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  • Search: isPartOf:"Journal of Applied Statistics"
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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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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 1,141 - 1,150 of 2,474
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A class of confidence intervals for sequential phase II clinical trials with binary outcome
Chen, Shande - In: Journal of Applied Statistics 38 (2011) 3, pp. 479-489
The phase II clinical trials often use the binary outcome. Thus, accessing the success rate of the treatment is a primary objective for the phase II clinical trials. Reporting confidence intervals is a common practice for clinical trials. Due to the group sequence design and relatively small...
Persistent link: https://www.econbiz.de/10009225466
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Long-range dependence analysis of Internet traffic
Park, Cheolwoo; Hernández-Campos, Félix; Le, Long; … - In: Journal of Applied Statistics 38 (2011) 7, pp. 1407-1433
Long-range-dependent time series are endemic in the statistical analysis of Internet traffic. The Hurst parameter provides a good summary of important self-similar scaling properties. We compare a number of different Hurst parameter estimation methods and some important variations. This is done...
Persistent link: https://www.econbiz.de/10009225475
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A frailty modeling approach for parental effects in animal breeding
Giolo, Suely Ruiz; Demétrio, Clarice Garcia Borges - In: Journal of Applied Statistics 38 (2011) 3, pp. 619-629
Survival models involving frailties are commonly applied in studies where correlated event time data arise due to natural or artificial clustering. In this paper we present an application of such models in the animal breeding field. Specifically, a mixed survival model with a multivariate...
Persistent link: https://www.econbiz.de/10009225484
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Confidence bands for the difference of two survival functions under the additive risk model
Lee, Jimin; Hyun, Seunggeun - In: Journal of Applied Statistics 38 (2011) 4, pp. 785-797
In many clinical studies, a commonly encountered problem is to compare the survival probabilities of two treatments for a given patient with a certain set of covariates, and there is often a need to make adjustments for other covariates that may affect outcomes. One approach is to plot the...
Persistent link: https://www.econbiz.de/10009225490
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Tests of heteroscedasticity and correlation in multivariate <italic>t</italic> regression models with AR and ARMA errors
Lin, Jin-Guan; Zhu, Li-Xing; Cao, Chun-Zheng; Li, Yong - In: Journal of Applied Statistics 38 (2011) 7, pp. 1509-1531
Heteroscedasticity checking in regression analysis plays an important role in modelling. It is of great interest when random errors are correlated, including autocorrelated and partial autocorrelated errors. In this paper, we consider multivariate <italic>t</italic> linear regression models, and construct the...
Persistent link: https://www.econbiz.de/10009225494
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The Concise Encyclopedia of Statistics
Rosenblad, Andreas - In: Journal of Applied Statistics 38 (2011) 4, pp. 867-868
Persistent link: https://www.econbiz.de/10009225496
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Testing the equality among distribution functions from independent and right censored samples via Cramér--von Mises criterion
Martínez-Camblor, Pablo - In: Journal of Applied Statistics 38 (2011) 6, pp. 1117-1131
The traditional Cramér--von Mises criterion is used in order to develop a test to compare the equality of the underlying lifetime distributions in the presence of independent censoring times. Its asymptotic distribution is proved and a resampling plan, which is valid for unbalanced data...
Persistent link: https://www.econbiz.de/10009225503
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Testing stochastic orders in tails of contingency tables
Ng, Chi Tim; Lim, Johan; Hahn, Kyu S. - In: Journal of Applied Statistics 38 (2011) 6, pp. 1133-1149
Testing for the difference in the strength of bivariate association in two independent contingency tables is an important issue that finds applications in various disciplines. Currently, many of the commonly used tests are based on single-index measures of association. More specifically, one...
Persistent link: https://www.econbiz.de/10009225510
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Revealing age-specific past and future unrelated costs of pneumococcal infections by flexible generalized estimating equations
Creemers, An; Aerts, Marc; Hens, Niel; Shkedy, Ziv; … - In: Journal of Applied Statistics 38 (2011) 8, pp. 1533-1547
We aimed to study the excess health-care expenditures for persons with a known positive isolate of <italic>Streptococcus pneumoniae</italic>. The data set was compiled by linking the database of the largest Belgian Sickness Fund with data obtained from laboratories reporting pneumococcal isolates. We analyzed...
Persistent link: https://www.econbiz.de/10009225511
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Tests for symmetry with right censoring
Abd-Elfattah, Ehab F.; Butler, Ronald W. - In: Journal of Applied Statistics 38 (2011) 4, pp. 683-693
Permutation tests for symmetry are suggested using data that are subject to right censoring. Such tests are directly relevant to the assumptions that underlie the generalized Wilcoxon test since the symmetric logistic distribution for log-errors has been used to motivate Wilcoxon scores in the...
Persistent link: https://www.econbiz.de/10009225512
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