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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 461 - 470 of 2,474
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Biomarker classification derived from finite growth mixture modeling with a time-varying covariate: an example with phosphorus and glomerular filtration rate
McPherson, Sterling; Barbosa-Leiker, Celestina - In: Journal of Applied Statistics 42 (2015) 2, pp. 409-427
Finite growth mixture modeling may prove extremely useful for identifying initial pharmacotherapeutic targets for clinical intervention purposes in chronic kidney disease. The primary goal of this research is to demonstrate and describe the process of identifying a longitudinal classification...
Persistent link: https://www.econbiz.de/10011104791
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Inferences on correlation coefficients of bivariate log-normal distributions
Zhang, Guoyi; Chen, Zhongxue - In: Journal of Applied Statistics 42 (2015) 3, pp. 603-613
This article considers inference on correlation coefficients of bivariate log-normal distributions. We developed generalized confidence intervals and hypothesis tests for the correlation coefficients, and extended the results to compare two independent correlations. Simulation studies show that...
Persistent link: https://www.econbiz.de/10011104792
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Stepwise local influence in generalized autoregressive conditional heteroskedasticity models
Shi, Lei; Rahman, Md. Mostafizur; Gan, Wen; Zhao, Jianhua - In: Journal of Applied Statistics 42 (2015) 2, pp. 428-444
Detection of outliers or influential observations is an important work in statistical modeling, especially for the correlated time series data. In this paper we propose a new procedure to detect patch of influential observations in the generalized autoregressive conditional heteroskedasticity...
Persistent link: https://www.econbiz.de/10011104793
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Analytical closed-form solution for binary logit regression by categorical predictors
Lipovetsky, Stan - In: Journal of Applied Statistics 42 (2015) 1, pp. 37-49
In contrast to the common belief that the logit model has no analytical presentation, it is possible to find such a solution in the case of categorical predictors. This paper shows that a binary logistic regression by categorical explanatory variables can be constructed in a closed-form...
Persistent link: https://www.econbiz.de/10010976000
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A queueing model to study the occurrence and duration of ozone exceedances in Mexico City
Barrios, Juan Martin; Rodrigues, Eliane R. - In: Journal of Applied Statistics 42 (2015) 1, pp. 214-230
It is well known that long-term exposure to high levels of pollution is hazardous to human health. Therefore, it is important to study and understand the behavior of pollutants in general. In this work, we study the occurrence of a pollutant concentration's surpassing a given threshold (an...
Persistent link: https://www.econbiz.de/10010976027
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Sparse alternatives to ridge regression: a random effects approach
Gusnanto, Arief; Pawitan, Yudi - In: Journal of Applied Statistics 42 (2015) 1, pp. 12-26
In a calibration of near-infrared (NIR) instrument, we regress some chemical compositions of interest as a function of their NIR spectra. In this process, we have two immediate challenges: first, the number of variables exceeds the number of observations and, second, the multicollinearity...
Persistent link: https://www.econbiz.de/10010976063
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Jackknife empirical likelihood method for testing the equality of two variances
Chen, Ying-Ju; Ning, Wei; Gupta, Arjun K. - In: Journal of Applied Statistics 42 (2015) 1, pp. 144-160
In this paper, we propose a nonparametric method based on jackknife empirical likelihood ratio to test the equality of two variances. The asymptotic distribution of the test statistic has been shown to follow χ-super-2 distribution with the degree of freedom 1. Simulations have been conducted...
Persistent link: https://www.econbiz.de/10010976121
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Bayesian analysis of a one-compartment kinetic model used in medical imaging
Malave, Peter; Sitek, Arkadiusz - In: Journal of Applied Statistics 42 (2015) 1, pp. 98-113
Kinetic models are used extensively in science, engineering, and medicine. Mathematically, they are a set of coupled differential equations including a source function, otherwise known as an input function. We investigate whether parametric modeling of a noisy input function offers any benefit...
Persistent link: https://www.econbiz.de/10010976132
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Segmentation of circular data
Hawkins, Douglas M.; Lombard, F. - In: Journal of Applied Statistics 42 (2015) 1, pp. 88-97
Circular data - data whose values lie in the interval [0,2π) - are important in a number of application areas. In some, there is a suspicion that a sequence of circular readings may contain two or more segments following different models. An analysis may then seek to decide whether there are...
Persistent link: https://www.econbiz.de/10010976142
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Modelling the quality of work in the Italian social co-operatives combining NPCA-RSM and SEM-GME approaches
Ciavolino, Enrico; Carpita, Maurizio; Al-Nasser, Amjad - In: Journal of Applied Statistics 42 (2015) 1, pp. 161-179
The objective of this paper is to describe and analyse with appropriate statistical models the links between work quality latent factors. Due to the complexity of the task, the analysis is carried out through a two-step approach: <list list-type="bullet"><list-item>In the first step, we construct some multidimensional measures of...</list-item></list>
Persistent link: https://www.econbiz.de/10010976147
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