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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 1,651 - 1,660 of 2,474
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A Multi-state Piecewise Exponential Model of Hospital Outcomes after Injury
Clark, David; Ryan, Louise; Lucas, F. L. - In: Journal of Applied Statistics 34 (2007) 10, pp. 1225-1239
To allow more accurate prediction of hospital length of stay (LOS) after serious injury or illness, a multi-state model is proposed, in which transitions from the hospitalized state to three possible outcome states (home, long-term care, or death) are assumed to follow constant rates for each of...
Persistent link: https://www.econbiz.de/10005492168
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Non-parametric Estimation for NHPP Software Reliability Models
Wang, Zhiguo; Wang, Jinde; Liang, Xue - In: Journal of Applied Statistics 34 (2007) 1, pp. 107-119
The non-homogeneous Poisson process (NHPP) model is a very important class of software reliability models and is widely used in software reliability engineering. NHPPs are characterized by their intensity functions. In the literature it is usually assumed that the functional forms of the...
Persistent link: https://www.econbiz.de/10005492173
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Poverty as a System: Human Contestability Approach to Poverty Measurement
Kanji, Gopal; Chopra, Parvesh - In: Journal of Applied Statistics 34 (2007) 9, pp. 1135-1158
Since Sen's (1976) paper on poverty measurement, a substantial literature, both theoretical and empirical, has emerged. There have been several recent efforts to drive poverty measures based on different approaches and axioms. These poverty indices are based on head count ratio, poverty gaps and...
Persistent link: https://www.econbiz.de/10005492190
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Bayesian Inference for Skew-normal Linear Mixed Models
Arellano-Valle, R.B.; Bolfarine, H.; Lachos, V.H. - In: Journal of Applied Statistics 34 (2007) 6, pp. 663-682
Linear mixed models (LMM) are frequently used to analyze repeated measures data, because they are more flexible to modelling the correlation within-subject, often present in this type of data. The most popular LMM for continuous responses assumes that both the random effects and the...
Persistent link: https://www.econbiz.de/10005492194
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Standardization of Process Norms in Baker's Yeast Fermentation through Statistical Models in Comparison with Neural Networks
Das, Prasun; Bera, Sasadhar - In: Journal of Applied Statistics 34 (2007) 5, pp. 511-527
Achieving consistency of growth pattern for commercial yeast fermentation over batches through addition of water, molasses and other chemicals is often very complex in nature due to its bio-chemical reactions in operation. Regression models in statistical methods play a very important role in...
Persistent link: https://www.econbiz.de/10005495208
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A Bayesian Procedure for Assessing Process Performance Based on Expected Relative Loss with Asymmetric Tolerances
Wu, Chien-Wei; Shu, M. H. - In: Journal of Applied Statistics 34 (2007) 9, pp. 1109-1123
Taguchi has introduced the loss function approach to quality improvement by focusing on the reduction of variation around the target value. This concept pays attention to the product designer's original intent; that is, values of a critical characteristic at a target lead to maximum product...
Persistent link: https://www.econbiz.de/10005495232
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Identifying Dispersion Effects in Robust Design Experiments—Issues and Improvements
Pozueta, Lourdes; Tort-Martorell, Xavier; Marco, Lluis - In: Journal of Applied Statistics 34 (2007) 6, pp. 683-699
The two experimental methods most commonly used for reducing the effect of noise factors on a response of interest Y aim either to estimate a model of the variability (V(Y), or an associated function), that is transmitted by the noise factors, or to estimate a model of the ratio between the...
Persistent link: https://www.econbiz.de/10005495278
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A Bayesian False Discovery Rate for Multiple Testing
Whittemore, Alice - In: Journal of Applied Statistics 34 (2007) 1, pp. 1-9
Case-control studies of genetic polymorphisms and gene-environment interactions are reporting large numbers of statistically significant associations, many of which are likely to be spurious. This problem reflects the low prior probability that any one null hypothesis is false, and the large...
Persistent link: https://www.econbiz.de/10005495279
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A Non-parametric Method for Defining a Global Preference Ranking of Industrial Products
Corain, L.; Salmaso, L. - In: Journal of Applied Statistics 34 (2007) 2, pp. 203-216
Although experimentation is a crucial stage in the process of research and development of industrial products, no satisfactory procedure is available to deal with the common but rather important industrial problem of defining a preference ranking among all the studied product prototypes on the...
Persistent link: https://www.econbiz.de/10005495280
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Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities
Gooijer, Jan G. De - In: Journal of Applied Statistics 34 (2007) 4, pp. 371-381
We compare and investigate Neyman's smooth test, its components, and the Kolmogorov-Smirnov (KS) goodness-of-fit test for testing the uniformity of multivariate forecast densities. Simulations indicate that the KS test lacks power when the forecast distributions are misspecified, especially for...
Persistent link: https://www.econbiz.de/10005495284
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