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  • Search: isPartOf:"Journal of Applied Statistics"
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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 1,671 - 1,680 of 2,474
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A Universal QQ-Plot for Continuous Non-homogeneous Populations
Luceno, Alberto - In: Journal of Applied Statistics 34 (2007) 10, pp. 1207-1223
This article presents a universal quantile-quantile (QQ) plot that may be used to assess the fit of a family of absolutely continuous distribution functions in a possibly non-homogeneous population. This plot is more general than probability plotting papers because it may be used for...
Persistent link: https://www.econbiz.de/10005458344
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Robust ANCOVA: Some Small-sample Results when there are Multiple Groups and Multiple Covariates
Wilcox, Rand R. - In: Journal of Applied Statistics 34 (2007) 3, pp. 353-364
Numerous methods have been proposed for dealing with the serious practical problems associated with the conventional analysis of covariance method, with an emphasis on comparing two groups when there is a single covariate. Recently, Wilcox (2005a: section 11.8.2) outlined a method for handling...
Persistent link: https://www.econbiz.de/10005458358
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Robust Detection of Multiple Outliers in Grouped Multivariate Data
Caroni, Chrys; Billor, Nedret - In: Journal of Applied Statistics 34 (2007) 10, pp. 1241-1250
Many methods have been developed for detecting multiple outliers in a single multivariate sample, but very few for the case where there may be groups in the data. We propose a method of simultaneously determining groups (as in cluster analysis) and detecting outliers, which are points that are...
Persistent link: https://www.econbiz.de/10005458373
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Analyzing Designed Experiments with Multiple Responses
Langsrud, Øyvind; Jørgensen, Kjetil; Ofstad, Ragni; … - In: Journal of Applied Statistics 34 (2007) 10, pp. 1275-1296
This paper is an overview of a unified framework for analyzing designed experiments with univariate or multivariate responses. Both categorical and continuous design variables are considered. To handle unbalanced data, we introduce the so-called Type II* sums of squares. This means that the...
Persistent link: https://www.econbiz.de/10005458405
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Comparing Fits of Latent Trait and Latent Class Models Applied to Sparse Binary Data: An Illustration with Human Resource Management Data
Menezes, Lilian M. De; Lasaosa, Ana - In: Journal of Applied Statistics 34 (2007) 3, pp. 303-319
This paper addresses the problem of comparing the fit of latent class and latent trait models when the indicators are binary and the contingency table is sparse. This problem is common in the analysis of data from large surveys, where many items are associated with an unobservable variable. A...
Persistent link: https://www.econbiz.de/10005458411
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Efficiency of Betting Markets and Rationality of Players: Evidence from the French 6/49 Lotto
Roger, Patrick; Broihanne, Marie-Helene - In: Journal of Applied Statistics 34 (2007) 6, pp. 645-662
We analyse the existence of preferred numbers on the French Lotto market and prove that this market is not strongly efficient in the sense of Thaler & Ziemba (1988). The preference for low numbers is investigated by means of stochastic dominance tests. The specific features of the French Lotto...
Persistent link: https://www.econbiz.de/10005458425
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A Spatial-temporal Model for Temperature with Seasonal Variance
Benth, Jurate saltyte; Benth, Fred Espen; Jalinskas, Paulius - In: Journal of Applied Statistics 34 (2007) 7, pp. 823-841
We propose a spatial-temporal stochastic model for daily average surface temperature data. First, we build a model for a single spatial location, independently on the spatial information. The model includes trend, seasonality, and mean reversion, together with a seasonally dependent variance of...
Persistent link: https://www.econbiz.de/10005458452
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Minimum Size Double Sampling Plans for Large Isolated Lots
Vijayaraghavan, R. - In: Journal of Applied Statistics 34 (2007) 7, pp. 799-806
A common approach to the design of an acceptance sampling plan is to require that the operating characteristic (OC) curve should pass through two designated points that would fix the curve in accordance with a desired degree of discrimination. This paper presents a search procedure for the...
Persistent link: https://www.econbiz.de/10005458454
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A-Optimal Block Designs with Additional Singly Replicated Treatments
Herzberg, Agnes; Jarrett, Richard - In: Journal of Applied Statistics 34 (2007) 1, pp. 61-70
Block designs to which have been added a number of singly-replicated treatments, known as secondary treatments, are particularly useful for experiments where only small amounts of material are available for some treatments, for example new plant varieties. The designs are of particular use in...
Persistent link: https://www.econbiz.de/10005458455
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On the Screening of Large Numbers of Significance Tests
Wong, Man Yu; Cox, D.R. - In: Journal of Applied Statistics 34 (2007) 7, pp. 779-783
A brief review is given of procedures for the collective analysis of a large number of significance tests. A simple procedure previously supplied for isolating 'real' effects on the basis of a large number of significance tests is generalized to deal with two-sided tests and is also related more...
Persistent link: https://www.econbiz.de/10005462454
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