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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 1,031 - 1,040 of 2,474
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Design and analysis of quality of life studies in clinical trials
Holloway, Ivana - In: Journal of Applied Statistics 39 (2012) 8, pp. 1844-1845
Persistent link: https://www.econbiz.de/10010624209
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On a minimum distance estimate of the period in functional autoregressive processes
Benyelles, Wafaa; Mourid, Tahar - In: Journal of Applied Statistics 39 (2012) 8, pp. 1703-1718
We consider a continuous time random process with functional autoregressive representation. We state statistical results on a mean functional estimator determining a minimum distance estimator of the period giving consistency and a limit law stated in Mourid and Benyelles [13]. Then we discuss...
Persistent link: https://www.econbiz.de/10010624210
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Validating protein structure using kernel density estimates
Taylor, Charles C.; Mardia, Kanti V.; Marzio, Marco Di; … - In: Journal of Applied Statistics 39 (2012) 11, pp. 2379-2388
Measuring the quality of determined protein structures is a very important problem in bioinformatics. Kernel density estimation is a well-known nonparametric method which is often used for exploratory data analysis. Recent advances, which have extended previous linear methods to...
Persistent link: https://www.econbiz.de/10010624211
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Statistical data mining using SAS applications
Mwitondi, Kassim S. - In: Journal of Applied Statistics 39 (2012) 10, pp. 2302-2302
Persistent link: https://www.econbiz.de/10010624214
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Applied time series analysis
Bakouch, Hassan S. - In: Journal of Applied Statistics 39 (2012) 10, pp. 2300-2301
Persistent link: https://www.econbiz.de/10010624215
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Bayesian model averaging for estimating the number of classes: applications to the total number of species in metagenomics
Li-Thiao-Té, Sébastien; Jean-Jacques, Daudin; … - In: Journal of Applied Statistics 39 (2012) 7, pp. 1489-1504
The species abundance distribution and the total number of species are fundamental descriptors of the biodiversity of an ecological community. This paper focuses on situations where large numbers of rare species are not observed in the data set due to insufficient sampling of the community, as...
Persistent link: https://www.econbiz.de/10010624217
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How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study
Belloc, F.; Maruotti, A.; Petrella, L. - In: Journal of Applied Statistics 38 (2011) 10, pp. 2225-2239
University drop-out is a topic of increasing concern in Italy as well as in other countries. In empirical analysis, university drop-out is generally measured by means of a binary variable indicating the drop-out versus retention. In this paper, we argue that the withdrawal decision is one of the...
Persistent link: https://www.econbiz.de/10009278997
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SPC for short-run multivariate autocorrelated processes
Snoussi, A. - In: Journal of Applied Statistics 38 (2011) 10, pp. 2303-2312
This paper discusses the development of a multivariate control charting technique for short-run autocorrelated data manufacturing environment. The proposed approach is a combination of the multivariate residual charts for autocorrelated data and the multivariate transformation technique for...
Persistent link: https://www.econbiz.de/10009279000
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A segmented regime-switching model with its application to stock market indices
Guo, Beibei; Wu, Yuehua; Xie, Hong; Miao, Baiqi - In: Journal of Applied Statistics 38 (2011) 10, pp. 2241-2252
This paper evaluates the ability of a Markov regime-switching log-normal (RSLN) model to capture the time-varying features of stock return and volatility. The model displays a better ability to depict a fat tail distribution as compared with using a log-normal model, which means that the RSLN...
Persistent link: https://www.econbiz.de/10009279002
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Assessing the adequacy of Weibull survival models: a simulated envelope approach
Zhao, Yun; Lee, Andy; Yau, Kelvin; McLachlan, Geoffrey - In: Journal of Applied Statistics 38 (2011) 10, pp. 2089-2097
The Weibull proportional hazards model is commonly used for analysing survival data. However, formal tests of model adequacy are still lacking. It is well known that residual-based goodness-of-fit measures are inappropriate for censored data. In this paper, a graphical diagnostic plot of...
Persistent link: https://www.econbiz.de/10009279008
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