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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 1,831 - 1,840 of 2,474
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Forecasting for some stochastic process models related to sow farm management
Marin, Juan Miguel; Pla, Lluis; Rios-Insua, David - In: Journal of Applied Statistics 32 (2005) 8, pp. 797-812
Sow farm management requires appropriate methods to forecast the sow population structure evolution. We describe two models for such purpose. The first is a semi-Markov process model, used for long-term predictions and strategic management. The second is a state-space model for continuous...
Persistent link: https://www.econbiz.de/10005458255
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On some reliability measures and their stochastic orderings for the Topp-Leone distribution
Ghitany, M. E.; Kotz, S.; Xie, M. - In: Journal of Applied Statistics 32 (2005) 7, pp. 715-722
Topp-Leone distribution is a continuous unimodal distribution with bounded support (recently rediscovered) which is useful for modelling life-time phenomena. In this paper we study some reliability measures of this distribution such as the hazard rate, mean residual life, reversed hazard rate,...
Persistent link: https://www.econbiz.de/10005458260
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Slack-variable models versus Scheffe's mixture models
Khuri, Andre - In: Journal of Applied Statistics 32 (2005) 9, pp. 887-908
Slack-variable models are compared against Scheffe's polynomial model for mixture experiments. The notion of model equivalence and the use of various diagnostic measures provide effective tools in making such comparisons, particularly when the experimental region is highly constrained. It is...
Persistent link: https://www.econbiz.de/10005458307
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The effects of sampling strategies on the small sample properties of the logit estimator
Dietrich, Jason - In: Journal of Applied Statistics 32 (2005) 6, pp. 543-554
Empirical researchers face a trade-off between the lower resource costs associated with smaller samples and the increased confidence in the results gained from larger samples. Choice of sampling strategy is one tool researchers can use to reduce costs yet still attain desired confidence levels....
Persistent link: https://www.econbiz.de/10005458312
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Creating a reference to a complex emergency situation using time series methods: war in Guinea-Bissau 1998-1999
Nielsen, Jens; Jensen, Henrik; Andersen, Per - In: Journal of Applied Statistics 32 (2005) 1, pp. 75-86
Impacts of complex emergencies or relief interventions have often been evaluated by absolute mortality compared to international standardized mortality rates. A better evaluation would be to compare with local baseline mortality of the affected populations. A projection of population-based...
Persistent link: https://www.econbiz.de/10005458315
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Progressively censored variables sampling plans for two-parameter exponential distributions
Fernandez, Arturo - In: Journal of Applied Statistics 32 (2005) 8, pp. 823-829
Progressive censoring is quite useful in many practical situations where budget constraints are in place or there is a demand for rapid testing. Balasooriya & Saw (1998) present reliability sampling plans for the two-parameter exponential distribution, based on progressively censored samples....
Persistent link: https://www.econbiz.de/10005458327
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Forecast of the expected non-epidemic morbidity of acute diseases using resampling methods
Alonso, Andres; Romo, Juan - In: Journal of Applied Statistics 32 (2005) 3, pp. 281-295
In epidemiological surveillance it is important that any unusual increase of reported cases be detected as rapidly as possible. Reliable forecasting based on a suitable time series model for an epidemiological indicator is necessary for estimating the expected non-epidemic indicator and to...
Persistent link: https://www.econbiz.de/10005458328
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Experimentation order in factorial designs with 8 or 16 runs
Adams, Guillermo De Leon; Cintas, Pere Grima; Llabres, … - In: Journal of Applied Statistics 32 (2005) 3, pp. 297-313
Randomizing the order of experimentation in a factorial design does not always achieve the desired effect of neutralizing the influence of unknown factors. In fact, with some very reasonable assumptions, an important proportion of random orders afford the same degree of protection as that...
Persistent link: https://www.econbiz.de/10005458345
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Assessing shape differences in populations of shapes using the complex watson shape distribution
Micheas, Athanasios; Dey, Dipak - In: Journal of Applied Statistics 32 (2005) 2, pp. 105-116
This paper presents a novel Bayesian method based on the complex Watson shape distribution that is used in detecting shape differences between the second thoracic vertebrae for two groups of mice, small and large, categorized according to their body weight. Considering the data provided in...
Persistent link: https://www.econbiz.de/10005458353
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A note on determining an optimal target by considering the dependence of holding costs and the quality characteristics
Shao, Yuehjen; Fowler, John; Runger, George - In: Journal of Applied Statistics 32 (2005) 8, pp. 813-822
Products that do not meet the specification criteria of an intended buyer represent a challenge to the producer in maximizing profits. To understand the value of the optimal process target (OPT) set at a profit-maximizing level, a model was developed by Shao et al. (1999) involving multiple...
Persistent link: https://www.econbiz.de/10005458369
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