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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 771 - 780 of 2,474
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Additive hazards model with truncated and doubly censored data
Shen, Pao-Sheng - In: Journal of Applied Statistics 40 (2013) 7, pp. 1520-1532
In longitudinal studies, the additive hazard model is often used to analyze covariate effects on the duration time, defined as the elapsed time between the first and the second event. In this article, we consider the situation when the first event suffers partly interval censoring and the second...
Persistent link: https://www.econbiz.de/10010710945
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A longitudinal analysis of infant and senescent mortality using mixture models
Green, R. M.; Bebbington, M. S. - In: Journal of Applied Statistics 40 (2013) 9, pp. 1907-1920
We construct a mixture distribution including infant, exogenous and Gompertzian/non-Gompertzian senescent mortality. Using mortality data from Swedish females 1751--, we show that this outperforms models without these features, and compare its trends in cohort and period mortality over time. We...
Persistent link: https://www.econbiz.de/10010710946
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Detecting influential observations in Liu and modified Liu estimators
Ertas, Hasan; Erisoglu, Murat; Kaciranlar, Selahattin - In: Journal of Applied Statistics 40 (2013) 8, pp. 1735-1745
In regression, detecting anomalous observations is a significant step for model-building process. Various influence measures based on different motivational arguments are designed to measure the influence of observations through different aspects of various regression models. The presence of...
Persistent link: https://www.econbiz.de/10010710947
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Frailty modeling for clustered survival data: an application to birth interval in Bangladesh
Mahmood, Sharif; Zainab, Begum; Latif, A.H.M. Mahbub - In: Journal of Applied Statistics 40 (2013) 12, pp. 2670-2680
The present work demonstrates an application of random effects model for analyzing birth intervals that are clustered into geographical regions. Observations from the same cluster are assumed to be correlated because usually they share certain unobserved characteristics between them. Ignoring...
Persistent link: https://www.econbiz.de/10010710948
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Score test for testing zero-inflated Poisson regression against zero-inflated generalized Poisson alternatives
Zamani, Hossein; Ismail, Noriszura - In: Journal of Applied Statistics 40 (2013) 9, pp. 2056-2068
In several cases, count data often have excessive number of zero outcomes. This zero-inflated phenomenon is a specific cause of overdispersion, and zero-inflated Poisson regression model (ZIP) has been proposed for accommodating zero-inflated data. However, if the data continue to suggest...
Persistent link: https://www.econbiz.de/10010710949
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Things that make us different: analysis of deviance with time-use data
Chapela, Jorge González - In: Journal of Applied Statistics 40 (2013) 7, pp. 1572-1585
The constrained, non-normal nature of time-use data poses a challenge to ordinary analysis of variance. This paper investigates a computationally simple variance decomposition technique suitable for those data. As a by-product of the analysis, a measure of fit for systems of time-demand...
Persistent link: https://www.econbiz.de/10010710950
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Exact inferences of the two-parameter exponential distribution and Pareto distribution with censored data
Cheng, Conghua; Chen, Jinyuan; Bai, Jianming - In: Journal of Applied Statistics 40 (2013) 7, pp. 1464-1479
We develop an exact inference for the location and the scale parameters of the two-exponential distribution and the Pareto distribution based on their maximum-likelihood estimators from the doubly Type-II and the progressive Type-II censored sample. Based on some pivotal quantities, exact...
Persistent link: https://www.econbiz.de/10010710951
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Regression analysis by example
Porzio, Giovanni C. - In: Journal of Applied Statistics 40 (2013) 12, pp. 2776-2777
Persistent link: https://www.econbiz.de/10010710952
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Methodology in robust and nonparametric statistics
Stoimenova, Eugenia - In: Journal of Applied Statistics 40 (2013) 12, pp. 2773-2773
Persistent link: https://www.econbiz.de/10010710953
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Mobile safety cameras: estimating casualty reductions and the demand for secondary healthcare
Fawcett, Lee; Thorpe, Neil - In: Journal of Applied Statistics 40 (2013) 11, pp. 2385-2406
We consider a fully Bayesian analysis of road casualty data at 56 designated mobile safety camera sites in the Northumbria Police Force area in the UK. It is well documented that regression to the mean (RTM) can exaggerate the effectiveness of road safety measures and, since the 1980s, an...
Persistent link: https://www.econbiz.de/10010710954
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