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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 1,201 - 1,210 of 2,474
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Adaptive normal reference bandwidth based on quantile for kernel density estimation
Zhang, Jin - In: Journal of Applied Statistics 38 (2011) 12, pp. 2869-2880
Bandwidth selection is an important problem of kernel density estimation. Traditional simple and quick bandwidth selectors usually oversmooth the density estimate. Existing sophisticated selectors usually have computational difficulties and occasionally do not exist. Besides, they may not be...
Persistent link: https://www.econbiz.de/10010549781
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Advising on Research Methods: A Consultant's Companion
Laberge, Yves - In: Journal of Applied Statistics 38 (2011) 12, pp. 2991-2991
Persistent link: https://www.econbiz.de/10010549785
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Modeling longitudinal binomial responses: implications from two dueling paradigms
Zhang, H.; Xia, Y.; Chen, R.; Gunzler, D.; Tang, W.; Tu, Xin - In: Journal of Applied Statistics 38 (2011) 11, pp. 2373-2390
The generalized estimating equations (GEEs) and generalized linear mixed-effects model (GLMM) are the two most popular paradigms to extend models for cross-sectional data to a longitudinal setting. Although the two approaches yield well-interpreted models for continuous outcomes, it is quite a...
Persistent link: https://www.econbiz.de/10010549791
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Introduction to Time-Series Modelling
Castagliola, Philippe - In: Journal of Applied Statistics 38 (2011) 12, pp. 2993-2994
Persistent link: https://www.econbiz.de/10010549792
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Comparison of treatment regimes with adjustment for auxiliary variables
Tang, Xinyu; Wahed, Abdus S. - In: Journal of Applied Statistics 38 (2011) 12, pp. 2925-2938
Treatment regimes are algorithms for assigning treatments to patients with complex diseases, where treatment consists of more than one episode of therapy, potentially with different dosages of the same agent or different agents. Sequentially randomized clinical trials are usually designed to...
Persistent link: https://www.econbiz.de/10010549793
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Robust likelihood inferences for multivariate correlated data
Chen, Chien-Hung; Tsou, Tsung-Shan - In: Journal of Applied Statistics 38 (2011) 12, pp. 2901-2910
Multivariate normal, due to its well-established theories, is commonly utilized to analyze correlated data of various types. However, the validity of the resultant inference is, more often than not, erroneous if the model assumption fails. We present a modification for making the multivariate...
Persistent link: https://www.econbiz.de/10010549795
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Extreme value and cluster analysis of European daily temperature series
Scotto, Manuel G.; Barbosa, Susana M.; Alonso, Andrés M. - In: Journal of Applied Statistics 38 (2011) 12, pp. 2793-2804
Time series of daily mean temperature obtained from the European Climate Assessment data set is analyzed with respect to their extremal properties. A time-series clustering approach which combines Bayesian methodology, extreme value theory and classification techniques is adopted for the...
Persistent link: https://www.econbiz.de/10010549799
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Shared frailty model for recurrent event data with multiple causes
Sankaran, P. G.; Anisha, P. - In: Journal of Applied Statistics 38 (2011) 12, pp. 2859-2868
The topic of heterogeneity in the analysis of recurrent event data has received considerable attention recent times. Frailty models are widely employed in such situations as they allow us to model the heterogeneity through common random effect. In this paper, we introduce a shared frailty model...
Persistent link: https://www.econbiz.de/10010549807
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Interpreting Economic and Social Data
Mwitondi, Kassim S. - In: Journal of Applied Statistics 38 (2011) 12, pp. 2994-2995
Persistent link: https://www.econbiz.de/10010549810
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Comparison between method of moments and entropy regularization algorithm applied to parameter estimation for mixed-Weibull distribution
Hung, Wen-Liang; Chang, Yen-Chang - In: Journal of Applied Statistics 38 (2011) 12, pp. 2709-2722
Mixed-Weibull distribution has been used to model a wide range of failure data sets, and in many practical situations the number of components in a mixture model is unknown. Thus, the parameter estimation of a mixed-Weibull distribution is considered and the important issue of how to determine...
Persistent link: https://www.econbiz.de/10010549811
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