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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 2,211 - 2,220 of 2,474
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Analysis of growth curves under measurement errors
Nummi, Tapio - In: Journal of Applied Statistics 27 (2000) 2, pp. 235-243
In this paper, we propose a method for the analysis of growth curve models when also the regressor variable may be measured with errors. Two classes of structure for errors in regressors are discussed. For complete and balanced data, estimators for the model parameters are derived under the...
Persistent link: https://www.econbiz.de/10005492115
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Statistical estimation of time-trends in two-course crop rotations
Singh, Murari; Jones, Michael - In: Journal of Applied Statistics 27 (2000) 5, pp. 589-597
An assessment of time-trends in yield parameters is essential to the utilization of data from long-term field trials for the comparison of different crop rotations and input regimes, and the identification of sustainable production systems. The barley-vetch rotation established at Breda in...
Persistent link: https://www.econbiz.de/10005492187
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Regression coefficient analysis for correlated binomial outcomes
Myers, Leann; Broyles, Stephanie - In: Journal of Applied Statistics 27 (2000) 2, pp. 217-234
At present, the generalized estimating equation (GEE) and weighted least-squares (WLS) regression methods are the most widely used methods for analyzing correlated binomial data; both are easily implemented using existing software packages. We propose an alternative technique, i.e. regression...
Persistent link: https://www.econbiz.de/10005492193
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Median rankit control chart by the quantile approach
Kanji, G. K.; Arif, Osama Hasan - In: Journal of Applied Statistics 27 (2000) 6, pp. 757-770
It is desirable that the data for a statistical control chart be normally distributed. However, if the data are not normal, then a transformation can be used, e.g. Box-Cox transformations, to produce a suitable control chart. In this paper we will discuss a quantile approach to produce a control...
Persistent link: https://www.econbiz.de/10005492201
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A class of robust stepwise alternatives to Hotelling's T 2 tests
Mudholkar, Govind; Srivastava, Deo Kumar - In: Journal of Applied Statistics 27 (2000) 5, pp. 599-619
Hotelling's T 2 test is known to be optimal under multivariate normality and is reasonably validity-robust when the assumption fails. However, some recently introduced robust test procedures have superior power properties and reasonable type I error control with non-normal populations. These,...
Persistent link: https://www.econbiz.de/10005495228
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Selecting a linearizing power transformation for time series
Guerrero, Victor - In: Journal of Applied Statistics 27 (2000) 2, pp. 185-195
A method is proposed for choosing a power transformation that allows a univariate time series to be adequately represented by a straight line, in an exploratory analysis of the data. The method is quite simple and enables the analyst to measure local and global curvature in the data. A...
Persistent link: https://www.econbiz.de/10005495236
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Data and projections of HIV and AIDS in Portugal
Amaral, J. A.; RosARio, M. B.; Paixao, M. T. - In: Journal of Applied Statistics 27 (2000) 3, pp. 269-279
Projections of AIDS incidence are critical for assessing future healthcare needs. This paper focuses on the method of back-calculation for obtaining forecasts. The first problem faced was the need to account for delays and underreporting in reporting of cases and to adjust the incidence data....
Persistent link: https://www.econbiz.de/10005495241
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Design of generalized CSP-C continuous sampling plan
Govindaraju, K.; Kandasamy, C. - In: Journal of Applied Statistics 27 (2000) 7, pp. 829-841
In this paper, the concept acceptance number has been incorporated to the single level continuous sampling plan CSP-1. The advantage of the proposed plan, designated as the CSP-C plan, is to achieve a reduction in the average fraction inspected at good quality levels. Nomographs for the design...
Persistent link: https://www.econbiz.de/10005495242
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A composite quantile function estimator with applications in bootstrapping
Hutson, Alan - In: Journal of Applied Statistics 27 (2000) 5, pp. 567-577
In this note we define a composite quantile function estimator in order to improve the accuracy of the classical bootstrap procedure in small sample setting. The composite quantile function estimator employs a parametric model for modelling the tails of the distribution and uses the simple...
Persistent link: https://www.econbiz.de/10005495252
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Zero-inflated proportion data models applied to a biological control assay
Vieira, A. M. C.; Hinde, J. P.; Demetrio, C. G. B. - In: Journal of Applied Statistics 27 (2000) 3, pp. 373-389
Biological control of pests is an important branch of entomology, providing environmentally friendly forms of crop protection. Bioassays are used to find the optimal conditions for the production of parasites and strategies for application in the field. In some of these assays, proportions are...
Persistent link: https://www.econbiz.de/10005495261
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