EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: isPartOf:"Journal of Applied Statistics"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Undetermined 2,046 Free 428
Type of publication
All
Article 2,474
Type of publication (narrower categories)
All
Article 214 Article in journal 214 Aufsatz in Zeitschrift 214
Language
All
Undetermined 2,046 English 428
Author
All
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
more ... less ...
Institution
All
Central Bank of Nigeria / International Investment Statistics Office 1
Published in...
All
Journal of Applied Statistics 2,046 CBN Journal of Applied Statistics 214 CBN journal of applied statistics 214
Source
All
RePEc 2,046 ECONIS (ZBW) 214 EconStor 214
Showing 671 - 680 of 2,474
Cover Image
Dynamic functional data analysis with non-parametric state space models
Laurini, Márcio Poletti - In: Journal of Applied Statistics 41 (2014) 1, pp. 142-163
In this article, we introduce a new method for modelling curves with dynamic structures, using a non-parametric approach formulated as a state space model. The non-parametric approach is based on the use of penalised splines, represented as a dynamic mixed model. This formulation can capture the...
Persistent link: https://www.econbiz.de/10010741027
Saved in:
Cover Image
A non-homogeneous hidden Markov model for predicting the distribution of sea surface elevation
Hokimoto, Tsukasa; Shimizu, Kunio - In: Journal of Applied Statistics 41 (2014) 2, pp. 294-319
The prediction problem of sea state based on the field measurements of wave and meteorological factors is a topic of interest from the standpoints of navigation safety and fisheries. Various statistical methods have been considered for the prediction of the distribution of sea surface elevation....
Persistent link: https://www.econbiz.de/10010741028
Saved in:
Cover Image
A Bayesian cluster analysis of election results
Puig, Xavier; Ginebra, Josep - In: Journal of Applied Statistics 41 (2014) 1, pp. 73-94
A Bayesian cluster analysis for the results of an election based on multinomial mixture models is proposed. The number of clusters is chosen based on the careful comparison of the results with predictive simulations from the models, and by checking whether models capture most of the spatial...
Persistent link: https://www.econbiz.de/10010741029
Saved in:
Cover Image
Robust and scale-free effect sizes for non-Normal two-sample comparisons, with applications in e-commerce
Wooff, David A.; Jamalzadeh, Amin - In: Journal of Applied Statistics 40 (2013) 11, pp. 2495-2515
The <italic>effect size</italic> (ES) has been mainly introduced and investigated for changes in location under an assumption of Normality for the underlying population. However, there are many circumstances where populations are non-Normal, or depend on scale and shape and not just a location parameter. Our...
Persistent link: https://www.econbiz.de/10010975990
Saved in:
Cover Image
The economic design of multivariate binomial EWMA VSSI control charts
Niaki, Seyed Taghi Akhavan; Jahani, Paravaneh - In: Journal of Applied Statistics 40 (2013) 6, pp. 1301-1318
Since multi-attribute control charts have received little attention compared with multivariate variable control charts, this research is concerned with developing a new methodology to employ the multivariate exponentially weighted moving average (MEWMA) charts for <italic>m</italic>-attribute binomial processes;...
Persistent link: https://www.econbiz.de/10010975994
Saved in:
Cover Image
Variable dimension via stochastic volatility model using FX rates
Surapaitoolkorn, Wantanee - In: Journal of Applied Statistics 40 (2013) 10, pp. 2110-2128
In this paper, changepoint analysis is applied to stochastic volatility (SV) models which aim to understand the locations and movements of high frequency FX financial time series. Bayesian inference using the Markov Chain Monte Carlo method is performed using a process called <italic>variable dimension</italic>...
Persistent link: https://www.econbiz.de/10010975997
Saved in:
Cover Image
A new discrete distribution: properties and applications in medical care
Déniz, Emilio Gómez - In: Journal of Applied Statistics 40 (2013) 12, pp. 2760-2770
This paper proposes a simple and flexible count data regression model which is able to incorporate overdispersion (the variance is greater than the mean) and which can be considered a competitor to the Poisson model. As is well known, this classical model imposes the restriction that the...
Persistent link: https://www.econbiz.de/10010976004
Saved in:
Cover Image
Empirical null distribution-based modeling of multi-class differential gene expression detection
Cao, Xiting; Wu, Baolin; Hertz, Marshall I. - In: Journal of Applied Statistics 40 (2013) 2, pp. 347-357
In this paper, we study the multi-class differential gene expression detection for microarray data. We propose a likelihood-based approach to estimating an empirical null distribution to incorporate gene interactions and provide a more accurate false-positive control than the commonly used...
Persistent link: https://www.econbiz.de/10010976008
Saved in:
Cover Image
A cointegration analysis of crime, economic activity, and police performance in São Paulo city
Santos, Marcelo Justus dos; Kassouf, Ana Lúcia - In: Journal of Applied Statistics 40 (2013) 10, pp. 2087-2109
The main objective of this paper is to investigate possible causes for the significant reduction observed in crime rates in São Paulo city. By applying a cointegration analysis, we observed long-run relationships between crime, economic activity, and police performance. The results indicate...
Persistent link: https://www.econbiz.de/10010976011
Saved in:
Cover Image
Integer-valued autoregressive models for counts showing underdispersion
Weiß, Christian H. - In: Journal of Applied Statistics 40 (2013) 9, pp. 1931-1948
The Poisson distribution is a simple and popular model for count-data random variables, but it suffers from the equidispersion requirement, which is often not met in practice. While models for overdispersed counts have been discussed intensively in the literature, the opposite phenomenon,...
Persistent link: https://www.econbiz.de/10010976014
Saved in:
  • First
  • Prev
  • 63
  • 64
  • 65
  • 66
  • 67
  • 68
  • 69
  • 70
  • 71
  • 72
  • 73
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...