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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 1,931 - 1,940 of 2,474
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Bayesian Longitudinal Data Analysis with Mixed Models and Thick-tailed Distributions using MCMC
Rosa, G. J. M.; Gianola, D.; Padovani, C. R. - In: Journal of Applied Statistics 31 (2004) 7, pp. 855-873
Linear mixed effects models are frequently used to analyse longitudinal data, due to their flexibility in modelling the covariance structure between and within observations. Further, it is easy to deal with unbalanced data, either with respect to the number of observations per subject or per...
Persistent link: https://www.econbiz.de/10005278879
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A Flexible Method for Estimating the ROC Curve
Ren, Haobo; Zhou, Xiao-Hua; Liang, Hua - In: Journal of Applied Statistics 31 (2004) 7, pp. 773-784
In this paper we propose a flexible method for estimating a receiver operating characteristic (ROC) curve that is based on a continuous-scale test. The approach is easily understood and efficiently computed, and robust to the smooth parameter selection, which needs intensive computation when...
Persistent link: https://www.econbiz.de/10005278880
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A Bayesian Analysis for Accelerated Lifetime Tests Under an Exponential Power Law Model with Threshold Stress
Tojeiro, Cynthia; Louzada-Neto, Francisco; Bolfarine, Heleno - In: Journal of Applied Statistics 31 (2004) 6, pp. 685-691
In this paper, we present a Bayesian methodology for modelling accelerated lifetime tests under a stress response relationship with a threshold stress. Both Laplace and MCMC methods are considered. The methodology is described in detail for the case when an exponential distribution is assumed to...
Persistent link: https://www.econbiz.de/10005278891
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A Modified Knox Test of Space-Time Clustering
Baker, Rose - In: Journal of Applied Statistics 31 (2004) 4, pp. 457-463
Tests of space-time clustering such as the Knox test are used by epidemiologists in the preliminary analysis of datasets where an infectious aetiology is suspected. The Knox test statistic is the number of cases close in both space and time to another case. The test statistic proposed here is...
Persistent link: https://www.econbiz.de/10005278897
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Influence Diagnostics in log-Birnbaum-Saunders Regression Models
Galea, Manuel; Leiva-Sanchez, Victor; Paula, Gilberto - In: Journal of Applied Statistics 31 (2004) 9, pp. 1049-1064
In this paper we present various diagnostic methods for a linear regression model under a logarithmic Birnbaum-Saunders distribution for the errors, which may be applied for accelerated life testing or to compare the median lives of several populations. Some influence methods, such as the local...
Persistent link: https://www.econbiz.de/10005278905
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Testing for Multivariate Autocorrelation
Holgersson, H. E. T. - In: Journal of Applied Statistics 31 (2004) 4, pp. 379-395
This paper concerns the problem of assessing autocorrelation of multivariate (i.e. systemwise) models. It is well known that systemwise diagnostic tests for autocorrelation often suffers from poor small sample properties in the sense that the true size overstates the nominal size. The failure of...
Persistent link: https://www.econbiz.de/10005278918
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Pattern Discovery and Detection: A Unified Statistical Methodology
Hand, David; Bolton, Richard - In: Journal of Applied Statistics 31 (2004) 8, pp. 885-924
Modern statistical data analysis is predominantly model-driven, seeking to decompose an observed data distribution in terms of major underlying descriptive features modified by some stochastic variation. A large part of data mining is also concerned with this exercise. However, another...
Persistent link: https://www.econbiz.de/10005278946
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Fractional Factorial Designs for the Detection of Interactions between Design and Noise Factors
Russell, K. G.; Lewis, S. M.; Dean, A. - In: Journal of Applied Statistics 31 (2004) 5, pp. 545-552
In industrial experiments on both design (control) factors and noise factors aimed at improving the quality of manufactured products, designs are needed which afford independent estimation of all design×noise interactions in as few runs as possible, while allowing aliasing between those...
Persistent link: https://www.econbiz.de/10005278947
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A Rank-Sum-Type Test for Paired Data with Multiple Endpoints
Karrison, Theodore; O'Brien, Peter - In: Journal of Applied Statistics 31 (2004) 2, pp. 229-238
Clinical trials and other types of studies often examine the effects of a particular treatment or experimental condition on a number of different response variables. Although the usual approach for analysing such data is to examine each variable separately, this can increase the chance of false...
Persistent link: https://www.econbiz.de/10005278965
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Some New Residual Treatment Effects Designs for Comparing Test Treatments with a Control
Aggarwal, M. L.; Deng, Lih-Yuan; Jha, Mithilesh Kumar - In: Journal of Applied Statistics 31 (2004) 9, pp. 1065-1081
Pigeon & Raghavarao (1987) introduced control balanced residual treatment effects designs for the situation where one treatment is a control or standard and is to be compared with the v test treatments, and they have also given methods of construction of control balanced residual treatment...
Persistent link: https://www.econbiz.de/10005278984
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