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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 2,171 - 2,180 of 2,474
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A note on testing the nullity of the between group variance in the one-way random effects model under variance heterogeneity
Dog-super-˜an Argac; Makambi, Kepher; Hartung, Joachim - In: Journal of Applied Statistics 28 (2001) 2, pp. 215-222
In an unbalanced and heteroscedastic one-way random effects model, we compare, by way of simulation, several test statistics for testing the null hypothesis that the variance of the random effects, also named the between group variance, is zero. These tests are the classical F-test, the test...
Persistent link: https://www.econbiz.de/10005639774
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Towards the implementation of a universal control chart and estimation of its average run length using a spreadsheet: An artificial neural network is employed to model the parameters in a special case
Cox, M. A. A. - In: Journal of Applied Statistics 28 (2001) 3-4, pp. 353-364
A control chart procedure has previously been proposed (Champ et al., 1991) for which the Shewhart X ¥ -chart, the cumulative sum chart, and the exponentially weighted moving average chart are special cases. The rapid and easy production of these charts, plus many others, is proposed using...
Persistent link: https://www.econbiz.de/10005639777
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A study on the effect of power transformation in the ARMA(p,q) model
Shin, Key-Il; Kang, Hee-Jeong - In: Journal of Applied Statistics 28 (2001) 8, pp. 1019-1028
In time series analysis, the Box-Cox power transformation is generally used for variance stabilization. In this paper we show that the order and the first step ahead forecast of the transformed model are approximately invariant to those of the original model under certain assumptions on the mean...
Persistent link: https://www.econbiz.de/10005639778
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Influence measure in maximum likelihood estimate for models of lifetime data
Poon, Wai-Yin; Tang, Man-Lai - In: Journal of Applied Statistics 28 (2001) 6, pp. 737-742
We use the local influence approach to develop influence measures for identifying observations that strike a disproportionate effect on the maximum likelihood estimate of parameters in models for lifetime data. The proposed method for developing influence measures can be applied to a wide...
Persistent link: https://www.econbiz.de/10005639783
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Summary measurements and screening in clinical trials with replicate observations
Fuchs, Camil; Brown, Morton - In: Journal of Applied Statistics 28 (2001) 1, pp. 37-51
Repeating measurements of efficacy variables in clinical trials may be desirable when the measurement may be affected by ambient conditions. When such measurements are repeated at baseline and at the end of therapy, statistical questions relate to: (1) the best summary measurement to use for a...
Persistent link: https://www.econbiz.de/10005639786
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On sample size and precision in ordinary least squares
Montenegro, Alvaro - In: Journal of Applied Statistics 28 (2001) 5, pp. 603-605
An expression relating estimation precision in the classical linear model to the number of parameters k and the sample size n is illustrated. A rule of thumb for the sample size is suggested.
Persistent link: https://www.econbiz.de/10005639792
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Minimum average fraction inspected for TCSP-1 plan
Chen, Chung-Ho; Cheng, Te-Shiang; Chou, Chao-Yu - In: Journal of Applied Statistics 28 (2001) 7, pp. 793-799
This paper presents the calculation of the average outgoing quality limit (AOQL) for the tightened single-level continuous sampling plan (TCSP-1 plan) based on a numerical method. A solution procedure is developed to find the parameters (i, f, k) that will meet the AOQL requirement, while also...
Persistent link: https://www.econbiz.de/10005639818
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Hits-and-misses for the evaluation and combination of forecasts
Wenzel, Thomas - In: Journal of Applied Statistics 28 (2001) 6, pp. 759-773
Error measures for the evaluation of forecasts are usually based on the size of the forecast errors. Common measures are, e.g. the mean squared error (MSE), the mean absolute deviation (MAD) or the mean absolute percentage error (MAPE). Alternative measures for the comparison of forecasts are...
Persistent link: https://www.econbiz.de/10005639823
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A- and D-optimal designs for a log contrast model for experiments with mixtures
Chan, Ling-Yau; Guan, Ying-Nan - In: Journal of Applied Statistics 28 (2001) 5, pp. 537-546
A- and D-optimal designs are investigated for a log contrast model suggested by Aitchison & Bacon-Shone for experiments with mixtures. It is proved that when the number of mixture components q is an even integer, A- and D-optimal designs are identical; and when q is an odd integer, A- and...
Persistent link: https://www.econbiz.de/10005639844
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Degrees of freedom and the likelihood ratio test for the generalized Behrens-Fisher problem
Wong, Man-Yu; Zhang, Shuanglin - In: Journal of Applied Statistics 28 (2001) 8, pp. 1067-1074
Several methods for testing the difference between two group means of k independent populations are compared. Simulation shows that the likelihood ratio test with the Bartlett correction factor and the t test with appropriate degrees of freedom perform better, particularly when the sample size...
Persistent link: https://www.econbiz.de/10005639857
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