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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 2,261 - 2,270 of 2,474
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Using multivariate rank sum tests to evaluate effectiveness of computer applications in teaching business statistics
Su, Yeong-Tzay; Liang, Chyi-Lyi Kathleen - In: Journal of Applied Statistics 27 (2000) 3, pp. 337-345
Arguments about using computer facilities in classroom teaching have received a lot of attention over time. Using the computer facilities will be helpful to demonstrate real-world applications, while poor data or inappropriate case studies might hinder the applications of the computer programs...
Persistent link: https://www.econbiz.de/10005639730
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Economic-statistical design of X ¥ charts for non-normal data by considering quality loss
Chou, Chao-Yu; Chen, Chung-Ho; Liu, Hui-Rong - In: Journal of Applied Statistics 27 (2000) 8, pp. 939-951
When the X ¥ control chart is used to monitor a process, three parameters should be determined: the sample size, the sampling interval between successive samples, and the control limits of the chart. Duncan presented a cost model to determine the three parameters for an X ¥ chart. Alexander et...
Persistent link: https://www.econbiz.de/10005639731
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A general methodology for bootstrapping in non-parametric frontier models
Simar, Leopold; Wilson, Paul - In: Journal of Applied Statistics 27 (2000) 6, pp. 779-802
The Data Envelopment Analysis method has been extensively used in the literature to provide measures of firms' technical efficiency. These measures allow rankings of firms by their apparent performance. The underlying frontier model is non-parametric since no particular functional form is...
Persistent link: https://www.econbiz.de/10005639732
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Two transformation models for estimating an ROC curve derived from continuous data
Zou, Kelly; Hall, W. J. - In: Journal of Applied Statistics 27 (2000) 5, pp. 621-631
A receiver operating characteristic (ROC) curve is a plot of two survival functions, derived separately from the diseased and healthy samples. A special feature is that the ROC curve is invariant to any monotone transformation of the measurement scale. We propose and analyse semiparametric and...
Persistent link: https://www.econbiz.de/10005639772
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Side betting and playing the National Lottery: An exercise in policy design
Salter, Stephen; Topham, Neville - In: Journal of Applied Statistics 27 (2000) 7, pp. 881-899
This paper demonstrates a methodology for estimating the frequencies by which numbers are selected by National Lottery players by utilizing a twofold approach of a Multi-Response Non-Linear Regression model in conjunction with a suggested approximation function for number selections, which leads...
Persistent link: https://www.econbiz.de/10005639800
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Influence of the sampling interval, decision limit and autocorrelation on the average run length in Cusum charts
George, Alberto Luceno; Box, E. P. - In: Journal of Applied Statistics 27 (2000) 2, pp. 177-183
This paper shows how the average run length for a one-sided Cusum chart varies as a function of the length of the sampling interval between consecutive observations, the decision limit for the Cusum statistic, and the amount of autocorrelation between successive observations. It is shown that...
Persistent link: https://www.econbiz.de/10005639830
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Testing for a treatment effect in a heterogeneous population: A modified sign-test statistic and a leapfrog statistic
Abrevaya, Jason - In: Journal of Applied Statistics 27 (2000) 6, pp. 679-687
This paper proposes two non-parametric statistics that test for a treatment effect in a heterogeneous population. In the model considered, data on two examinations for both a control and a treatment group are needed to perform the test. The model allows for individual (fixed) effects that may be...
Persistent link: https://www.econbiz.de/10005639833
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A note on modelling underreported Poisson counts
Fader, Peter; Hardie, Bruce - In: Journal of Applied Statistics 27 (2000) 8, pp. 953-964
In this paper we present a parsimonious model for the analysis of underreported Poisson count data. In contrast to previously developed methods, we are able to derive analytic expressions for the key marginal posterior distributions that are of interest. The usefulness of this model is explored...
Persistent link: https://www.econbiz.de/10005639847
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A stepwise Bayesian estimator for the total number of distinct species in finite populations: Sampling by elements
Mingoti, Sueli - In: Journal of Applied Statistics 27 (2000) 5, pp. 651-670
A stepwise Bayesian estimator for the total number of distinct species in the region of investigation is constructed when sampling by elements is used to collect the sample of species. The species in the region are supposed to be divided into two groups: the first containing those species the...
Persistent link: https://www.econbiz.de/10005639859
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Search for suitable incomplete block designs for complete diallel cross systems
Divecha, Jyoti - In: Journal of Applied Statistics 27 (2000) 1, pp. 49-62
The suitability of incomplete block designs for each complete diallel cross system I, II, III and IV, under the general genetic model is examined, and a set of necessary conditions obtained. In this connection, modifications in available designs are suggested and illustrated. A table of suitable...
Persistent link: https://www.econbiz.de/10005141255
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