EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: isPartOf:"Journal of Applied Statistics"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Undetermined 2,046 Free 428
Type of publication
All
Article 2,474
Type of publication (narrower categories)
All
Article 214 Article in journal 214 Aufsatz in Zeitschrift 214
Language
All
Undetermined 2,046 English 428
Author
All
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
more ... less ...
Institution
All
Central Bank of Nigeria / International Investment Statistics Office 1
Published in...
All
Journal of Applied Statistics 2,046 CBN Journal of Applied Statistics 214 CBN journal of applied statistics 214
Source
All
RePEc 2,046 ECONIS (ZBW) 214 EconStor 214
Showing 2,131 - 2,140 of 2,474
Cover Image
Dynamic paired comparison models with stochastic variances
Glickman, Mark - In: Journal of Applied Statistics 28 (2001) 6, pp. 673-689
In paired comparison experiments, the worth or merit of a unit is measured through comparisons against other units. When paired comparison outcomes are collected over time and the merits of the units may be changing, it is often convenient to assume the data follow a non-linear state-space...
Persistent link: https://www.econbiz.de/10005495267
Saved in:
Cover Image
The use of the ARDL approach in estimating virtual exchange rates in India
Ghatak, Subrata; Siddiki, Jalal - In: Journal of Applied Statistics 28 (2001) 5, pp. 573-583
This paper applies the autoregressive distributed lag approach to cointegration analysis in estimating the 'virtual exchange rate' (VER) in India. The VER would have prevailed if the unconstrained import demand were equal to the constraint imposed due to foreign exchange rationing and the VER is...
Persistent link: https://www.econbiz.de/10005495294
Saved in:
Cover Image
Can we recover information from concordant pairs in binary matched pairs?
Lee, Youngjo - In: Journal of Applied Statistics 28 (2001) 2, pp. 239-246
When possible values of a response variable are limited, distributional assumptions about random effects may not be checkable. This may cause a distribution-robust estimator, such as the conditional maximum likelihood estimator to be recommended; however, it does not utilize all the information in...
Persistent link: https://www.econbiz.de/10005495307
Saved in:
Cover Image
The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power
Aparicio, Teresa; Villanua, Inmaculada - In: Journal of Applied Statistics 28 (2001) 2, pp. 167-182
As Newey (1985) and Orme (1988) argue in the context of discrete binary choice models, the test of the information matrix (IM) is sensitive to heteroscedasticity and the incorrect distribution of the error term, with both these problems leading to inconsistency of the estimators obtained. This...
Persistent link: https://www.econbiz.de/10005458117
Saved in:
Cover Image
Remarks on a 'critique' of the Bayesian Method of Moments
Zellner, Arnold - In: Journal of Applied Statistics 28 (2001) 6, pp. 775-778
Persistent link: https://www.econbiz.de/10005458126
Saved in:
Cover Image
Bayesian analysis of a growth curve model with power transformation, random effects and AR(1) dependence
Lee, Jack; Lien, W. H. - In: Journal of Applied Statistics 28 (2001) 2, pp. 223-238
In this paper we devote ourselves to a general growth curve model with power transformation, random effects and AR(1) dependence via a Bayesian approach. Two priors are proposed and both parameter estimation and prediction of future values are considered. Some numerical results with a set of...
Persistent link: https://www.econbiz.de/10005458136
Saved in:
Cover Image
EWMA and industrial applications to feedback adjustment and control
Henderson, G. Robin - In: Journal of Applied Statistics 28 (2001) 3-4, pp. 399-407
In his book 'Out of the Crisis' the late Dr Edwards Deming asserted that 'if anyone adjusts a stable process to try to compensate for a result that is undesirable, or for a result that is extra good, the output will be worse than if he had left the process alone'. His famous funnel experiments...
Persistent link: https://www.econbiz.de/10005458144
Saved in:
Cover Image
Multidimensional scaling used in multivariate statistical process control
Cox, Trevor - In: Journal of Applied Statistics 28 (2001) 3-4, pp. 365-378
This paper considers the use of multidimensional scaling techniques in multivariate statistical process control. Principal components analysis, multiple principal components analysis, partial least squares and PARAFAC models have already been established as useful methods for such, but it should...
Persistent link: https://www.econbiz.de/10005458156
Saved in:
Cover Image
A multiple test for comparing two treatments with control: Interval hypotheses approach
Prayag, V. R.; Chiplonkar, S. A. - In: Journal of Applied Statistics 28 (2001) 8, pp. 991-1001
In biological experiments, multiple comparison test procedures may lead to a statistically significant difference in means. However, sometimes the difference is not worthy of attention considering the inherent variation in the characteristic. This may be due to the fact that the magnitude of the...
Persistent link: https://www.econbiz.de/10005458169
Saved in:
Cover Image
Using wavelets for data generation
Bayazit, Mehmetcik; Aksoy, Hafzullah - In: Journal of Applied Statistics 28 (2001) 2, pp. 157-166
Wavelets are proposed as a non-parametric data generation tool. The idea behind the suggested method is decomposition of data into its details and later reconstruction by summation of the details randomly to generate new data. A Haar wavelet is used because of its simplicity. The method is...
Persistent link: https://www.econbiz.de/10005458179
Saved in:
  • First
  • Prev
  • 209
  • 210
  • 211
  • 212
  • 213
  • 214
  • 215
  • 216
  • 217
  • 218
  • 219
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...