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Journal of Statistical and Econometric Methods

2012 - 2023

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Volume 12, issue 4, 2023

Generalized Additive Modelling of Dependent Frequency and Severity Distributions for Aggregate Claims pp. 1 Downloads
Tingting Chen, Anthony Francis Desmond and Peter Adamic
Modeling and Forecasting Exchange Rate Volatility in West Africa using GARCH models pp. 2 Downloads
Didier Dukundane
Estimation of the scale parameter in truncated Rayleigh distribution pp. 3 Downloads
Jiexiang Li

Volume 12, issue 3, 2023

Age Cohort Affects on U.S. State-Level Alcohol Consumption Shares: Insights Using Attraction CODA pp. 1 Downloads
Mitch Kunce

Volume 12, issue 2, 2023

Statistical analysis and evaluation of Greek students’ background determinants on Science literacy pp. 2 Downloads
Elias P. Kourkoutas and Stefanos G. Giakoumatos

Volume 12, issue 1, 2023

Modeling COVID-19 Infected Cases and Deaths Based on Generalized Method of Moments pp. 1 Downloads
Rajarathinam, A., Anju and J.b
Political Death Creep: Revisited Using Hausman-Taylor pp. 2 Downloads
Mitch Kunce
Fully Modified Least Squares Modeling Of Wheat Crop Production pp. 4 Downloads
Rajarathinam, A., Suba and S.S.

Volume 11, issue 4, 2022

A Goodness-of-Identifiability Criterion for Parametric Statistical Models pp. 1 Downloads
David Pacini
Panel Vector Auto-Regressive Model For COVID-19 Infected Cases and Deaths pp. 2 Downloads
Rajarathinam, A., Anju and J.b

Volume 11, issue 3, 2022

A New Approach to the Threshold Autoregressive Models pp. 1 Downloads
Nuri Celik
The Tenuous Ecological Divorce and Unemployment Link with Suicide: A U.S. Panel Analysis 1968-2020 pp. 2 Downloads
Mitch Kunce

Volume 11, issue 2, 2022

Comparing Different Permutation Tests with Dickey-Fuller Tests for Unit Root in the Autoregressive Time Series pp. 1 Downloads
Jiexiang Li
A 'Natural' Suicide Rate, Hysteresis or Suicide Persistence? Evidence from U.S. State-Level Panel Data, 1980-2020 pp. 2 Downloads
Mitch Kunce

Volume 11, issue 1, 2022

Determining the Number of Topics to Retain using Tools from Factor Analysis pp. 1 Downloads
Holmes Finch
An Analysis of the Effectiveness of Japanese Monetary Policy Through a Statistical Mathematical Approach: a Simultaneous Equations Model (SEM) pp. 2 Downloads
Rosa Ferrentino and Luca Vota
An Econometric Panel Data Model of the COVID-19 Pandemic pp. 3 Downloads
Antoine Djogbenou, Christian Gouriéroux, Joann Jasiak and Paul Rilstone

Volume 10, issue 4, 2021

The Impact of Socioeconomic Factors on State Suicide Rates: Revisited pp. 1 Downloads
Mitch Kunce
Interpreting Stochastic Frontier Model as Random Coefficient Model and Vice Versa pp. 2 Downloads
Spyros Missiakoulis

Volume 10, issue 3, 2021

The Importance of Agricultural Land Used in the Production of Agricultural Products in Greece pp. 1 Downloads
Paschalidis Ch. D, Petropoulos D. P, Paschalidis D. Ch, Sotiropoulos S. S, Chamurliev G. O and Papakonstantinou L. D
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 pp. 2 Downloads
İlker Met, Levent Özbek, Himmet Aksoy and Ayfer Erkoç

Volume 10, issue 2, 2021

Evaluating the Approaches of Small Area Estimation Using Poverty Mapping Data pp. 1 Downloads
Md. Mizanur Rahman, Deluar J. Moloy and Md. Sifat Ar Salan
A Second Look at Subjective Wellbeing Using Differential Item Functioning pp. 2 Downloads
Karen H. Larwin and Milton Harvey

Volume 10, issue 1, 2021

Costs of Biological and Cultural Resource Protection to the U.S. Natural Gas Industry pp. 1 Downloads
Mitch Kunce
Assessing Direct Marketing Effectiveness at a Retailer’s: a Mixed-Effects Model of Heterogeneous Responsiveness to Personalized Promotions pp. 2 Downloads
Roko Pedisic
Empirical Analyses of Income: Finland (2009) and Australia (1967-1968) pp. 3 Downloads
Johan Fellman
Aspects of Pareto distributions pp. 4 Downloads
Johan Fellman

Volume 9, issue 4, 2020

Hidden Power of Communication: Understanding Organizational Structure in Bank Branches: Ziraat Bank Example pp. 1 Downloads
Dr. Ä°lker Met, Ayfer Erkoã‡, Himmet Aksoy and Hacer Özge Özer
The Weibull Length Biased Exponential Distribution: Statistical Properties and Applications pp. 2 Downloads
Nosa Ekhosuehi, Guobadia Emwinloghosa Kenneth and Uadiale Kenneth Kevin
Predicting House Prices in Turkey by Using Machine Learning Algorithms pp. 3 Downloads
Erkek Mehmet, Çayırlı Kamä°l and HepÅŸen Alä°
Gold Prices Volatility among Major Events and During the Current COVID-19 Outbreak pp. 4 Downloads
Rim Ammar Lamouchi and Roaa Osama Badkook
Robust Estimation of the Memory Parameter pp. 5 Downloads
Erhard Reschenhofer, Thomas Stark and Manveer K. Mangat
Two and Three Stage Least Squares as Aitken estimators pp. 6 Downloads
Spyros Missiakoulis
Energy and non–energy Commodities: Spillover Effects on African Stock Markets pp. 7 Downloads
Alessandra Amendola, Marinella Boccia, Vincenzo Candila and Giampiero Gallo
Modeling of Monthly Meteorological Time Series pp. 8 Downloads
Azumah Karim, Ananda Omotukoh Kube and Bashiru Imoro Ibn Saeed
Are the Italian government's quarantine measures about the Covid-19 lethality effective? A mathematical statistical analysis pp. 9 Downloads
Rosa Ferrentino and Luca Vota
The Effect of over-taxation and Corruption at Commercial Enterprises in Greece: Evidence from a Survey Experiment pp. 10 Downloads
Dimitrios Komninos, Zacharias Dermatis, Athanasios Anastasiou and Panagiotis Liargovas
An Event Based Study on the Name Change Effect on A-Share Quoted Firm Values pp. 11 Downloads
Dejun Xie, Ziyue Yan, Yiyao Xu, Siyang Weng and Chirui Zhang

Volume 9, issue 3, 2020

Size-Dependent Probability Bounds for t-Tests pp. 1 Downloads
Alessandro Palandri
Forecasting Monthly Prices of Gold Using Artificial Neural Network pp. 2 Downloads
Nwokike Chukwudike C., Ugoala, Chukwuma B., Obubu Maxwell, Uche-Ikonne Okezie O., Offorha Bright C. and Ukomah Henry I.

Volume 9, issue 2, 2020

Revisiting the Kurtosis of Stationary Processes with Applications to Volatility Models pp. 1 Downloads
Shelton Peiris and Tim Swartz
Rwanda Currency Market Risk Analysis: Evidence From Asymmetry Effects pp. 2 Downloads
Charline Uwilingiyimana and Abdou Kâ Diongue
AMOS Based Analysis of User Satisfaction of Bike Sharing Services pp. 3 Downloads
Si Shen, Dejun Xie, Rongjia Wang, Gang Liu, Conghua Wen and Fei Ma

Volume 9, issue 1, 2020

News Classification using Support Vector Machine to Model and Forecast Volatility pp. 1 Downloads
Alpha Basweti Kenyatta, Antony Ngunyi and Anthony Gichuhi Waititu
Forecasting Electricity Prices Using Ensemble Kalman Filter pp. 2 Downloads
Emmanuel Kipchumba Korir, Jane Aduda and Thomas Mageto
An L1 smoother for outlier cleaning of time series pp. 3 Downloads
Ilaria Lucrezia Amerise and Agostino Tarsitano
A Monte Carlo Analysis of Robustness of the Synthetic Control Method and Dynamic Panel Estimation: A Comparative Case Study of a Policy Intervention pp. 4 Downloads
Orkideh Gharehgozli
Compositional Data Analysis – Coherent Forecasting Mortality Model with Cohort Effect pp. 5 Downloads
Amos Bationo, Leo Odongo and Karim Derra

Volume 8, issue 4, 2019

A Three-Step Nonparametric Estimation of Conditional Value-At-Risk Admitting a Location-Scale Model pp. 1 Downloads
Emmanuel Torsen, Peter N. Mwita and Joseph K. Mung’atu
Time-varying volatility spillovers among bitcoin and commodity currencies pp. 2 Downloads
Feriel Gharbi
Discovering the factors for the impoverishment of the middle class in Greece pp. 3 Downloads
Stefanos G. Giakoumatos and Stavros Loukas
Governance and Competitiveness: An Econometric Analysis of the Banking Sector of Bangladesh pp. 4 Downloads
Fahmida Khatun and Syed Yusuf Saadat
On the predictive ability of GARCH and SV models of volatility: An empirical test on the SENSEX index pp. 5 Downloads
Neha Saini and Anil Kumar Mittal
Evaluating Forecast Performance of SETAR Model using Gross Domestic Product of Nigeria pp. 6 Downloads
Akintunde, M.o, Kgosi, P.M., Oluokun Agunloye, O.K. and Olalude G. A.

Volume 8, issue 3, 2019

An empirical analysis of simulated model of economic growth for United Kingdom pp. 1 Downloads
Adamopoulos Antonios
Nested Error Non-parametric Unit Level Model performance in the context of empirical Bayes (EB) approach pp. 3 Downloads
Patrick Munyangabo, Anthony Waititu and Anthony Kibira Wanjoya
Assessment on some estimators of a system of simultaneous equation model on the influence of measurement errors in variables of the model pp. 5 Downloads
Umeh Edith U. and Ogu Ezenwa H.

Volume 8, issue 2, 2019

Misspecification of frailty random effects in a clustered survival data pp. 1 Downloads
Kiche J., Oscar Ngesa and George Orwa
A statistical survey on awareness and knowledge of sexually transmitted infections [stis] in north-eastern Nigeria pp. 2 Downloads
Chiwa, Musa Dalah, V. V. Singh, M. I. Abubakar and Abdalla Eltom Abdalla Mohammad

Volume 8, issue 1, 2019

Panel Bayesian VAR Modeling for Policy and Forecasting when dealing with confounding and latent effects pp. 1 Downloads
Antonio Pacifico
T-statistic for Autoregressive process pp. 2 Downloads
Eric Benhamou
Estimation of Nested Error Non-parametric Unit Level Model pp. 3 Downloads
Patrick Munyangabo, Anthony Waititu and Anthony Kibira Wanjoya
Inference on poverty indicators for Ghana pp. 4 Downloads
Dioggban Jakperik, Romanus Otieno Odhiambo and George Otieno Orwa
Conditional Dependence Modelling with Regular Vine Copulas pp. 5 Downloads
Cyprian Omari, Peter Mwita and Anthony Waititu
Page updated 2023-11-27