Content
2024, Volume 13, Issue 2
- 1-1 On the Topp-Leone Generalized Power Weibull Distribution: Properties, Applications and Regression
by Abukari Abdul-Lateef & Amadu Yakubu & Shei Baba Sayibu
2024, Volume 13, Issue 1
- 1-1 Regression Analysis: A Theoretical Approach
by Teshome Hailemeskel Abebe - 1-2 Cointegration Modeling for COVID-19 Infected Cases and Deaths in the US
by Rajarathinam Arunachalam - 1-3 Clustering of Countries Based on Fertilizer Consumption
by Rajarathinam Arunachalam
2023, Volume 12, Issue 4
- 1-1 Generalized Additive Modelling of Dependent Frequency and Severity Distributions for Aggregate Claims
by Tingting Chen & Anthony Francis Desmond & Peter Adamic - 1-2 Modeling and Forecasting Exchange Rate Volatility in West Africa using GARCH models
by Didier Dukundane - 1-3 Estimation of the scale parameter in truncated Rayleigh distribution
by Jiexiang Li
2023, Volume 12, Issue 3
2023, Volume 12, Issue 2
- 1-2 Statistical analysis and evaluation of Greek students’ background determinants on Science literacy
by Elias P. Kourkoutas & Stefanos G. Giakoumatos - 1-3 The Health Status of the Elderly Greeks and the Effect of the Economic Crisis
by Koutrafouri Kleanthi & Giakoumatos Stefanos
2023, Volume 12, Issue 1
- 1-1 Modeling COVID-19 Infected Cases and Deaths Based on Generalized Method of Moments
by Rajarathinam & A. & Anju & J.B - 1-2 Political Death Creep: Revisited Using Hausman-Taylor
by Mitch Kunce - 1-4 Fully Modified Least Squares Modeling Of Wheat Crop Production
by Rajarathinam & A. & Suba & S.S.
2022, Volume 11, Issue 4
- 1-1 A Goodness-of-Identifiability Criterion for Parametric Statistical Models
by David Pacini - 1-2 Panel Vector Auto-Regressive Model For COVID-19 Infected Cases and Deaths
by Rajarathinam & A. & Anju & J.B
2022, Volume 11, Issue 3
2022, Volume 11, Issue 2
2022, Volume 11, Issue 1
- 1-1 Determining the Number of Topics to Retain using Tools from Factor Analysis
by Holmes Finch - 1-2 An Analysis of the Effectiveness of Japanese Monetary Policy Through a Statistical Mathematical Approach: a Simultaneous Equations Model (SEM)
by Rosa Ferrentino & Luca Vota - 1-3 An Econometric Panel Data Model of the COVID-19 Pandemic
by Antoine Djogbenou & Christian Gouriéroux & Joann Jasiak & Paul Rilstone
2021, Volume 10, Issue 4
- 1-1 The Impact of Socioeconomic Factors on State Suicide Rates: Revisited
by Mitch Kunce - 1-2 Interpreting Stochastic Frontier Model as Random Coefficient Model and Vice Versa
by Spyros Missiakoulis
2021, Volume 10, Issue 3
- 1-1 The Importance of Agricultural Land Used in the Production of Agricultural Products in Greece
by Paschalidis Ch. D & Petropoulos D. P & Paschalidis D. Ch & Sotiropoulos S. S & Chamurliev G. O & Papakonstantinou L. D - 1-2 A Modeling Study on the Estimation of COVID-19 Daily and Weekly Cases and Reproduction Number Using the Adaptive Kalman Filter: The Example of Ziraat Bank, Turkey
by İlker Met & Levent Özbek & Himmet Aksoy & Ayfer Erkoç
2021, Volume 10, Issue 2
- 1-1 Evaluating the Approaches of Small Area Estimation Using Poverty Mapping Data
by Md. Mizanur Rahman & Deluar J. Moloy & Md. Sifat Ar Salan - 1-2 A Second Look at Subjective Wellbeing Using Differential Item Functioning
by Karen H. Larwin & Milton Harvey
2021, Volume 10, Issue 1
- 1-1 Costs of Biological and Cultural Resource Protection to the U.S. Natural Gas Industry
by Mitch Kunce - 1-2 Assessing Direct Marketing Effectiveness at a Retailer’s: a Mixed-Effects Model of Heterogeneous Responsiveness to Personalized Promotions
by Roko Pedisic - 1-3 Empirical Analyses of Income: Finland (2009) and Australia (1967-1968)
by Johan Fellman - 1-4 Aspects of Pareto distributions
by Johan Fellman
2020, Volume 9, Issue 4
- 1-1 Hidden Power of Communication: Understanding Organizational Structure in Bank Branches: Ziraat Bank Example
by Dr. İlker MET & Ayfer ERKOÇ & Himmet AKSOY & Hacer Özge ÖZER - 1-2 The Weibull Length Biased Exponential Distribution: Statistical Properties and Applications
by Nosa Ekhosuehi & Guobadia Emwinloghosa Kenneth & Uadiale Kenneth Kevin - 1-3 Predicting House Prices in Turkey by Using Machine Learning Algorithms
by MEHMET Erkek & KAMİL Çayırlı & ALİ Hepşen - 1-4 Gold Prices Volatility among Major Events and During the Current COVID-19 Outbreak
by Rim Ammar Lamouchi & Roaa Osama Badkook - 1-5 Robust Estimation of the Memory Parameter
by Erhard Reschenhofer & Thomas Stark & Manveer K. Mangat - 1-6 Two and Three Stage Least Squares as Aitken estimators
by Spyros Missiakoulis - 1-7 Energy and non–energy Commodities: Spillover Effects on African Stock Markets
by Alessandra Amendola & Marinella Boccia & Vincenzo Candila & Giampiero M. Gallo - 1-8 Modeling of Monthly Meteorological Time Series
by Azumah Karim & Ananda Omotukoh Kube & Bashiru Imoro Ibn Saeed - 1-9 Are the Italian government's quarantine measures about the Covid-19 lethality effective? A mathematical statistical analysis
by Rosa Ferrentino & Luca Vota - 1-10 The Effect of over-taxation and Corruption at Commercial Enterprises in Greece: Evidence from a Survey Experiment
by Dimitrios Komninos & Zacharias Dermatis & Athanasios Anastasiou & Panagiotis Liargovas - 1-11 An Event Based Study on the Name Change Effect on A-Share Quoted Firm Values
by Dejun Xie & Ziyue Yan & Yiyao Xu & Siyang Weng & Chirui Zhang
2020, Volume 9, Issue 3
- 1-1 Size-Dependent Probability Bounds for t-Tests
by Alessandro Palandri - 1-2 Forecasting Monthly Prices of Gold Using Artificial Neural Network
by Nwokike Chukwudike C. & Ugoala & Chukwuma B. & Obubu Maxwell & Uche-Ikonne Okezie O. & Offorha Bright C. & Ukomah Henry I.
2020, Volume 9, Issue 2
- 1-1 Revisiting the Kurtosis of Stationary Processes with Applications to Volatility Models
by Shelton Peiris & Tim Swartz - 1-2 Rwanda Currency Market Risk Analysis: Evidence From Asymmetry Effects
by Charline Uwilingiyimana & Abdou Kâ Diongue - 1-3 AMOS Based Analysis of User Satisfaction of Bike Sharing Services
by Si Shen & Dejun Xie & Rongjia Wang & Gang Liu & Conghua Wen & Fei Ma
2020, Volume 9, Issue 1
- 1-1 News Classification using Support Vector Machine to Model and Forecast Volatility
by Alpha Basweti Kenyatta & Antony Ngunyi & Anthony Gichuhi Waititu - 1-2 Forecasting Electricity Prices Using Ensemble Kalman Filter
by Emmanuel Kipchumba Korir & Jane Aduda & Thomas Mageto - 1-3 An L1 smoother for outlier cleaning of time series
by Ilaria Lucrezia Amerise & Agostino Tarsitano - 1-4 A Monte Carlo Analysis of Robustness of the Synthetic Control Method and Dynamic Panel Estimation: A Comparative Case Study of a Policy Intervention
by Orkideh Gharehgozli - 1-5 Compositional Data Analysis – Coherent Forecasting Mortality Model with Cohort Effect
by Amos BATIONO & Leo ODONGO & Karim DERRA
2019, Volume 8, Issue 4
- 1-1 A Three-Step Nonparametric Estimation of Conditional Value-At-Risk Admitting a Location-Scale Model
by Emmanuel Torsen & Peter N. Mwita & Joseph K. Mung’atu - 1-2 Time-varying volatility spillovers among bitcoin and commodity currencies
by Feriel Gharbi - 1-3 Discovering the factors for the impoverishment of the middle class in Greece
by Stefanos G. Giakoumatos & Stavros Loukas - 1-4 Governance and Competitiveness: An Econometric Analysis of the Banking Sector of Bangladesh
by Fahmida Khatun & Syed Yusuf Saadat - 1-5 On the predictive ability of GARCH and SV models of volatility: An empirical test on the SENSEX index
by Neha Saini & Anil Kumar Mittal - 1-6 Evaluating Forecast Performance of SETAR Model using Gross Domestic Product of Nigeria
by Akintunde & M.O & Kgosi & P.M. & Agunloye & O.K. & Olalude G. A.
2019, Volume 8, Issue 3
- 1-1 An empirical analysis of simulated model of economic growth for United Kingdom
by Adamopoulos Antonios - 1-3 Nested Error Non-parametric Unit Level Model performance in the context of empirical Bayes (EB) approach
by Patrick Munyangabo & Anthony Waititu & Anthony Kibira Wanjoya - 1-5 Assessment on some estimators of a system of simultaneous equation model on the influence of measurement errors in variables of the model
by Umeh Edith U. & Ogu Ezenwa H.
2019, Volume 8, Issue 2
- 1-1 Misspecification of frailty random effects in a clustered survival data
by Kiche J. & Oscar Ngesa & George Orwa - 1-2 A statistical survey on awareness and knowledge of sexually transmitted infections [stis] in north-eastern Nigeria
by Chiwa & Musa Dalah & V. V. Singh & M. I. Abubakar & Abdalla Eltom Abdalla Mohammad
2019, Volume 8, Issue 1
- 1-1 Panel Bayesian VAR Modeling for Policy and Forecasting when dealing with confounding and latent effects
by Antonio Pacifico - 1-2 T-statistic for Autoregressive process
by Eric Benhamou - 1-3 Estimation of Nested Error Non-parametric Unit Level Model
by Patrick Munyangabo & Anthony Waititu & Anthony Kibira Wanjoya - 1-4 Inference on poverty indicators for Ghana
by Dioggban Jakperik & Romanus Otieno Odhiambo & George Otieno Orwa - 1-5 Conditional Dependence Modelling with Regular Vine Copulas
by Cyprian Omari & Peter Mwita & Anthony Waititu
2018, Volume 7, Issue 4
- 1-1 Nonparametric Estimation of the Error Functional of a Location-Scale Model
by Emmanuel Torsen & Peter N. Mwita & Joseph K. Mungatu - 1-2 Incremental Sharpe and other performance ratios
by Eric Benhamou & Beatrice Guez - 1-3 Measurement of the monetary poverty in Cameroon using fuzzy measure theory
by Chantal Mveh-Abia & Yves Emvudu & Eric Kokomo - 1-4 On the Co-movements between Exchange Rate and Stock Price from Japan: A Multivariate FIGARCH-DCC Approach
by Moussa Wajdi & Mgadmi Nidhal & Regaïeg Rym
2018, Volume 7, Issue 3
- 1-2 Statistical survey on awareness of Hiv/Aids and its impact on economic development in northern Nigeria during the period 2010 - 2015
by Chiwa & Musa Dalah & V. V. Singh & Abdalla Eltom Abdalla Mohamad - 1-3 A method for clustering panel data based on parameter homogeneity
by Juan Romero-Padilla
2018, Volume 7, Issue 2
- 1-1 Modelling of Nigeria gross domestic product using seasonal and bilinear autoregressive integrated moving average models
by Anthony E. Usoro - 1-2 Assessment of fiscal space in Morocco: An empirical analysis through the tax effort approach
by Abderrahim AMEDJAR & Zakaria CHAKHAT & Bilal EL BARROUZ - 1-3 Distributive and Quantile Treatment Effects: Imputation Based Estimators Approach
by Paul. B. Kenfac Dongmezo & P. N. Mwita & I. R. Kamga Tchwaket - 1-4 A Small-Size Macroeconometric Model for Nigerian Economy
by Emeka Nkoro & Aham Kelvin Uko
2018, Volume 7, Issue 1
- 1-1 DF-IV Unit Root Tests Using Stationary Instrument Variables
by Kyung So Im & Junsoo Lee & Vladimir Arcabic & Mansik Hur - 1-2 Highly Accurate Inference on the Sharpe Ratio for Autocorrelated Return Data
by J. Qi & M. Rekkas & A. Wong - 1-3 Modeling High Dimensional Multilevel Data using the Lasso Estimator: A Simulation Study
by W. Holmes Finch - 1-4 Interaction between the VaR of cash flow and the interest rate using the ALM
by El Hachloufi Mostafa & Ezouine Driss & El Haddad Mohammed
2017, Volume 6, Issue 4
- 1-1 Exponentiated Generalized Transformed-Transformer Family of Distributions
by Suleman Nasiru & Peter N. Mwita & Oscar Ngesa - 1-2 Forecasting a Composite Indicator of Economic Activity in Ghana: A Comparison of Data Science Methods
by Emmanuel Thompson & Ahmad M. Talafha - 1-3 International CAPM, Dynamic Betas and Optimization of Portfolios: Are countries-risk more profitable?
by Lucas L. Godeiro & Bruno Ferreira Frascaroli Cassio da Nobrega Besarria & Sinezio Fernandes Maia
2017, Volume 6, Issue 3
- 1-1 Multinomial Logistic Regression on the Effect of Drug Abuse among University Undergraduates
by Dorcas Modupe OKEWOLE & Folajimi. J. FADEBI - 1-2 Imputation Based Treatment Effect Estimators
by P. B. Kenfac Dongmezo & P. N. Mwita & I. R. Kamga Tchwaket - 1-3 Option trading for optimizing volatility forecasting
by Vasilios Sogiakas - 1-4 Upper Bounds for Ruin Probability in a Controlled Risk Process under Rates of Interest with Homogenous Markov Chains
by Phung Duy Quang
2017, Volume 6, Issue 2
- 1-1 Donor Compensation and the Elimination of the Organ Shortage in Spain: Evidence from Break Point Analysis
by Franklin G. Mixon & Jr. & Kamal P. Upadhyaya - 1-2 Doubly Stochastic Reduced Form Credit Risk Model and Default Probability Uncertainty – a Technical Toolkit
by Jonas Vogt - 1-3 Projecting the long run relationship of Multi-population life expectancy by race
by A. Ntamjokouen & S. Haberman & G. Consigli
2017, Volume 6, Issue 1
- 1-1 Simulating Uniform- and Triangular- Based Double Power Method Distributions
by Mohan D. Pant & Todd C. Headrick - 1-2 Inflation Dynamics in Uganda: The role of disequilibria in the money and traded goods markets
by Jacob Opolot & Anita Mpagi - 1-3 A Standardized Treatment of Binary Similarity Measures with an Introduction to k-Vector Percentage Normalized Similarity
by Brian Stacey - 1-4 Asymptotic relationship between sample mean and sample variance for autoregressive processes of order 1
by Athanase Polymenis
2016, Volume 5, Issue 4
- 1-1 The Beta Lindley-Poisson Distribution with Applications
by Mavis Pararai & Broderick O. Oluyede & Gayan Warahena-Liyanage - 1-2 Modeling Multivariate Time Series with Univariate Seasonal Components
by I.A. Iwok - 1-3 Autoregressive Distributed Lag (ARDL) cointegration technique: application and interpretation
by Emeka Nkoro & Aham Kelvin Uko
2016, Volume 5, Issue 3
- 1-1 Multiple Comparison Testing for Experimental Chemotherapy Based on Multivariate Covariance Analysis
by Adelodun & Olusegun Ayodele - 1-4 On The Use of Truncated Zero Inflated Binomial (ZIB) Control Chart for Monitoring Tuberculosis Disease
by Edokpa Idemudia Waziri & Odunayo Joseph Braimah
2016, Volume 5, Issue 2
- 1-1 Derivation of Kalman Filter Estimates Using Bayesian Theory: Application in Time Varying Beta CAPM Model
by Hamed Habibi & Reza Habibi & Hamid Habibi - 1-2 Application of Markov-Switching Regression Model on Economic Variables
by Umeh Edith Uzoma & Anazoba Uchenna Florence - 1-3 Forecasting Chinese Mortality Based on the Long-run Equilibrium
by Liu Xiangdong & Fan Yangyang - 1-4 Time-varying asymmetric error correction mechanism: An application to the relationship between the oil price and economic activity
by Daiki Maki
2016, Volume 5, Issue 1
- 1-1 Empirical analysis of asymmetries and long memory among international stock market returns: A Multivariate FIAPARCH-DCC approach
by Riadh El Abed & Zouheir Mighri & Samir Maktouf - 1-2 A Study of Discriminant Analysis and Artificial Neural Network in Prediction of Stock Market in Nigeria
by R.A. Kareem & O.A. Adeoti - 1-3 Examination of Botswana stock markets using regime switching models
by Akintunde & M.O. & Kgosi & P.M. & Olalude & G.A. - 1-4 Using Halton Sequences in Random Parameters Logit Models
by Tong Zeng
2015, Volume 4, Issue 4
- 1-1 Addressing the Problem of Simultaneity in Cargo Shippers’ Port Utility Models: An Econometric Analysis
by Donatus E. Onwuegbuchunam & Geoffrey U. Ugwuanyim & Kenneth O. Okeke - 1-2 Wind speed analysis with the upper truncated quasi Lindley distribution
by Emrah Altun & Gamze Ozel - 1-3 Application of residual analysis in time series model selection
by Ikughur & Atsua Jonathan & Uba & Tersoo & Ogunmola & Adeniyi Oyewole - 1-4 Revisiting Wagner’s Law for Selected African Countries: A Frequency Domain Causality Analysis
by Yaya Keho - 1-5 Rating models Impact on the Regulatory Capital for Corporate Exposure
by Bazzi Mehdi & Chamlal Hasna - 1-6 Time-Varying Cross-Hedge Effectiveness: A Local Cointegration Approach
by Rashad Ahmed
2015, Volume 4, Issue 3
- 1-1 Imposing Frequency-Domain Restrictions on Time-Domain Forecasts
by Erhard Reschenhofer & Marek Chudy - 1-2 Modeling Asymmetric Effect in African Currency Markets: Evidence from Kenya
by Sayo Ayodeji - 1-3 Venture Capital and the Innovative Power of a State: Econometric Study Including Google Data
by Urs Adam & Bodo Herzog & Clemens Mast & Manuel Molterer - 1-4 Economic Impact of Maternal Mortality in Africa: A Panel Data Approach
by Emmanuel Thompson & Seidu Sofo - 1-5 Reliability in the estimates and compliance to invertibility condition of stationary and nonstationary time series models
by Usoro A.E. & Omekara C.O. - 1-6 A note on the distribution of residual autocorrelations in VARMA(p,q) models
by Huong Nguyen Thu
2015, Volume 4, Issue 2
- 1-1 Are United Kingdom expenditure data well-behaved?
by Graeme Chamberlin - 1-2 Applications of Maximum Entropy Principle in Formulating Solution of Constrained Non-Linear Programming Problem
by Om Parkash & Mukesh & Radhey S. Singh - 1-3 Control Chart Based on Transition Probability Approach
by K. Thaga & R. Sivasamy - 1-4 On a new measure of rank-order association
by Agostino Tarsitano & Ilaria Lucrezia Amerise - 1-5 Comparison of Several Means under Heterogeneity: Over-mean-rank Function Approach
by Elsayed A. H. Elamir - 1-6 Death from Stroke during the Danish malnutrition period 1999-2007
by Gustav N. Kristensen & Maja Sparre-Sørensen
2015, Volume 4, Issue 1
- 1-1 Cointegration VAR and VECM and ARIMAX Econometric Approaches for Water Quality Variates
by Ghulam Ali - 1-2 A Non-Parametric Approach to Assess the Performance of Egyptian Universities
by Medhat Mohamed Ahmed Abdelaal & Hisham Abdeltawab Mahran Morsy - 1-3 Some basic properties of cross-correlation functions of n-dimensional vector time series
by Anthony E. Usoro - 1-4 A Time Varying Parameter State-Space Model for Analyzing Money Supply-Economic Growth Nexus
by Olushina Olawale Awe & Ian Crandell & A. Adedayo Adepoju & Scotland Leman
2014, Volume 3, Issue 4
- 1-1 The Benford paradox
by Johan Fellman - 1-2 Challenge the Approach of Collaboration of Statistical Methods in Selecting the Correct Multiple Linear Regressions with Violation of some Assumptions
by Ali Hussein Al-Marshadi & Abdullah H. Al-Harbey - 1-3 Forecasting Gross Domestic Product In Nigeria Using Box-Jenkins Methodology
by O.E. Okereke & C.B. Bernard - 1-4 Seasonal autoregressive integrated moving average vector models and their application to quarterly rainfall series
by Anthony E. Usoro - 1-5 Estimation of Partially Linear Varying-Coefficient EV Model Under Restricted condition
by Yafeng Xia & Zihao Zhao & Yinjiu Niu
2014, Volume 3, Issue 3
- 1-1 Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures
by Mei-Yu Lee - 1-2 Simulating Burr Type VII Distributions through the Method of 𝐿-moments and 𝐿-correlations
by Mohan D. Pant & Todd C. Headrick - 1-3 Forecasting Stock Market Series with ARIMA Model
by Fatai Adewole Adebayo & Ramysamy Sivasamy & Dahud Kehinde Shangodoyin - 1-4 The Monetary Policy Rate of the Central Bank of Nigeria (CBN) and the Nigerian Stock Market: A Structural Var Analysis
by Umoru David & Aisien N. Leonard - 1-5 Determination of lag threshold on the measure of collinearity
by Agunloye Oluokun Kasali & Arnab Raghunath & Shangodoyin Dahud Kehinde - 1-6 Fuzzy logic and fuzzy set algebra for management of Forex market assets
by Alexey M. Ð vdeenko - 1-7 Self-normalized laws of the iterated logarithm
by Igor Zhdanov
2014, Volume 3, Issue 2
- 1-1 Tactic Asset Allocation and Conditional Return Expectations
by Marcus Davidsson - 1-2 Testing ‘Clemmensen’s hook’ in the death rate from breast cancer
by Gustav N. Kristensen - 1-3 Evaluating Secondary School Examination Results: Application of Principal Component Analysis
by Elizabeth W. Njoroge & Gladys G. Njoroge & Dennis K. Muriithi - 1-4 Assessing Growth Performance in Uganda: A contest between Data Sources and Data Type
by Thomas Bwire - 1-5 Modelling Relationships between Treasury Bills, Inflation and Exchange Rates in Ghana: A Co-integration Approach
by Luguterah Albert & Ida Anuwoje Logubayom - 1-6 Modeling the Efficiency of the Mobile Industry in the Middle East Using Data Envelopment Analysis
by Viviane Y. Naimy & Cynthia Merheb - 1-7 Maternal Mortality in Ghana: An Econometric Analysis
by Emmanuel Thompson & Seidu Sofo - 1-8 A New Class of Generalized Dagum Distribution with Applications to Income and Lifetime Data
by Broderick O. Oluyede & Shujiao Huang & Mavis Pararai - 1-9 Causal Effect Estimation Methods
by Priyantha Wijayatunga
2014, Volume 3, Issue 1
- 1-1 Economic Growth in Brazil: Granger Causality
by Parviz Asheghian - 1-2 Statistical Evaluation of Value at Risk Models for Estimating Agricultural Risk
by Tesfalidet Asfaha & Anthony F. Desmond & Getu Hailu & Radhey Singh - 1-3 Improvement of Ridge Estimator When Stochastic Restrictions Are Available in the Linear Regression Model
by Sivarajah Arumairajan & Pushpakanthie Wijekoon - 1-4 Multivariate Spatial Association between Mortality, Unemployment, Divorce, and Crime in Jordan-2011
by Faisal G. Khamis & Ghaleb A. El-Refae & Abdel-Raheem F. Fares - 1-5 An Improved Composite Forecast For Realized Volatility
by Isaac J. Faber & Kelsey Eargle - 1-6 The Bayesian Approach to Multi-equation Econometric Model Estimation
by Dorcas Modupe Okewole & Olusanya E. Olubusoye - 1-7 Granger Causality and Unit Roots
by Carlos Vladimir Rodriguez-Caballero & Daniel Ventosa-Santaularia - 1-8 Forecasting Volatility in Indian Stock Market using State Space Models
by Neha Saini & Anil Kumar Mittal - 1-9 Comparing the Means of Two Log-Normal Distributions: A Likelihood Approach
by L. Jiang & M. Rekkas & A. Wong - 1-10 An Application of Robust Regression to Bernanke's Analysis of Nonmonetary Effects in the Great Depression
by Christopher V. Rackauckas
2013, Volume 2, Issue 4
- 1-1 A Monte Carlo simulation study for Kolmogorov-Smirnov two-sample test under the precondition of heterogeneity : upon the changes on the probabilities of statistical power and type I error rates with respect to skewness measure
by Ötüken Senger & Ali Kemal Çelik - 1-2 Sectoral effects of monetary policy in Uganda
by Dorothy Nampewo & Ezra Munyambonera & Musa Mayanja Lwanga - 1-3 Exchange Rate Pass-Through to Domestic Prices in Uganda: Evidence from a Structural Vector Auto-Regression (SVAR)
by Thomas Bwire & Francis L. Anguyo & Jacob Opolot - 1-4 Analysis of the Development of Trade in Services of China
by Yao Yue & Xiao Yuanyuan & Cai Li - 1-5 Comparison of the Powers of the Kolmogorov-Smirnov Two-Sample Test and the Mann-Whitney Test for Different Kurtosis and Skewness Coefficients Using the Monte Carlo Simulation Method
by M.Suphi Özçomak & Mahmut Kartal & Ötüken Senger & Ali Kemal Çelik - 1-6 The economic cost of procrastination A statistical model
by G.U. Ebuh & I.C.A. Oyeka & H.O. Obiorah-Ilouno - 1-7 A Study of Budget Deficit Impact on Household Consumption in Morocco : A Copulas Approach
by Abdelmonaim Tlidi & Salaheddine El Adlouni - 1-8 Cohort Coefficients Describing the secular development in protective and detrimental cohort effects associated with apoplexy
by Gustav N. Kristensen - 1-9 Efficient Point Estimation of the Sharpe Ratio
by Grant H. Skrepnek & Ashok Sahai - 1-10 Ruin Probability in a generalized risk process out interest force with homogenous Markov chain premiums
by Phung Duy Quang & Pham Anh Tuan - 1-11 Discontinuous Transformations and Lorenz Curves
by Johan Fellman - 1-12 A New Logistic Ridge Regression Estimator Using Exponentiated Response Function
by U.P. Ogoke & E.C. Nduka & M.E. Nja
2013, Volume 2, Issue 3
- 1-1 Simple Approximations for the Distribution of the Range of a Brownian Motion
by Erhard Reschenhofer - 1-2 A New Estimation Procedure for Generalized Linear Regression Designs with Near Dependencies
by Mbe Egom Nja - 1-3 An L-Moment Based Characterization of the Family of Dagum Distributions
by Mohan D. Pant & Todd C. Headrick - 1-4 The Two Pricing Comparisons of Mortgage Common Insurance
by Chen Li-ping - 1-5 Omitted Variables Bias in Regime-Switching Models with Slope-Constrained Estimators: Evidence from Monte Carlo Simulations
by Ermanno Affuso & Steven B. Caudill & Franklin G. Mixon & Jr. - 1-6 EGARCH, GJR-GARCH, TGARCH, AVGARCH, NGARCH, IGARCH and APARCH Models for Pathogens at Marine Recreational Sites
by Ghulam Ali - 1-7 Empirical Investigation of MGarch Models
by Barkan Baybogan - 1-8 Single Factor Interest Rate Models in Inflation Targeting Economies of Emerging Asia
by Suresh Ramanathan & Kian Teng - 1-9 Evaluating Process Capability Indices for some Quality Characteristics of a Manufacturing Process
by Kayode S. Adekeye & Joshua O. Ogundele - 1-10 Aggregate Investment and Macroeconomic Policy Evaluation in Nigeria: Econometric Analysis of the Evidence
by David Umoru & Amhed Ede Uwubanmwe - 1-11 Inference in the log-linear Birnbaum-Saunders Model under type I Censoring
by A. F. Desmond & Carlos L. Cintora & Radhey S. Singh - 1-12 The Superiorities of Minimum Bayes Risk Linear Unbiased Estimator in Two Seemingly Unrelated Regressions
by Radhey S. Singh & Lichun Wang & Huiming Song - 1-13 Bootstrap of Kernel Smoothing in Quantile Autoregression Process
by Peter N. Mwita & Jurgen Franke
2013, Volume 2, Issue 2
- 1-1 Analysis on Finance Model and Risk Control for Supply Chain Finance
by Qian Zhang & Zhixiang Zhang - 1-2 Smooth Transition Autoregressive-GARCH Model in Forecasting Non-linear Economic Time Series Data
by Akintunde Mutairu Oyewale & Shangodoyin Dahud Kehinde & Kgosi Phazamile - 1-3 The Study of 1-order Processes through Haar Wavelet
by Xuewen Xia - 1-4 Resource Use Efficiency among Fadama Crop Farmers in Ibadan/Ibarapa Agricultural Zone of Oyo State, Nigeria: A Stochastic Frontier Approach
by F. U. Agbo & O. O. Ojo & V.B. Taru - 1-5 A Copula-GARCH Model of Conditional Dependencies: Estimating Tehran Market Stock Exchange Value-at-Risk
by Sedigheh Shams & Fatemeh K. Haghighi - 1-6 A Dynamic Econometric Model for Inflationary Inertia In Brazil
by Márcio Laurini - 1-7 Joint robust parameter estimation for symmetric stable distributions
by Csilla Csendes - 1-8 Volatility of the European Stock Market Indices During the Global Financial Crisis - A New Proposal of Stochastic Volatility
by Frank M. de Pinho & Thiago R. dos Santos - 1-9 On Two-stage LAO Testing of Multiple Hypotheses for a Pair of Families of Probability Distributions
by Evgueni Haroutunian & Parandzem Hakobyan & Farshin Hormozi-nejad - 1-10 Mean-Variance Portfolio Optimization Problem with Fixed Salary and Inflation Protection for a Defined Contribution Pension Scheme
by Charles I. Nkeki & Chukwuma R. Nwozo