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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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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 2,461 - 2,470 of 2,474
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The relationship between Zipf's law and the distribution of first digits
Irmay, Shragga - In: Journal of Applied Statistics 24 (1997) 4, pp. 383-394
Zipf 's experimental law states that, for a given large piece of text, the product of the relative frequency of a word and its order in descending frequency order is a constant, shown to be equal to 1 divided by the natural logarithm of the number of different words. It is shown to be...
Persistent link: https://www.econbiz.de/10005639791
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Design and analysis of a fractional 413125 split-plot experiment
Schoen, Eric; Wolff, Kirsten - In: Journal of Applied Statistics 24 (1997) 4, pp. 409-420
This paper is a case study on two aspects of constructing mixed factorial experiments: (1) three equally sized fractions of a 2p+ 2 design are combined under a three level factor, yielding a 312p+ 2 experiment; (2) two carefully selected factors from a 2p+ 2 design are combined to obtain a 412p...
Persistent link: https://www.econbiz.de/10005639796
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Seasonal patterns of fertility measures: A Bayesian approach
Pettit, L. I.; Palmer, J. L. - In: Journal of Applied Statistics 24 (1997) 2, pp. 139-146
Becker (1981) presents some theory about related measures of fertility. He SUMMARY compares his theoretical predictions with observed relationships found in a set of data collected in Bangladesh. In general, he finds good agreement. In this paper, we reanalyse the data using Bayesian methods. In...
Persistent link: https://www.econbiz.de/10005141253
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Gender and performance of world-class athletes
Chatterjee, Sangit; Laudato, Matthew - In: Journal of Applied Statistics 24 (1997) 1, pp. 3-10
The athletic performances of men and women are compared based on worldrecord times for various distance events in swimming, running and skating. The ratio of the times of women to those of men against years is modelled through a modified exponential distribution. The rate of improvement is found...
Persistent link: https://www.econbiz.de/10005141269
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Review of the use of context in statistical image analysis
Dryden, I. L.; Mardia, K. V.; Walder, A. N. - In: Journal of Applied Statistics 24 (1997) 5, pp. 513-538
This paper is a review of the use of contextual information in statistical image analysis. After defining what we mean by 'context', we describe the Bayesian approach to high-level image analysis using deformable templates. We describe important aspects of work on character recognition and...
Persistent link: https://www.econbiz.de/10005141271
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Modelling with quantile distribution functions
Gilchrist, Warren - In: Journal of Applied Statistics 24 (1997) 1, pp. 113-122
The definition and construction of distributions are explored using parametric forms of the quantile distribution function. Short reviews are given of the identification and construction of such distribution functions, and of methods for estimation and testing.
Persistent link: https://www.econbiz.de/10005141293
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Critical values for unit root tests in seasonal time series
Franses, Philip Hans; Hobijn, Bart - In: Journal of Applied Statistics 24 (1997) 1, pp. 25-48
In this paper, we present tables with critical values for a variety of tests for seasonal and non-seasonal unit roots in seasonal time series. We consider (extensions of) the Hylleberg et al. and Osborn et al. test procedures. These extensions concern time series with increasing seasonal...
Persistent link: https://www.econbiz.de/10005278884
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Catalogue of group structures for two-level fractional factorial designs
Aggarwal, M. L.; Goel, A.; Chowdhury, S. R. - In: Journal of Applied Statistics 24 (1997) 4, pp. 437-452
Taguchi introduced the concept of split-unit design to sort factors into different groups with respect to difficulties involved in changing the levels of factors. Li et al. have developed all possible group structures for eight factors in an L16 orthogonal array for resolution IV with split-plot...
Persistent link: https://www.econbiz.de/10005278885
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A comparison of two large sample confidence intervals for a proportion: A Monte Carlo simulation
Hung, Ken - In: Journal of Applied Statistics 24 (1997) 1, pp. 77-84
Two pairs of confidence intervals for a proportion, similar to that of Larson, are compared. It can be shown through computer simulation experiments that, for certain values of p, the confidence interval obtained by the approximation is superior.
Persistent link: https://www.econbiz.de/10005278943
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Estimating time to detect time trends in continuous cropping
Singh, Murari; Jones, Michael - In: Journal of Applied Statistics 24 (1997) 6, pp. 659-670
In long-term field trials comparing different sequences of crops and husbandry practices, the identification and understanding of trends in productivity over time is an important issue of sustainable crop production. This paper presents a statistical technique for the estimation of time trends...
Persistent link: https://www.econbiz.de/10005278950
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