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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 2,251 - 2,260 of 2,474
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Loss-based optimal control statistics for control charts
Ingman, Dov; Lipnik, Boris - In: Journal of Applied Statistics 27 (2000) 6, pp. 739-756
This work proposes a means for interconnecting optimal sample statistics with parameters of the process output distribution irrespective of the specific way in which these parameters change during transition to the out-of-control state (jumps, trends, cycles, etc). The approach, based on...
Persistent link: https://www.econbiz.de/10005458377
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Patterns of NBA team performance from 1950 to 1998
Yilmaz, Mustafa; Chatterjee, Sangit - In: Journal of Applied Statistics 27 (2000) 5, pp. 555-566
This paper examines team performance in the NBA over the last five decades. It was motivated by two previous observational studies, one of which studied the winning percentages of professional baseball teams over time, while the other examined individual player performance in the NBA. These...
Persistent link: https://www.econbiz.de/10005458381
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Modelling the surface structure of newsprint
Johansson, Jan-Olof - In: Journal of Applied Statistics 27 (2000) 4, pp. 425-438
The Gibbs distribution is often used to model micro-textures. This includes a definition of a neighbourhood system. If a micro-texture contains a large-scale variation, the neighbourhood system will be large, which implies many parameters in the corresponding Gibbs distribution. The estimation...
Persistent link: https://www.econbiz.de/10005458382
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Optimum grouping and the boundary problem
Sawiris, Milad - In: Journal of Applied Statistics 27 (2000) 3, pp. 363-371
Given a set of n elements or observations that form a continuous variable, it is required to divide their distribution into k homogenous groups where k 2, and the purpose is to minimize the within-groups variance. This paper investigates procedures for such a division and shows how to find the...
Persistent link: https://www.econbiz.de/10005458402
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Modification of autoregressive fractionally integrated moving average models for the estimation of persistence
Reschenhofer, Erhard - In: Journal of Applied Statistics 27 (2000) 1, pp. 113-118
In this paper, it is proposed to modify autoregressive fractionally integrated moving average (ARFIMA) processes by introducing an additional parameter to comply with the criticism of Hauser et al . (1999) that ARFIMA processes are not appropriate for the estimation of persistence, because of...
Persistent link: https://www.econbiz.de/10005458403
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Design and evaluation of skip-lot sampling plans of type SkSP-3
Vijayaraghavan, R. - In: Journal of Applied Statistics 27 (2000) 7, pp. 901-908
This paper presents a system of skip-lot sampling inspection plans designated as SkSP-3 based on the principle of a continuous sampling plan of type CSP-2. Expressions for performance measures such as Operating Characteristic function and ASN function are derived by the Markov chain approach....
Persistent link: https://www.econbiz.de/10005458447
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Outliers and influential observations in the structural errors-in-variables model
Kim, Myung Geun - In: Journal of Applied Statistics 27 (2000) 4, pp. 451-460
The influence of observations on the parameter estimates for the simple structural errors-in-variables model with no equation error is investigated using the local influence method. Residuals themselves are not sufficient for detecting outliers. The likelihood displacement approach is useful for...
Persistent link: https://www.econbiz.de/10005639666
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Analysis of factorial experiments for survival data with long-tailed distributions
Isogai, Takafumi - In: Journal of Applied Statistics 27 (2000) 1, pp. 75-101
Two left-truncated survival data sets are collected in one-way factorial designs to examine the quality of products. We cannot specify our survival function completely, and only know that the tail has a power functional form of its argument. Thus, our problem is a left-truncated one with...
Persistent link: https://www.econbiz.de/10005639668
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Functional marginality and response-surface fitting
Nelder, J. A. - In: Journal of Applied Statistics 27 (2000) 1, pp. 109-112
Well-formed polynomials contain the marginal terms of all terms; for example, they contain both x 1 and x 2 if x 1 x 2 is present. Such models have a goodness of fit that is invariant to linear transformations of the x variables. Recently, selection procedures have been proposed which may not...
Persistent link: https://www.econbiz.de/10005639691
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On the robustness of cointegration tests when series are fractionally intergrated
Gonzalo, Jesus; Lee, Tae-Hwy - In: Journal of Applied Statistics 27 (2000) 7, pp. 821-827
This paper shows that when series are fractionally integrated, but unit root tests wrongly indicate that they are I(1), Johansen likelihood ratio (LR) tests tend to find too much spurious cointegration, while the Engle-Granger test presents a more robust performance. This result holds...
Persistent link: https://www.econbiz.de/10005639704
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