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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 521 - 530 of 2,474
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Variable selection in the high-dimensional continuous generalized linear model with current status data
Tian, Guo-Liang; Wang, Mingqiu; Song, Lixin - In: Journal of Applied Statistics 41 (2014) 3, pp. 467-483
In survival studies, current status data are frequently encountered when some individuals in a study are not successively observed. This paper considers the problem of simultaneous variable selection and parameter estimation in the high-dimensional continuous generalized linear model with...
Persistent link: https://www.econbiz.de/10010975996
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Minimum cost linear trend-free 12-run fractional factorial designs
Hilow, Hisham - In: Journal of Applied Statistics 41 (2014) 4, pp. 802-816
Time trend resistant fractional factorial experiments have often been based on regular fractionated designs where several algorithms exist for sequencing their runs in minimum number of factor-level changes (i.e. minimum cost) such that main effects and/or two-factor interactions are orthogonal...
Persistent link: https://www.econbiz.de/10010976001
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Multivariate extreme value analysis and its relevance in a metallographical application
Schmiedt, A.B.; Dickert, H.H.; Bleck, W.; Kamps, U. - In: Journal of Applied Statistics 41 (2014) 3, pp. 582-595
Motivated from extreme value (EV) analysis for large non-metallic inclusions in engineering steels and a real data set, the benefit of choosing a multivariate EV approach is discussed. An extensive simulation study shows that the common univariate setup may lead to a high proportion of...
Persistent link: https://www.econbiz.de/10010976002
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Analysis of survival data by a Weibull-generalized Poisson distribution
Gupta, Ramesh C.; Huang, Jie - In: Journal of Applied Statistics 41 (2014) 7, pp. 1548-1564
In life-testing and survival analysis, sometimes the components are arranged in series or parallel system and the number of components is initially unknown. Thus, the number of components, say <italic>Z</italic>, is considered as random with an appropriate probability mass function. In this paper, we model the...
Persistent link: https://www.econbiz.de/10010976005
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Sampling schemes for price index construction: a performance comparison across the classification of individual consumption by purpose food groups
Heravi, Saeed; Morgan, Peter - In: Journal of Applied Statistics 41 (2014) 7, pp. 1453-1470
Five sampling schemes (SS) for price index construction - one cut-off sampling technique and four probability-proportional-to-size (<italic>pps</italic>) methods - are evaluated by comparing their performance on a homescan market research data set across 21 months for each of the 13 classification of individual...
Persistent link: https://www.econbiz.de/10010976016
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A statistical testing framework for evaluating the quality of measurement processes
Nyssen, Edgard; Jacquet, Wolfgang - In: Journal of Applied Statistics 41 (2014) 3, pp. 652-659
In this paper we address the evaluation of measurement process quality. We mainly focus on the evaluation procedure, as far as it is based on the numerical outcomes for the measurement of a single physical quantity. We challenge the approach where the 'exact' value of the observed quantity is...
Persistent link: https://www.econbiz.de/10010976021
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Improved <italic>R</italic> and <italic>s</italic> control charts for monitoring the process variance
Zhang, Guoyi - In: Journal of Applied Statistics 41 (2014) 6, pp. 1260-1273
The Shewhart <italic>R</italic> control chart and <italic>s</italic> control chart are widely used to monitor shifts in the process spread. One fact is that the distributions of the range and sample standard deviation are highly skewed. Therefore, the <italic>R</italic> chart and <italic>s</italic> chart neither provide an in-control average run length (ARL) of...
Persistent link: https://www.econbiz.de/10010976023
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A proposal for plotting positions in probability plots
Lozano-Aguilera, E.D.; Estudillo-Martínez, María Dolores - In: Journal of Applied Statistics 41 (2014) 1, pp. 118-126
Probability plots allow us to determine whether a set of sample observations is distributed according to a theoretical distribution. Plotting positions are fundamental elements in statistics and, in particular, for the construction of probability plots. In this paper, a new plotting position to...
Persistent link: https://www.econbiz.de/10010976028
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Statistical analysis of rank data from a visual matching of colored textures
Sawadogo, Amadou; Lafon, Dominique; Gbété, Simplice Dossou - In: Journal of Applied Statistics 41 (2014) 11, pp. 2462-2482
Nowadays, sensory properties of materials are subject to growing attention both in an hedonic point of view and in an utilitarian one. Hence, the formulation of the foundations of an instrumental metrological approach that will allow for the characterization of visual similarities between...
Persistent link: https://www.econbiz.de/10010976029
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Standard statistical tools for the breed allocation problem
Martínez-Camblor, Pablo; Carleos, Carlos; Baro, Jesus Á; … - In: Journal of Applied Statistics 41 (2014) 8, pp. 1848-1856
Modern technologies are frequently used in order to deal with new genomic problems. For instance, the <monospace>STRUCTURE</monospace> software is usually employed for breed assignment based on genetic information. However, standard statistical techniques offer a number of valuable tools which can be successfully used...
Persistent link: https://www.econbiz.de/10010976033
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