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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 1,631 - 1,640 of 2,474
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BOOK REVIEW
Wooff, David - In: Journal of Applied Statistics 35 (2008) 8, pp. 943-944
Persistent link: https://www.econbiz.de/10005458201
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BOOK REVIEW
Makambi, Kepher - In: Journal of Applied Statistics 35 (2008) 8, pp. 939-940
Persistent link: https://www.econbiz.de/10005458278
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BOOK REVIEW
Bakouch, Hassan - In: Journal of Applied Statistics 35 (2008) 8, pp. 941-942
Persistent link: https://www.econbiz.de/10005458351
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Identification of local clusters for count data: a model-based Moran's I test
Zhang, Tonglin; Lin, Ge - In: Journal of Applied Statistics 35 (2008) 3, pp. 293-306
We set out IDR as a loglinear-model-based Moran's I test for Poisson count data that resembles the Moran's I residual test for Gaussian data. We evaluate its type I and type II error probabilities via simulations, and demonstrate its utility via a case study. When population sizes are...
Persistent link: https://www.econbiz.de/10005458424
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Omnibus testing and gene filtration in microarray data analysis
Dai, Hongying; Charnigo, Richard - In: Journal of Applied Statistics 35 (2008) 1, pp. 31-47
When thousands of tests are performed simultaneously to detect differentially expressed genes in microarray analysis, the number of Type I errors can be immense if a multiplicity adjustment is not made. However, due to the large scale, traditional adjustment methods require very stringen...
Persistent link: https://www.econbiz.de/10005639776
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BOOK REVIEW
Robinson, Andrew - In: Journal of Applied Statistics 35 (2008) 7, pp. 823-824
Persistent link: https://www.econbiz.de/10005278864
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BOOK REVIEW
Pienaar, Jacques - In: Journal of Applied Statistics 35 (2008) 12, pp. 1423-1424
Persistent link: https://www.econbiz.de/10005278893
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D-optimal mixture component-amount designs for quadratic and cubic models
Prescott, Philip; Draper, Norman - In: Journal of Applied Statistics 35 (2008) 7, pp. 739-749
When the total amount of a mixture of ingredients needs to be taken into account (in addition to the composition of its ingredients), an experimental design requires several levels of the amount. Designs for such situations are discussed, and D-optimal choices are made for fitting quadratic and...
Persistent link: https://www.econbiz.de/10005279020
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Connectivity Inference between Neural Structures via Partial Directed Coherence
Takahashi, Daniel Yasumasa; Baccal, Luiz Antonio; … - In: Journal of Applied Statistics 34 (2007) 10, pp. 1259-1273
This paper describes the rigorous asymptotic distributions of the recently introduced partial directed coherence (PDC) - a frequency domain description of Granger causality between multivariate time series represented by vector autoregressive models. We show that, when not zero, PDC is...
Persistent link: https://www.econbiz.de/10005492068
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Stochastic Modelling of Times to Temperature for Furnaces Supplying Titanium Blooms to a Rolling Mill at TIMET
Evans, Mark; Johnston, Richard E. - In: Journal of Applied Statistics 34 (2007) 4, pp. 383-397
In conjunction with TIMET at Waunarlwydd (Swansea, UK) a model has been developed that will optimise the scheduling of various blooms to their eight furnaces so as to minimise the time taken to roll these blooms into the finished mill products. This production scheduling model requires reliable...
Persistent link: https://www.econbiz.de/10005492076
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