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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 1,991 - 2,000 of 2,474
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Robustness of complete diallel crossing plans against exchange of one cross
Panda, D. K.; Parsad, Rajender; Sharma, V. K. - In: Journal of Applied Statistics 30 (2003) 1, pp. 21-35
The robustness aspects of block designs for complete diallel crossing plans against the exchange of one cross using connectedness and efficiency criteria have been investigated. The exchanged cross may have either no line in common or one line in common with the original cross. It has been found...
Persistent link: https://www.econbiz.de/10005639674
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A non-parametric test for umbrella alternatives based on ranked-set sampling
Magel, Rhonda; Qin, Li - In: Journal of Applied Statistics 30 (2003) 8, pp. 925-937
A test is proposed that extends the Chen-Wolfe (1990) test for umbrella alternatives with an unknown peak to use with ranked-set samples data. This follows from ideas in Bohn & Wolfe (1992), Magel (1994), and Hartlaub & Wolfe (1999). Critical values are simulated for the proposed test based on...
Persistent link: https://www.econbiz.de/10005639696
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Adjusting for bias in randomized cluster trials
Reed, James - In: Journal of Applied Statistics 30 (2003) 1, pp. 79-85
The randomized cluster design is typical in studies where the unit of randomization is a cluster of individuals rather than the individual. Evaluating various intervention strategies across medical care providers at either an institutional level or at a physician group practice level fits the...
Persistent link: https://www.econbiz.de/10005639701
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Plaid designs for the evaluation of training for medical practitioners
Farewell, Vernon; Herzberg, Agnes - In: Journal of Applied Statistics 30 (2003) 9, pp. 957-965
The training of medical practitioners to improve the practitioner/patient relationship may be difficult, as limitations often exist on the choice of patients included in the study. A specific study of this type of training is given. It is proposed that a simple modification and generalization of...
Persistent link: https://www.econbiz.de/10005639710
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The use of finite mixture models to estimate the distribution of the health utilities index in the presence of a ceiling effect
Austin, Peter; Escobar, Michael - In: Journal of Applied Statistics 30 (2003) 8, pp. 909-923
Finite mixture models are flexible parametric models that allow one to describe complex probability distributions as a mixture of a small number of simple probability distributions. Measures of health status are often used to reflect a person's overall health. Such measures may be subject to a...
Persistent link: https://www.econbiz.de/10005639716
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A note on the sample size required in sequential tests for the generalized binomial distribution
Mingoti, Sueli - In: Journal of Applied Statistics 30 (2003) 8, pp. 873-879
In this paper, we discuss the sample size needed to perform Wald's sequential statistical test for the proportion of non-conforming items generated by a process when the results of the inspections are correlated and the generalized binomial distribution proposed by Madsen (1993) is used. It will...
Persistent link: https://www.econbiz.de/10005639744
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A new sports ratings system: The tiddlywinks world ratings
Barrie, Patrick - In: Journal of Applied Statistics 30 (2003) 4, pp. 361-372
A system for calculating relative playing strengths of tiddlywinks players is described. The method can also be used for other sports. It is specifically designed to handle cases where the number of games played in a season varies greatly between players, and thus the confidence that one can...
Persistent link: https://www.econbiz.de/10005639748
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Assessing local cluster influence in generalized linear mixed models
Xiang, Liming; Lee, Andy; Tse, Siu-Keung - In: Journal of Applied Statistics 30 (2003) 4, pp. 349-359
This paper investigates local influence measures for assessing cluster influence in generalized linear mixed models. Several cluster-specific perturbation schemes are considered. The proposed local influence diagnostics are applied to analyse maternity length of inpatient stay data where...
Persistent link: https://www.econbiz.de/10005639755
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A simple diagnostic method of outlier detection for stationary Gaussian time series
Cai, Yuzhi; Davies, Neville - In: Journal of Applied Statistics 30 (2003) 2, pp. 205-223
In this paper we present a "model free' method of outlier detection for Gaussian time series by using the autocorrelation structure of the time series. We also present a graphic diagnostic method in order to distinguish an additive outlier (AO) from an innovation outlier (IO). The test statistic...
Persistent link: https://www.econbiz.de/10005639775
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Estimating avian dispersal distances from data on ringed birds
Thomson, David; Noordwijk, Arie van; Hagemeijer, Ward - In: Journal of Applied Statistics 30 (2003) 9, pp. 1003-1008
Data from birds ringed as chicks and recaptured during subsequent breeding seasons provide information on avian natal dispersal distances. However, national patterns of ring reports are influenced by recapture rates as well as by dispersal rates. While an extensive methodology has been developed...
Persistent link: https://www.econbiz.de/10005639794
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