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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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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 2,401 - 2,410 of 2,474
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Improved penalized mean for estimating the mean concentration of contaminants
Chen, Ling - In: Journal of Applied Statistics 25 (1998) 6, pp. 739-750
Chen and Jernigan proposed a non-parametric, conservative method that involved using a penalized mean to estimate the average concentration of contaminants in soils. The method assumes a random sample obtained from a whole site involved in the US Superfund program. However, in some cases, about...
Persistent link: https://www.econbiz.de/10005639784
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Graphical approach to model adequacy based on exact and near replicates
Yahyah, M.; Baines, A.; Joanes, D. N. - In: Journal of Applied Statistics 25 (1998) 1, pp. 121-129
In this paper, we present an intuitive graphical approach to model validity, which, although to some extent subjective, can be extremely valuable for both presentation and interpretation purposes. In particular, the idea behind such a procedure arises naturally through the generation of a...
Persistent link: https://www.econbiz.de/10005639789
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Projected polynomial autoregression for prediction of stationary time series
Luna, Xavier De - In: Journal of Applied Statistics 25 (1998) 6, pp. 763-775
Polynomial autoregressions are usually considered to be unrealistic models for time series. However, this paper shows that they can successfully be used when the purpose of the time series study is to provide forecasts. A projection scheme inspired from projection pursuit regression and...
Persistent link: https://www.econbiz.de/10005639798
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Local influence on a test of linear hypothesis in multiple regression model
Kim, Myung Geun - In: Journal of Applied Statistics 25 (1998) 1, pp. 145-152
The local influence method is adapted to investigate the influence of observations on testing the linear hypothesis. The method provides information about individually or jointly influential observations in performing the test, which the usual diagnostic methods do not yield. An example is...
Persistent link: https://www.econbiz.de/10005639803
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Use of a mixture model for the analysis of contraceptive-use duration among long-term users
Wang, Duolao; Murphy, Mike - In: Journal of Applied Statistics 25 (1998) 3, pp. 319-332
This paper introduces a mixture model that combines proportional hazards regression with logistic regression for the analysis of survival data, and describes its parameter estimation via an expectation maximization algorithm. The mixture model is then applied to analyze the determinants of the...
Persistent link: https://www.econbiz.de/10005639809
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Unmasking test for multiple upper or lower outliers in normal samples
Zhang, Jin; Wang, Xueren - In: Journal of Applied Statistics 25 (1998) 2, pp. 257-261
The discordancy test for multiple outliers is complicated by problems of masking and swamping. The key to the settlement of the question lies in the determination of k , i.e. the number of 'contaminants' in a sample. Great efforts have been made to solve this problem in recent years, but no...
Persistent link: https://www.econbiz.de/10005639815
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Tests for multiple upper or lower outliers in an exponential sample
Zhang, Jin - In: Journal of Applied Statistics 25 (1998) 2, pp. 245-255
T = \[x + … + x ]/ Sigma x (T*= \[x + … + x ] Sigma x ) is the max k (n- k+ 1 ) (n) i k ( 1 ) (k) i imum likelihood ratio test statistic for k upper ( lower ) outliers in an exponential sample x , …, x . The null distributions of T for k= 1,2 were given by Fisher and by Kimber 1 n k and...
Persistent link: https://www.econbiz.de/10005639837
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Chain sampling plan for variables inspection
Govindaraju, K.; Balamurali, S. - In: Journal of Applied Statistics 25 (1998) 1, pp. 103-109
This paper extends the concept of chain sampling to variables inspection when the standard deviation of the normally distributed characteristic is known. A discussion of the shape of the known sigma single-sampling variables plan is given. The chain sampling plan for variables inspection will be...
Persistent link: https://www.econbiz.de/10005639848
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Zero acceptance number quick switching system for compliance sampling
Govindaraju, K.; Ganesalingam, S. - In: Journal of Applied Statistics 25 (1998) 3, pp. 399-407
The zero acceptance number plan is invariably used for compliance sampling and safety inspection of products. The disadvantage of such a plan is that its discriminating power between good and bad lots is poor. This paper presents a quick switching system that has zero acceptance numbers, with a...
Persistent link: https://www.econbiz.de/10005639854
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Tightened single-level continuous sampling plan
Govindaraju, K.; Balamurali, S. - In: Journal of Applied Statistics 25 (1998) 4, pp. 451-461
In this paper, a new tightening concept has been incorporated into the single-level continuous sampling plan CSP-1, such that quality degradation will warrant sampling inspection to cease beyond a certain number of sampled items, until new evidence of good quality is established. The expressions...
Persistent link: https://www.econbiz.de/10005639860
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