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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 1,621 - 1,630 of 2,474
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Evaluating the power of Minitab's data subsetting lack of fit test in multiple linear regression
Wang, Daniel; Conerly, Michael - In: Journal of Applied Statistics 35 (2008) 1, pp. 115-124
Minitab's data subsetting lack of fit test (denoted XLOF) is a combination of Burn and Ryan's test and Utts' test for testing lack of fit in linear regression models. As an alternative to the classical or pure error lack of fit test, it does not require replicates of predictor variables....
Persistent link: https://www.econbiz.de/10005278913
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A sequential procedure for testing the existence of a random walk model in finite samples
Halkos, George; Kevork, Ilias - In: Journal of Applied Statistics 35 (2008) 8, pp. 909-925
Given the random walk model, we show, for the traditional unrestricted regression used in testing stationarity, that no matter what the initial value of the random walk is or its drift or its error standard deviation, the sampling distributions of certain statistics remain unchanged. Using Monte...
Persistent link: https://www.econbiz.de/10005278939
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Bayesian inference for the Pareto lifetime model under progressive censoring with binomial removals
Amin, Zeinab - In: Journal of Applied Statistics 35 (2008) 11, pp. 1203-1217
This paper considers the estimation and prediction problems when lifetimes are Pareto-distributed and are collected under Type II progressive censoring with random removals, where the number of units removed at each failure time follows a Binomial distribution. The analysis is carried out within...
Persistent link: https://www.econbiz.de/10005278963
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Frailty models and copulas: similarities and differences
Goethals, Klara; Janssen, Paul; Duchateau, Luc - In: Journal of Applied Statistics 35 (2008) 9, pp. 1071-1079
Copulas and frailty models are important tools to model bivariate survival data. Equivalence between Archimedean copula models and shared frailty models, e.g. between the Clayton-Oakes copula model and the shared gamma frailty model, has often been claimed in the literature. In this note we show...
Persistent link: https://www.econbiz.de/10005278975
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Point and confidence interval estimates for a global maximum via extreme value theory
Bar-Lev, Shaul - In: Journal of Applied Statistics 35 (2008) 12, pp. 1371-1381
The aim of this paper is to provide some practical aspects of point and interval estimates of the global maximum of a function using extreme value theory. Consider a real-valued function f:D→ defined on a bounded interval D such that f is either not known analytically or is known...
Persistent link: https://www.econbiz.de/10005278981
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Goodness-of-fit measures of R2 for repeated measures mixed effect models
Liu, Honghu; Zheng, Yan; Shen, Jie - In: Journal of Applied Statistics 35 (2008) 10, pp. 1081-1092
Linear mixed effects model (LMEM) is efficient in modeling repeated measures longitudinal data. However, little research has been done in developing goodness-of-fit measures that can evaluate the models, particularly those that can be interpreted in an absolute sense without referencing a null...
Persistent link: https://www.econbiz.de/10005278982
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BOOK REVIEW
Pienaar, Jacques - In: Journal of Applied Statistics 35 (2008) 12, pp. 1425-1426
Persistent link: https://www.econbiz.de/10005492113
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BOOK REVIEW
Barber, Stuart - In: Journal of Applied Statistics 35 (2008) 12, pp. 1427-1428
Persistent link: https://www.econbiz.de/10005495244
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Bivariate control charts with double sampling
Costa, A. F. B.; Machado, M. A. G. - In: Journal of Applied Statistics 35 (2008) 7, pp. 809-822
In this article, we consider the T2 chart with double sampling to control bivariate processes (BDS chart). During the first stage of the sampling, n1 items of the sample are inspected and two quality characteristics (x; y) are measured. If the Hotelling statistic [image omitted]  for the mean...
Persistent link: https://www.econbiz.de/10005495300
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Editorial
Aykroyd, Robert - In: Journal of Applied Statistics 35 (2008) 9, pp. 945-946
Persistent link: https://www.econbiz.de/10005458150
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