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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 1,791 - 1,800 of 2,474
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A Parametric Model for the Interval Censored Survival Times of Acacia Mangium Plantation in a Spacing Trial
Kudus, Kamziah Abd; Kimber, A. C.; Lapongan, J. - In: Journal of Applied Statistics 33 (2006) 10, pp. 1067-1074
Survival times for the Acacia mangium plantation in the Segaliud Lokan Project, Sabah, East Malaysia were analysed based on 20 permanent sample plots (PSPs) established in 1988 as a spacing experiment. The PSPs were established following a complete randomized block design with five levels of...
Persistent link: https://www.econbiz.de/10009225365
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A Compromise Experimental Design Method for Parametric Polynomial Response Surface Approximations
George, Pradeep; Ogot, Madara - In: Journal of Applied Statistics 33 (2006) 10, pp. 1037-1050
This study presents a compromise approach to augmentation of experimental designs, necessitated by the expense of performing each experiment (computational or physical), that yields higher quality parametric polynomial response surface approximations than traditional augmentation. Based on the...
Persistent link: https://www.econbiz.de/10009225421
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A Simple Diagnostic Plot Connecting Robust Estimation, Outlier Detection, and False Discovery Rates
Rice, Kenneth; Spiegelhalter, David - In: Journal of Applied Statistics 33 (2006) 10, pp. 1131-1147
Robust estimation of parameters, and identification of specific data points that are discordant with an assumed model, are often treated as different statistical problems. The two aims are, however, closely inter-related and in many cases the two analyses are required simultaneously. We present...
Persistent link: https://www.econbiz.de/10009225460
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Applications of a General Stable Law Regression Model
McHale, Ian; Laycock, Patrick - In: Journal of Applied Statistics 33 (2006) 10, pp. 1075-1084
In this paper we present a method for performing regression with stable disturbances. The method of maximum likelihood is used to estimate both distribution and regression parameters. Our approach utilises a numerical integration procedure to calculate the stable density, followed by sequential...
Persistent link: https://www.econbiz.de/10009225530
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Do Flow Rates Respond Asymmetrically to Water Level? Evidence from the Edwards Aquifer
Ewing, Bradley; Kerr, Teresa; Thompson, Mark - In: Journal of Applied Statistics 33 (2006) 10, pp. 1121-1129
This research examines the time series relationship between the Comal Springs flow rate and the water level in the Edwards Aquifer (Well J-17). The empirical methodology utilizes threshold autoregression (TAR) and momentum-TAR models that allow for asymmetry in responses and adjustments to a...
Persistent link: https://www.econbiz.de/10009225559
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International Business Cycle Asymmetry and Time Irreversible Nonlinearities
Cook, Steven; Speight, Alan - In: Journal of Applied Statistics 33 (2006) 10, pp. 1051-1065
Using tests of time reversibility, this paper provides further statistical evidence on the long-standing conjecture in economics concerning the potentially asymmetric behaviour of output over the expansionary and contractionary phases of the business cycle. A particular advantage of this...
Persistent link: https://www.econbiz.de/10009225596
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Measuring Process Performance Based on Expected Loss with Asymmetric Tolerances
Pearn, W. L.; Chang, Y. C.; Wu, Chien-Wei - In: Journal of Applied Statistics 33 (2006) 10, pp. 1105-1120
By approaching capability from the point of view of process loss similar to Cpm , Johnson (1992) provided the expected relative loss Le to consider the proximity of the target value. Putting the loss in relative terms, a user needs only to specify the target and the distance from the target at...
Persistent link: https://www.econbiz.de/10009226399
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A robust modification of the ordered-heterogeneity test
Neuhauser, Markus; Hothorn, Ludwig - In: Journal of Applied Statistics 33 (2006) 7, pp. 721-727
An ordered heterogeneity (OH) test is a test for a trend that combines a non-directional heterogeneity test with the rank-order information specified under the alternative. We propose two modifications of the OH test procedure: (1) to use the mean ranks of the groups rather than the sample means...
Persistent link: https://www.econbiz.de/10005492066
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Acknowledgement of Priority: the Generalized Normal Distribution
Nadarajah, Saralees - In: Journal of Applied Statistics 33 (2006) 9, pp. 1031-1032
Persistent link: https://www.econbiz.de/10005458216
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A generalization of the alias matrix
Kulahci, Murat; Bisgaard, Søren - In: Journal of Applied Statistics 33 (2006) 4, pp. 387-395
The investigation of aliases or biases is important for the interpretation of the results from factorial experiments. For two-level fractional factorials this can be facilitated through their group structure. For more general arrays the alias matrix can be used. This tool is traditionally based...
Persistent link: https://www.econbiz.de/10005458288
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