bakouch, Hassan S. 6 Chou, Chao-Yu 6 Dialsingh, Isaac 6 Dzaan, Kumafan S. 6
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Institution
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Central Bank of Nigeria / International Investment Statistics Office 1
Published in...
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Journal of Applied Statistics 2,046 CBN Journal of Applied Statistics 214 CBN journal of applied statistics 214
Source
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RePEc 2,046 ECONIS (ZBW) 214 EconStor 214
Showing 991 - 1,000 of 2,474
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Estimating the parameters of a bathtub-shaped distribution under progressive type-II censoring
Rastogi, Manoj Kumar; Tripathi, Yogesh Mani; Wu, Shuo-Jye - In: Journal of Applied Statistics 39 (2012) 11, pp. 2389-2411
We consider the problem of estimating unknown parameters, reliability function and hazard function of a two parameter bathtub-shaped distribution on the basis of progressive type-II censored sample. The maximum likelihood estimators and Bayes estimators are derived for two unknown parameters,...
Persistent link: https://www.econbiz.de/10010624156
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Developing ridge estimation method for median regression
Zeebari, Zangin - In: Journal of Applied Statistics 39 (2012) 12, pp. 2627-2638
In this paper, the ridge estimation method is generalized to the median regression. Though the least absolute deviation (LAD) estimation method is robust in the presence of non-Gaussian or asymmetric error terms, it can still deteriorate into a severe multicollinearity problem when...
Persistent link: https://www.econbiz.de/10010624157
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Analysis of hedging based on co-persistence theory
Li, Chang-Shuai - In: Journal of Applied Statistics 39 (2012) 12, pp. 2557-2567
This article analyzes the relationship between co-persistence and hedging, which indicates that the co-persistence ratio is just the long-term hedging ratio. The new method of exhaustive search algorithm for deriving co-persistence ratio is derived in the article. And we also develop a new...
Persistent link: https://www.econbiz.de/10010624159
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A Bayesian approach for generalized linear models with explanatory biomarker measurement variables subject to detection limit: an application to acute lung injury
Wu, Huiyun; Chen, Qingxia; Ware, Lorraine B.; Koyama, … - In: Journal of Applied Statistics 39 (2012) 8, pp. 1733-1747
Biomarkers have the potential to improve our understanding of disease diagnosis and prognosis. Biomarker levels that fall below the assay detection limits (DLs), however, compromise the application of biomarkers in research and practice. Most existing methods to handle non-detects focus on a...
Persistent link: https://www.econbiz.de/10010624162
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Linear model methodology
Guo, Zhengfeng - In: Journal of Applied Statistics 39 (2012) 8, pp. 1846-1847
Persistent link: https://www.econbiz.de/10010624163
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Dirichlet process mixture models for unsupervised clustering of symptoms in Parkinson's disease
White, Nicole; Johnson, Helen; Silburn, Peter; … - In: Journal of Applied Statistics 39 (2012) 11, pp. 2363-2377
In this paper, the goal of identifying disease subgroups based on differences in observed symptom profile is considered. Commonly referred to as phenotype identification, solutions to this task often involve the application of unsupervised clustering techniques. In this paper, we investigate the...
Persistent link: https://www.econbiz.de/10010624165
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Statistical inference: The minimum distance approach
Karagrigoriou, Alex - In: Journal of Applied Statistics 39 (2012) 10, pp. 2299-2300
Persistent link: https://www.econbiz.de/10010624166
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A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria
Ebegil, Meral; Gökpınar, Fikri - In: Journal of Applied Statistics 39 (2012) 10, pp. 2081-2096
In this study, the necessary and sufficient conditions for the Liu-type (LT) biased estimator are determined. A test for choosing between the LT estimator and least-squares estimator is obtained by using these necessary and sufficient conditions. Also, a simulation study is carried out to...
Persistent link: https://www.econbiz.de/10010624167
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Large-scale inference: empirical Bayes methods for estimation, testing, and prediction
Dialsingh, Isaac - In: Journal of Applied Statistics 39 (2012) 10, pp. 2305-2305
Persistent link: https://www.econbiz.de/10010624168
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Vector-borne infectious disease mapping with stochastic difference equations: an analysis of dengue disease in Malaysia
Samat, N. A.; Percy, D. F. - In: Journal of Applied Statistics 39 (2012) 9, pp. 2029-2046
Few publications consider the estimation of relative risk for vector-borne infectious diseases. Most of these articles involve exploratory analysis that includes the study of covariates and their effects on disease distribution and the study of geographic information systems to integrate...
Persistent link: https://www.econbiz.de/10010624169
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