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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 1,911 - 1,920 of 2,474
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A Note on an Approximation of the Mobile Communications Expenditures Distribution Function Using a Mixture Model
Yoo, Seung-Hoon - In: Journal of Applied Statistics 31 (2004) 7, pp. 747-752
Approximating the distribution of mobile communications expenditures (MCE) is complicated by zero observations in the sample. To deal with the zero observations by allowing a point mass at zero, a mixture model of MCE distributions is proposed and applied. The MCE distribution is specified as a...
Persistent link: https://www.econbiz.de/10005458337
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Non-parametric Back-projection of HIV Positive Tests using Multinomial and Poisson Settings
Chau, P. H.; Yip, Paul - In: Journal of Applied Statistics 31 (2004) 5, pp. 553-564
Back-projection is a commonly used method in reconstructing HIV incidence. Instead of using AIDS incidence data in back-projection, this paper uses HIV positive tests data. Both multinomial and Poisson settings are used. The two settings give similar results when a parametric form or step...
Persistent link: https://www.econbiz.de/10005458375
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Statistics of Shape, Direction and Cylindrical Variables
Mardia, K. V.; Kirkbride, J.; Bookstein, F. L. - In: Journal of Applied Statistics 31 (2004) 4, pp. 465-479
In statistical shape analysis, the shape of an object is understood to be what remains after the effects of location, scale and rotation are removed. We consider the distributional problem of triangular shape and an associated direction; motivated by a data set of microscopic fossils. We begin...
Persistent link: https://www.econbiz.de/10005458388
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Testing for a Unit Root in ARIMA Processes
Shively, Philip - In: Journal of Applied Statistics 31 (2004) 7, pp. 785-798
A unit root has important long-run implications for many time series in economics and finance. This paper develops a unit-root test of an ARIMA(p-1, 1, q) with drift null process against a trend-stationary ARMA(p, q) alternative process, where the order of the time series is assumed known...
Persistent link: https://www.econbiz.de/10005458393
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Forecasting Performance of Information Criteria with Many Macro Series
Granger, Clive; Jeon, Yongil - In: Journal of Applied Statistics 31 (2004) 10, pp. 1227-1240
Stock & Watson (1999) consider the relative quality of different univariate forecasting techniques. This paper extends their study on forecasting practice, comparing the forecasting performance of two popular model selection procedures, the Akaike information criterion (AIC) and the Bayesian...
Persistent link: https://www.econbiz.de/10005458441
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Modelling Trends and Inequality in Small Area Mortality
Congdon, Peter - In: Journal of Applied Statistics 31 (2004) 6, pp. 603-622
This paper considers the modelling of mortality rates classified by age, time, and small area with a view to developing life table parameters relevant to assessing trends in inequalities in life chances. In particular, using a fully Bayes perspective, one may assess the stochastic variation in...
Persistent link: https://www.econbiz.de/10005462446
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Irregular Four-level Response Surface Designs
Gilmour, Steven - In: Journal of Applied Statistics 31 (2004) 9, pp. 1043-1048
Four-level response surface designs based on regular two-level fractional factorial designs were introduced by Edmondson (1991). Here, the methods are extended to include designs based on irregular two-level fractional factorials. These designs allow orthogonal blocking and require fewer...
Persistent link: https://www.econbiz.de/10005462448
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Pattern Matching
Navarro, Gonzalo - In: Journal of Applied Statistics 31 (2004) 8, pp. 925-949
An important subtask of the pattern discovery process is pattern matching, where the pattern sought is already known and we want to determine how often and where it occurs in a sequence. In this paper we review the most practical techniques to find patterns of different kinds. We show how...
Persistent link: https://www.econbiz.de/10005462457
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Dependent SiZer: Goodness-of-Fit Tests for Time Series Models
Park, Cheolwoo; Marron, J. S.; Rondonotti, Vitaliana - In: Journal of Applied Statistics 31 (2004) 8, pp. 999-1017
In this paper, we extend SiZer (SIgnificant ZERo crossing of the derivatives) to dependent data for the purpose of goodness-of-fit tests for time series models. Dependent SiZer compares the observed data with a specific null model being tested by adjusting the statistical inference using an...
Persistent link: https://www.econbiz.de/10005639670
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Applying State Space to SPC: Monitoring Multivariate Time Series
Pan, Xia; Jarrett, Jeffrey - In: Journal of Applied Statistics 31 (2004) 4, pp. 397-418
Monitoring cross-sectional and serially interdependent processes has become a new issue in statistical process control (SPC). In up-to-date SPC literature, Kalman filtering was reported to monitor univariate autocorrelated processes. This paper applies a Kalman filter or state-space method for...
Persistent link: https://www.econbiz.de/10005639705
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