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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 1,821 - 1,830 of 2,474
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Strategy for a statistical analysis of odour influence on the mammalian olfactory bulb responsiveness
Mahfouz, Mariam; Giraudet, Pascale; Chaput, Michel - In: Journal of Applied Statistics 32 (2005) 6, pp. 661-679
This paper proposes a global strategy for statistical analysis of odour influence on the responsiveness of the mammalian olfactory bulb, the first relay of the olfactory pathway. Experiments were performed on 86 mitral cells recorded in 17 anaesthetized freely breathing rats. Five pure odours...
Persistent link: https://www.econbiz.de/10005495253
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Estimation and forecasting hospital admissions due to Influenza: Planning for winter pressure. The case of the West Midlands, UK
Hussain, S.; Harrison, R.; Ayres, J.; Walter, S.; Hawker, J. - In: Journal of Applied Statistics 32 (2005) 3, pp. 191-205
Winters are a difficult period for the National Health Service (NHS) in the United Kingdom (UK), due to the combination of cold weather and the increased likelihood of respiratory infections, especially influenza. In this article we present a proper statistical time series approach for modelling...
Persistent link: https://www.econbiz.de/10005495255
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Generalized exchange and propensity for military service: The moderating effect of prior military exposure
Brown, Ulysses; Rana, Dharam - In: Journal of Applied Statistics 32 (2005) 3, pp. 259-270
The propensity for military service (PMS) of young Americans is an important issue for our Armed Forces. Since the 1990s, the PMS of young Americans has steadily declined. Overtime, a declining PMS may cause military mission degradation, lowering of military recruitment standards, base closures,...
Persistent link: https://www.econbiz.de/10005495296
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A sequential approach to testing seasonal unit roots in high frequency data
Rodrigues, Paulo; Franses, Philip Hans - In: Journal of Applied Statistics 32 (2005) 6, pp. 555-569
In this paper we introduce a sequential seasonal unit root testing approach which explicitly addresses its application to high frequency data. The main idea is to see which unit roots at higher frequency data can also be found in temporally aggregated data. We illustrate our procedure to the...
Persistent link: https://www.econbiz.de/10005495306
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An experimental study of thermal energy storage with phase change materials by design of experiments
Zalba, Belen; Sanchez-valverde, Belen; Marin, Jose - In: Journal of Applied Statistics 32 (2005) 4, pp. 321-332
Accurate theoretical modelling and simulation of thermal energy storage (TES) by means of phase change materials (PCM) is very complex and its results are not close enough to experimental values. This paper presents the empirical study of a thermal storage unit operating with a commercial PCM...
Persistent link: https://www.econbiz.de/10005458118
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Local influence in null intercept measurement error regression under a student_t model
Labra, Filidor; Aoki, Reiko; Bolfarine, Heleno - In: Journal of Applied Statistics 32 (2005) 7, pp. 723-740
In this paper we discuss the application of local influence in a measurement error regression model with null intercepts under a Student_t model with dependent populations. The Student_t distribution is a robust alternative to modelling data sets involving errors with longer than Normal tails....
Persistent link: https://www.econbiz.de/10005458133
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Using the studentized range to assess kurtosis
Tracy, Ronald; Doane, David - In: Journal of Applied Statistics 32 (2005) 3, pp. 271-280
Because it is easy to compute from three common statistics (minimum, maximum, standard deviation) the studentized range is a useful test for non-normality when the original data are unavailable. For samples from symmetric populations, the studentized range allows an assessment of kurtosis with...
Persistent link: https://www.econbiz.de/10005458142
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A statistical analysis of the handling characteristics of certain sporting arms: frontier regression, the moment of inertia, and the radius of gyration
Amos, Don; Beard, T. Randolph; Caudill, Steven - In: Journal of Applied Statistics 32 (2005) 1, pp. 3-16
This article applies composed error frontier regression techniques to estimate the minimal moments of inertia and radii of gyration for a unique and varied sample of shotguns. We find that minimum inertia depends on weight, center of gravity, length of pull, and barrel length, but not on gauge,...
Persistent link: https://www.econbiz.de/10005458207
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Identifying Nonlinear Relationships in Regression using the ACE Algorithm
Wang, Duolao; Murphy, Michael - In: Journal of Applied Statistics 32 (2005) 3, pp. 243-258
This paper introduces an alternating conditional expectation (ACE) algorithm: a non-parametric approach for estimating the transformations that lead to the maximal multiple correlation of a response and a set of independent variables in regression and correlation analysis. These transformations...
Persistent link: https://www.econbiz.de/10005458228
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Multiple imputation of missing data with ante-dependence covariance structure
Zhang, Paul - In: Journal of Applied Statistics 32 (2005) 2, pp. 141-155
A controlled clinical trial was conducted to investigate the efficacy effect of a chemical compound in the treatment of Premenstrual Dysphoric Disorder (PMDD). The data from the trial showed a non-monotone pattern of missing data and an ante-dependence covariance structure. A new analytical...
Persistent link: https://www.econbiz.de/10005458244
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