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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 801 - 810 of 2,474
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Improving TAIEX forecasting using fuzzy time series with Box--Cox power transformation
Lee, M. H.; Sadaei, H. J.; Suhartono - In: Journal of Applied Statistics 40 (2013) 11, pp. 2407-2422
Box--Cox together with our newly proposed transformation were implemented in three different real world empirical problems to alleviate noisy and the volatility effect of them. Consequently, a new domain was constructed. Subsequently, universe of discourse for transformed data was established...
Persistent link: https://www.econbiz.de/10010710975
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A new variable selection method for uniform designs
Androulakis, E.; Koukouvinos, C. - In: Journal of Applied Statistics 40 (2013) 12, pp. 2564-2578
As an important class of space-filling designs, uniform designs (UDs) choose a set of points over a certain domain such that these points are uniformly scattered, under a specific discrepancy measure. They have been applied successfully in many industrial and scientific experiments since they...
Persistent link: https://www.econbiz.de/10010710976
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Forecasting the industrial production using alternative factor models and business survey data
Costantini, Mauro - In: Journal of Applied Statistics 40 (2013) 10, pp. 2275-2289
This paper compares the forecasting performance of three alternative factor models based on business survey data for the industrial production in Italy. The first model uses static principal component analysis, while the other two apply dynamic principal component analysis in frequency domain...
Persistent link: https://www.econbiz.de/10010710977
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Confidence intervals for proportions and related measures of effect size
Espejo, Mariano Ruiz - In: Journal of Applied Statistics 40 (2013) 12, pp. 2778-2778
Persistent link: https://www.econbiz.de/10010710978
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Posterior likelihood ratios for evaluation of forensic trace evidence given a two-level model on the data
Alberink, Ivo; Bolck, Annabel; Menges, Sonja - In: Journal of Applied Statistics 40 (2013) 12, pp. 2579-2600
In forensic science, in order to determine whether sets of traces are from the same source or not, it is widely advocated to evaluate evidential value of similarity of the traces by likelihood ratios (LRs). If traces are expressed by measurements following a two-level model with random effects...
Persistent link: https://www.econbiz.de/10010710979
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Maximum-likelihood estimation for sample surveys
Keeble, Claire - In: Journal of Applied Statistics 40 (2013) 12, pp. 2777-2777
Persistent link: https://www.econbiz.de/10010710980
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Predicting probabilities for the 2010 FIFA World Cup games using a Poisson-Gamma model
Bastos, Leonardo Soares; Rosa, Joel Mauricio Correa da - In: Journal of Applied Statistics 40 (2013) 7, pp. 1533-1544
In this paper, we provide probabilistic predictions for soccer games of the 2010 FIFA World Cup modelling the number of goals scored in a game by each team. We use a Poisson distribution for the number of goals for each team in a game, where the scoring rate is considered unknown. We use a Gamma...
Persistent link: https://www.econbiz.de/10010710981
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A subset selection procedure for multinomial distributions
Bakir, Saad T. - In: Journal of Applied Statistics 40 (2013) 7, pp. 1608-1618
A subset selection procedure is developed for selecting a subset containing the multinomial population that has the highest value of a certain linear combination of the multinomial cell probabilities; such population is called the 'best' The multivariate normal large sample approximation to the...
Persistent link: https://www.econbiz.de/10010710982
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Variable selection for partially varying coefficient single-index model
Feng, Sanying; Xue, Liugen - In: Journal of Applied Statistics 40 (2013) 12, pp. 2637-2652
In this paper, we consider the problem of variable selection for partially varying coefficient single-index model, and present a regularized variable selection procedure by combining basis function approximations with smoothly clipped absolute deviation penalty. The proposed procedure...
Persistent link: https://www.econbiz.de/10010710983
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A Bayesian approach for analysing longitudinal nominal outcomes using random coefficients transitional generalized logit model: an application to the labour force survey data
Ghahroodi, Z. Rezaei; Ganjali, M. - In: Journal of Applied Statistics 40 (2013) 7, pp. 1425-1445
A random-effects transition model is proposed to model the economic activity status of household members. This model is introduced to take into account two kinds of correlations; one due to the longitudinal nature of the study, which will be considered using a transition parameter, and the other...
Persistent link: https://www.econbiz.de/10010710984
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