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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 1,691 - 1,700 of 2,474
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Multivariate Capability Indices: Distributional and Inferential Properties
Pearn, W. L.; Wang, F. K.; Yen, C. H. - In: Journal of Applied Statistics 34 (2007) 8, pp. 941-962
Process capability indices have been widely used in the manufacturing industry for measuring process reproduction capability according to manufacturing specifications. Properties of the univariate processes have been investigated extensively, but are comparatively neglected for multivariate...
Persistent link: https://www.econbiz.de/10005639824
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Censored Kullback-Leibler Information and Goodness-of-Fit Test with Type II Censored Data
Lim, Jonggun; Park, Sangun - In: Journal of Applied Statistics 34 (2007) 9, pp. 1051-1064
The Kulback-Leibler information has been considered for establishing goodness-of-fit test statistics, which have been shown to perform very well (Arizono & Ohta, 1989; Ebrahimi et al., 1992, etc). In this paper, we propose censored Kullback-Leibler information to generalize the discussion of the...
Persistent link: https://www.econbiz.de/10005639838
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Mixture Multi-state Markov Regression Model
Yen, Amy Ming-Fang; Chen, Tony Hsiu-Hsi - In: Journal of Applied Statistics 34 (2007) 1, pp. 11-21
Although heterogeneity across individuals may be reduced when a two-state process is extended into a multi-state process, the discrepancy between the observed and the predicted for some states may still exist owing to two possibilities, unobserved mixture distribution in the initial state and...
Persistent link: https://www.econbiz.de/10005639849
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Inferences on the Number of Unseen Species and the Number of Abundant/Rare Species
Zhang, Hongmei - In: Journal of Applied Statistics 34 (2007) 6, pp. 725-740
This paper focuses on estimating the number of species and the number of abundant species in a specific geographic region and, consequently, draw inferences on the number of rare species. The word 'species' is generic referring to any objects in a population that can be categorized. In the areas...
Persistent link: https://www.econbiz.de/10005639853
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Alignment and Sub-pixel Interpolation of Images using Fourier Methods
Glasbey, C. A.; Heijden, G. W. A. M. Van Der - In: Journal of Applied Statistics 34 (2007) 2, pp. 217-230
A method is proposed for both estimating and correcting a translational mis-alignment between digital images, taking account of aliasing of high-frequency information. A parametric model is proposed for the power- and cross-spectra of the multivariate stochastic process that is assumed to have...
Persistent link: https://www.econbiz.de/10005141261
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Local Conditional Influence
Poon, Wai-Yin; Poon, Yat Sun - In: Journal of Applied Statistics 34 (2007) 8, pp. 997-1009
Through an investigation of normal curvature functions for influence graphs of a family of perturbed models, we develop the concept of local conditional influence. This concept can be used to study masking and boosting effects in local influence. We identify the situation under which the...
Persistent link: https://www.econbiz.de/10005141262
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Risk of Error and the Kappa Coefficient of a Binary Diagnostic Test in the Presence of Partial Verification
Nofuentes, J. A. Roldan; Castillo, J. D. Luna Del - In: Journal of Applied Statistics 34 (2007) 8, pp. 887-898
The accuracy of a binary diagnostic test is usually measured in terms of its sensitivity and its specificity, or through positive and negative predictive values. Another way to describe the validity of a binary diagnostic test is the risk of error and the kappa coefficient of the risk of error....
Persistent link: https://www.econbiz.de/10005141265
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Bivariate Longitudinal Model for Detecting Prescribing Change in Two Drugs Simultaneously with Correlated Errors
Sithole, Jabu S.; Jones, Peter W. - In: Journal of Applied Statistics 34 (2007) 3, pp. 339-352
Bivariate responses of repeated measures data are usually analysed as two separate responses in the literature by several authors. The two responses usually tend to be related in some way and analysing this data jointly presents an opportunity to account for the joint movement, which may impact...
Persistent link: https://www.econbiz.de/10005141272
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Estimation of the Length Distribution of Marine Populations in the Gaussian-multinomial Setting using the Method of Moments
Babak, Olena; Hrafnkelsson, Birgir; Palsson, Olafur - In: Journal of Applied Statistics 34 (2007) 8, pp. 985-991
In this paper, the problem of estimation of the length distribution of marine populations in the Gaussian-multinomial model is considered. For the purpose of the mean and covariance parameter estimation, the method of moments estimators are developed. That is, minimum variance linear unbiased...
Persistent link: https://www.econbiz.de/10005141289
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Estimation of a Parameter of Bivariate Pareto Distribution by Ranked Set Sampling
Chacko, Manoj; Thomas, P. Yageen - In: Journal of Applied Statistics 34 (2007) 6, pp. 703-714
Ranked set sampling is applicable whenever ranking of a set of sampling units can be done easily by a judgement method or based on the measurement of an auxiliary variable on the units selected. In this work, we derive different estimators of a parameter associated with the distribution of the...
Persistent link: https://www.econbiz.de/10005141290
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