Journal of Statistical and Econometric Methods

2012 - 2024

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Volume 8, issue 4, 2019

A Three-Step Nonparametric Estimation of Conditional Value-At-Risk Admitting a Location-Scale Model pp. 1

Emmanuel Torsen, Peter N. Mwita and Joseph K. Mung’atu

Time-varying volatility spillovers among bitcoin and commodity currencies pp. 2

Feriel Gharbi

Discovering the factors for the impoverishment of the middle class in Greece pp. 3

Stefanos G. Giakoumatos and Stavros Loukas

Governance and Competitiveness: An Econometric Analysis of the Banking Sector of Bangladesh pp. 4

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

Neha Saini and Anil Kumar Mittal

Evaluating Forecast Performance of SETAR Model using Gross Domestic Product of Nigeria pp. 6

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

Adamopoulos Antonios

Nested Error Non-parametric Unit Level Model performance in the context of empirical Bayes (EB) approach pp. 3

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

Umeh Edith U. and Ogu Ezenwa H.

Volume 8, issue 2, 2019

Misspecification of frailty random effects in a clustered survival data pp. 1

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

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

Antonio Pacifico

T-statistic for Autoregressive process pp. 2

Eric Benhamou

Estimation of Nested Error Non-parametric Unit Level Model pp. 3

Patrick Munyangabo, Anthony Waititu and Anthony Kibira Wanjoya

Inference on poverty indicators for Ghana pp. 4

Dioggban Jakperik, Romanus Otieno Odhiambo and George Otieno Orwa

Conditional Dependence Modelling with Regular Vine Copulas pp. 5

Cyprian Omari, Peter Mwita and Anthony Waititu

Volume 7, issue 4, 2018

Nonparametric Estimation of the Error Functional of a Location-Scale Model pp. 1

Emmanuel Torsen, Peter N. Mwita and Joseph K. Mungatu

Incremental Sharpe and other performance ratios pp. 2

Eric Benhamou and Beatrice Guez

Measurement of the monetary poverty in Cameroon using fuzzy measure theory pp. 3

Chantal Mveh-Abia, Yves Emvudu and Eric Kokomo

On the Co-movements between Exchange Rate and Stock Price from Japan: A Multivariate FIGARCH-DCC Approach pp. 4

Moussa Wajdi, Mgadmi Nidhal and Regaïeg Rym

Volume 7, issue 3, 2018

Statistical survey on awareness of Hiv/Aids and its impact on economic development in northern Nigeria during the period 2010 - 2015 pp. 2

Chiwa, Musa Dalah, V. V. Singh and Abdalla Eltom Abdalla Mohamad

A method for clustering panel data based on parameter homogeneity pp. 3

Juan Romero-Padilla

Volume 7, issue 2, 2018

Modelling of Nigeria gross domestic product using seasonal and bilinear autoregressive integrated moving average models pp. 1

Anthony E. Usoro

Assessment of fiscal space in Morocco: An empirical analysis through the tax effort approach pp. 2

Abderrahim Amedjar, Zakaria Chakhat and Bilal EL Barrouz

Distributive and Quantile Treatment Effects: Imputation Based Estimators Approach pp. 3

Paul. B. Kenfac Dongmezo, P. N. Mwita and I. R. Kamga Tchwaket

A Small-Size Macroeconometric Model for Nigerian Economy pp. 4

Emeka Nkoro and Aham Kelvin Uko

Volume 7, issue 1, 2018

DF-IV Unit Root Tests Using Stationary Instrument Variables pp. 1

Kyung So Im, Junsoo Lee, Vladimir Arčabić and Mansik Hur

Highly Accurate Inference on the Sharpe Ratio for Autocorrelated Return Data pp. 2

J. Qi, M. Rekkas and A. Wong

Modeling High Dimensional Multilevel Data using the Lasso Estimator: A Simulation Study pp. 3

W. Holmes Finch

Interaction between the VaR of cash flow and the interest rate using the ALM pp. 4

El Hachloufi Mostafa, Ezouine Driss and El Haddad Mohammed

Volume 6, issue 4, 2017

Exponentiated Generalized Transformed-Transformer Family of Distributions pp. 1

Suleman Nasiru, Peter N. Mwita and Oscar Ngesa

Forecasting a Composite Indicator of Economic Activity in Ghana: A Comparison of Data Science Methods pp. 2

Emmanuel Thompson and Ahmad M. Talafha

International CAPM, Dynamic Betas and Optimization of Portfolios: Are countries-risk more profitable? pp. 3

Lucas Godeiro, Bruno Ferreira Frascaroli Cassio da Nobrega Besarria and Sinezio Fernandes Maia

Volume 6, issue 3, 2017

Multinomial Logistic Regression on the Effect of Drug Abuse among University Undergraduates pp. 1

Dorcas Modupe Okewole and Folajimi. J. Fadebi

Imputation Based Treatment Effect Estimators pp. 2

P. B. Kenfac Dongmezo, P. N. Mwita and I. R. Kamga Tchwaket

Option trading for optimizing volatility forecasting pp. 3

Vasilios Sogiakas

Upper Bounds for Ruin Probability in a Controlled Risk Process under Rates of Interest with Homogenous Markov Chains pp. 4

Phung Quang

Volume 6, issue 2, 2017

Donor Compensation and the Elimination of the Organ Shortage in Spain: Evidence from Break Point Analysis pp. 1

Franklin Mixon, Jr. and Kamal Upadhyaya

Doubly Stochastic Reduced Form Credit Risk Model and Default Probability Uncertainty – a Technical Toolkit pp. 2

Jonas Vogt

Projecting the long run relationship of Multi-population life expectancy by race pp. 3

A. Ntamjokouen, S. Haberman and G. Consigli

Volume 6, issue 1, 2017

Simulating Uniform- and Triangular- Based Double Power Method Distributions pp. 1

Mohan D. Pant and Todd C. Headrick

Inflation Dynamics in Uganda: The role of disequilibria in the money and traded goods markets pp. 2

Jacob Opolot and Anita Mpagi

A Standardized Treatment of Binary Similarity Measures with an Introduction to k-Vector Percentage Normalized Similarity pp. 3

Brian Stacey

Asymptotic relationship between sample mean and sample variance for autoregressive processes of order 1 pp. 4

Athanase Polymenis

Volume 5, issue 4, 2016

The Beta Lindley-Poisson Distribution with Applications pp. 1

Mavis Pararai, Broderick O. Oluyede and Gayan Warahena-Liyanage

Modeling Multivariate Time Series with Univariate Seasonal Components pp. 2

I.A. Iwok

Autoregressive Distributed Lag (ARDL) cointegration technique: application and interpretation pp. 3

Emeka Nkoro and Aham Kelvin Uko

Volume 5, issue 3, 2016

Multiple Comparison Testing for Experimental Chemotherapy Based on Multivariate Covariance Analysis pp. 1

Adelodun and Olusegun Ayodele

On The Use of Truncated Zero Inflated Binomial (ZIB) Control Chart for Monitoring Tuberculosis Disease pp. 4

Edokpa Idemudia Waziri and Odunayo Joseph Braimah

Volume 5, issue 2, 2016

Derivation of Kalman Filter Estimates Using Bayesian Theory: Application in Time Varying Beta CAPM Model pp. 1

Hamed Habibi, Reza Habibi and Hamid Habibi

Application of Markov-Switching Regression Model on Economic Variables pp. 2

Umeh Edith Uzoma and Anazoba Uchenna Florence

Forecasting Chinese Mortality Based on the Long-run Equilibrium pp. 3

Liu Xiangdong and Fan Yangyang

Time-varying asymmetric error correction mechanism: An application to the relationship between the oil price and economic activity pp. 4

Daiki Maki

Volume 5, issue 1, 2016

Empirical analysis of asymmetries and long memory among international stock market returns: A Multivariate FIAPARCH-DCC approach pp. 1

Riadh El Abed, Zouheir Mighri and Samir Maktouf

A Study of Discriminant Analysis and Artificial Neural Network in Prediction of Stock Market in Nigeria pp. 2

R.A. Kareem and O.A. Adeoti

Examination of Botswana stock markets using regime switching models pp. 3

Akintunde, M.O., Kgosi, P.M., Olalude and G.A.

Using Halton Sequences in Random Parameters Logit Models pp. 4

Tong Zeng