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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 1,331 - 1,340 of 2,474
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New scrambled response models for estimating the mean of a sensitive quantitative character
Diana, Giancarlo; Perri, Pier Francesco - In: Journal of Applied Statistics 37 (2010) 11, pp. 1875-1890
Moving from the scrambling mechanism recently suggested by Saha [25], three scrambled randomized response (SRR) models are introduced with the intent to realize a right trade-off between efficiency and privacy protection. The models perturb the true response on the sensitive variable by...
Persistent link: https://www.econbiz.de/10008674904
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Concurrent processing of heteroskedastic vector-valued mixture density models
Ostermark, Ralf - In: Journal of Applied Statistics 37 (2010) 10, pp. 1637-1659
We introduce a combined two-stage least-squares (2SLS)-expectation maximization (EM) algorithm for estimating vector-valued autoregressive conditional heteroskedasticity models with standardized errors generated by Gaussian mixtures. The procedure incorporates the identification of the...
Persistent link: https://www.econbiz.de/10008674905
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On improvement in estimating population mean in stratified random sampling
Koyuncu, Nursel; Kadilar, Cem - In: Journal of Applied Statistics 37 (2010) 6, pp. 999-1013
Gupta and Shabbir 2 have suggested an alternative form of ratio-type estimators for estimating the population mean. In this paper, we obtained a corrected version for the mean square error (MSE) of the Gupta-Shabbir estimator, up to first order of approximation, and the optimum case is...
Persistent link: https://www.econbiz.de/10008674906
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The monitoring of simple linear regression profiles with two observations per sample
Mahmoud, Mahmoud; Morgan, J. P.; Woodall, William - In: Journal of Applied Statistics 37 (2010) 8, pp. 1249-1263
We evaluate and compare the performance of Phase II simple linear regression profile approaches when only two observations are used to establish each profile. We propose an EWMA control chart based on average squared deviations from the in-control line, to be used in conjunction with two EWMA...
Persistent link: https://www.econbiz.de/10008674908
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Runs rules schemes for monitoring process variability
Antzoulakos, Demetrios; Rakitzis, Athanasios - In: Journal of Applied Statistics 37 (2010) 7, pp. 1231-1247
To increase the sensitivity of Shewhart control charts in detecting small process shifts sensitizing rules based on runs and scans are often used in practice. Shewhart control charts supplemented with runs rules for detecting shifts in process variance have not received as much attention as...
Persistent link: https://www.econbiz.de/10008674909
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Bayesian statistical inference for start-up demonstration tests with rejection of units upon observing d failures
Scollnik, David - In: Journal of Applied Statistics 37 (2010) 7, pp. 1113-1121
This paper is concerned with Bayesian estimation and prediction in the context of start-up demonstration tests in which rejection of a unit is possible when a pre-specified number of failures is observed prior to obtaining the number of consecutive successes required for acceptance of the unit....
Persistent link: https://www.econbiz.de/10008674910
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A generalization of the uniform association model for assessing rater agreement in ordinal scales
Bagheban, Alireza Akbarzadeh; Zayeri, Farid - In: Journal of Applied Statistics 37 (2010) 8, pp. 1265-1273
Recently, the data analysts pay more attention to the assessment of rater agreement, especially in areas of medical sciences. In this context, the statistical indices such as kappa and weighted kappa are the most common choices. These indices are simple to calculate and interpret, although, they...
Persistent link: https://www.econbiz.de/10008674911
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Search boundaries of the truncated discrete sequential test
Michlin, Y. H.; Grabarnik, G. - In: Journal of Applied Statistics 37 (2010) 5, pp. 707-724
The theme of this paper is improved planning of binomial sequential probability ratio tests in the context of comparison of two objects as to their time between failures or to failure, assumed to be exponentially distributed. The authors' earlier works established that the probabilities of I-...
Persistent link: https://www.econbiz.de/10008674912
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Lag order selection for an optimal autoregressive covariance matrix estimator
Morales, Marco - In: Journal of Applied Statistics 37 (2010) 5, pp. 739-748
A good parametric spectral estimator requires an accurate estimate of the sum of AR coefficients, however a criterion which minimizes the innovation variance not necessarily yields the best spectral estimate. This paper develops an alternative information criterion considering the bias in the...
Persistent link: https://www.econbiz.de/10008674913
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Space-time correlation analysis: a comparative study
Iaco, Sandra De - In: Journal of Applied Statistics 37 (2010) 6, pp. 1027-1041
Space-time correlation modelling is one of the crucial steps of traditional structural analysis, since space-time models are used for prediction purposes. A comparative study among some classes of space-time covariance functions is proposed. The relevance of choosing a suitable model by taking...
Persistent link: https://www.econbiz.de/10008674915
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