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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 2,311 - 2,320 of 2,474
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Using wavelets for data smoothing: A simulation study
Horgan, Graham - In: Journal of Applied Statistics 26 (1999) 8, pp. 923-932
Wavelet shrinkage has been proposed as a highly adaptable approach to signal smoothing, which can produce optimum results in some senses. This paper examines the performance of the method as a function of its parameters, by simulation for time series showing gradual, rapid and discontinuous...
Persistent link: https://www.econbiz.de/10005458235
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Procedure for the selection of CSP-M one level skip-lot sampling inspection plans that have a single-sampling plan with acceptance number zero as the reference plan
Vijayaraghavan, R. - In: Journal of Applied Statistics 26 (1999) 2, pp. 229-233
This paper presents a procedure for the selection of CSP-M one-level skip-lot sampling plans, designated as CSP-MSkSP, that have a single-sampling plan with acceptance number zero as the reference plan. The parameters of the plan are determined when two points on the operating characteristic...
Persistent link: https://www.econbiz.de/10005458248
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Exact confidence intervals generated by conditional parametric bootstrapping
Lillegard, Magnar; Engen, Steinar - In: Journal of Applied Statistics 26 (1999) 4, pp. 447-459
Conditional parametric bootstrapping is defined as the samples obtained by performing the simulations in such a way that the estimator is kept constant and equal to the estimate obtained from the data. Order statistics of the bootstrap replicates of the parameter chosen in each simulation...
Persistent link: https://www.econbiz.de/10005458257
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Robustness of partial least-squares method for estimating latent variable quality structures
Cassel, Claes; Hackl, Peter; Westlund, Anders - In: Journal of Applied Statistics 26 (1999) 4, pp. 435-446
Latent variable structural models and the partial least-squares (PLS) estimation procedure have found increased interest since being used in the context of customer satisfaction measurement. The well-known property that the estimates of the inner structure model are inconsistent implies biased...
Persistent link: https://www.econbiz.de/10005458262
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Preliminary estimators for robust non-linear regression estimation
Midi, Habshah - In: Journal of Applied Statistics 26 (1999) 5, pp. 591-600
In this paper, the robustness of weighted non-linear least-squares estimation based on some preliminary estimators is examined. The preliminary estimators are the Lnorm estimates proposed by Schlossmacher, by El-Attar et al., by Koenker and Park, and by Lawrence and Arthur. A numerical example...
Persistent link: https://www.econbiz.de/10005458274
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Directional statistics and shape analysis
Mardia, K. V. - In: Journal of Applied Statistics 26 (1999) 8, pp. 949-957
This paper highlights distributional connections between directional statistics and shape analysis. In particular, we provide a test of uniformity for highly dispersed shapes, using the standard techniques of directional statistics. We exploit the isometric transformation from triangular shapes...
Persistent link: https://www.econbiz.de/10005458286
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Remarks on the 'Bayesian' method of moments
Geisser, Seymour - In: Journal of Applied Statistics 26 (1999) 1, pp. 97-101
Zellner has proposed a novel methodology for estimating structural parameters and predicting future observables based on two moments of a subjective distribution and the application of the maximum entropy principle-all in the absence of an explicit statistical model or likelihood function for...
Persistent link: https://www.econbiz.de/10005458293
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Decision rules for small vaccine experiments with binary outcomes based on conditional and expected power and size of the Fisherexact test
Duchateau, L.; Berkvens, D. L.; Rowlands, G. J. - In: Journal of Applied Statistics 26 (1999) 6, pp. 689-699
Vaccine experiments with a binary outcome typically use a small number of animals for financial and ethical reasons. The choice of a design, characterized by the total number of animals and the allocation of animals to treated and control groups, needs to be based on an assessment of change in...
Persistent link: https://www.econbiz.de/10005458301
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Regression modelling of interval-censored failure time data using the Weibull distribution
Scallan, A. J. - In: Journal of Applied Statistics 26 (1999) 5, pp. 613-618
A method is described for fitting the Weibull distribution to failure-time data which may be left, right or interval censored. The method generalizes the auxiliary Poisson approach and, as such, means that it can be easily programmed in statistical packages with macro programming capabilities....
Persistent link: https://www.econbiz.de/10005458311
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Markov Poisson regression models for discrete time series. Part 2: Applications
Wang, Peiming; Puterman, Martin - In: Journal of Applied Statistics 26 (1999) 7, pp. 871-882
This paper applies the Markov Poisson regression methodology of Wang and Puterman to the analysis of seizure frequencies in an epilepsy clinical trial and counts of poliomyelitis cases. The analysis of the poliomyelitis data is compared with that of Zeger.
Persistent link: https://www.econbiz.de/10005458364
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