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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 641 - 650 of 2,474
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Evaluation of incomplete multiple diagnostic tests, with an application in the colon cancer family registry study
Zhang, Yi; Chu, Haitao; Zeng, Donglin - In: Journal of Applied Statistics 41 (2014) 3, pp. 688-700
Accurate diagnosis of a molecularly defined subtype of cancer is often an important step toward its effective control and treatment. For the diagnosis of some subtypes of a cancer, a gold standard with perfect sensitivity and specificity may be unavailable. In those scenarios, tumor subtype...
Persistent link: https://www.econbiz.de/10010740997
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Variable selection for multivariate generalized linear models
Wang, Xiaoguang; Fan, Junhui - In: Journal of Applied Statistics 41 (2014) 2, pp. 393-406
Generalized linear models (GLMs) are widely studied to deal with complex response variables. For the analysis of categorical dependent variables with more than two response categories, multivariate GLMs are presented to build the relationship between this polytomous response and a set of...
Persistent link: https://www.econbiz.de/10010740998
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Reconstructing nonlinear structure in regression residuals
McCullough, Michael; Marsh, Thomas L; Mittelhammer, Ron C - In: Journal of Applied Statistics 41 (2014) 2, pp. 332-350
Phase space reconstruction is investigated as a diagnostic tool for uncovering structure of nonlinear processes in regression residuals. Results in the form of phase portraits (e.g. scatter plots of reconstructed dynamical systems) and descriptive statistics provide information that can identify...
Persistent link: https://www.econbiz.de/10010740999
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Parameter estimation and prediction of order statistics for the Burr Type XII distribution with Type II censoring
Panahi, Hanieh; Sayyareh, Abdolreza - In: Journal of Applied Statistics 41 (2014) 1, pp. 215-232
This article deals with the statistical inference and prediction on Burr Type XII parameters based on Type II censored sample. It is observed that the maximum likelihood estimators (MLEs) cannot be obtained in closed form. We use the expectation-maximization algorithm to compute the MLEs. We...
Persistent link: https://www.econbiz.de/10010741000
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Inference for mixed generalized exponential distribution under progressively type-II censored samples
Tian, Yuzhu; Zhu, Qianqian; Tian, Maozai - In: Journal of Applied Statistics 41 (2014) 3, pp. 660-676
In industrial life tests, reliability analysis and clinical trials, the type-II progressive censoring methodology, which allows for random removals of the remaining survival units at each failure time, has become quite popular for analyzing lifetime data. Parameter estimation under progressively...
Persistent link: https://www.econbiz.de/10010741001
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Notes on two sample tests for partially correlated (paired) data
Samawi, Hani M.; Vogel, Robert - In: Journal of Applied Statistics 41 (2014) 1, pp. 109-117
We provide several methods to compare two Gaussian distributed means in the two sample location problems under the assumption of partially dependent observations. Simulation studies indicate that our test procedure is frequently more powerful than other methods depending on the ratio of the...
Persistent link: https://www.econbiz.de/10010741002
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Hansen and Hurwitz estimator with scrambled response on the second call
Diana, Giancarlo; Riaz, Saba; Shabbir, Javid - In: Journal of Applied Statistics 41 (2014) 3, pp. 596-611
In this paper we propose a modified version of the estimator of Hansen and Hurwitz [12] in the case of quantitative sensitive variable and consider a randomization mechanism on the second call that provides privacy protection to the respondents to get truthful information. We use variance of the...
Persistent link: https://www.econbiz.de/10010741003
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The determinants of price in online auctions: more evidence from unbalanced panel data
Shiu, Ji-Liang; Sun, Chia-Hung D. - In: Journal of Applied Statistics 41 (2014) 2, pp. 382-392
This study provides an alternative approach that takes account of the unobserved effects of each seller under a sample selection framework while using online auction data. We use data collected from Yahoo! Kimo Auction (Taiwan) to demonstrate that earlier empirical results of online auction...
Persistent link: https://www.econbiz.de/10010741004
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Transcription factor-binding site identification and gene classification via fusion of the supervised-weighted discrete kernel clustering and support vector machine
Sohn, Insuk; Shim, Jooyong; Hwang, Changha; Kim, Sujong; … - In: Journal of Applied Statistics 41 (2014) 3, pp. 573-581
The genetic regulatory mechanism heavily influences a substantial portion of biological functions and processes needed to sustain life. For a comprehensive mechanistic understanding of biological processes, it is important to identify the common transcription factor (TF) binding sites (TFBSs)...
Persistent link: https://www.econbiz.de/10010741005
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Analyzing non-stationarity in cement stone pit by median polish interpolation: a case study
Tutmez, Bulent - In: Journal of Applied Statistics 41 (2014) 2, pp. 454-466
The raw materials utilized in the manufacture of cement comprise mainly of lime, silica, alumina and iron oxide. Spatial evaluation of these main chemical constituents of cement has crucial importance for providing effective production. Because these components are composed of some raw materials...
Persistent link: https://www.econbiz.de/10010741006
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