Journal of Statistical and Econometric Methods

2012 - 2024

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Volume 4, issue 4, 2015

Addressing the Problem of Simultaneity in Cargo Shippers’ Port Utility Models: An Econometric Analysis pp. 1

Donatus E. Onwuegbuchunam, Geoffrey U. Ugwuanyim and Kenneth O. Okeke

Wind speed analysis with the upper truncated quasi Lindley distribution pp. 2

Emrah Altun and Gamze Ozel

Application of residual analysis in time series model selection pp. 3

Ikughur, Atsua Jonathan, Uba, Tersoo, Ogunmola and Adeniyi Oyewole

Revisiting Wagner’s Law for Selected African Countries: A Frequency Domain Causality Analysis pp. 4

Yaya Keho

Rating models Impact on the Regulatory Capital for Corporate Exposure pp. 5

Bazzi Mehdi and Chamlal Hasna

Time-Varying Cross-Hedge Effectiveness: A Local Cointegration Approach pp. 6

Rashad Ahmed

Volume 4, issue 3, 2015

Imposing Frequency-Domain Restrictions on Time-Domain Forecasts pp. 1

Erhard Reschenhofer and Marek Chudy

Modeling Asymmetric Effect in African Currency Markets: Evidence from Kenya pp. 2

Idowu Ayodeji

Venture Capital and the Innovative Power of a State: Econometric Study Including Google Data pp. 3

Urs Adam, Bodo Herzog, Clemens Mast and Manuel Molterer

Economic Impact of Maternal Mortality in Africa: A Panel Data Approach pp. 4

Emmanuel Thompson and Seidu Sofo

Reliability in the estimates and compliance to invertibility condition of stationary and nonstationary time series models pp. 5

Usoro A.E. and Omekara C.O.

A note on the distribution of residual autocorrelations in VARMA(p,q) models pp. 6

Huong Nguyen Thu

Volume 4, issue 2, 2015

Are United Kingdom expenditure data well-behaved? pp. 1

Graeme Chamberlin

Applications of Maximum Entropy Principle in Formulating Solution of Constrained Non-Linear Programming Problem pp. 2

Om Parkash, Mukesh and Radhey S. Singh

Control Chart Based on Transition Probability Approach pp. 3

K. Thaga and R. Sivasamy

On a new measure of rank-order association pp. 4

Agostino Tarsitano and Ilaria Lucrezia Amerise

Comparison of Several Means under Heterogeneity: Over-mean-rank Function Approach pp. 5

Elsayed A. H. Elamir

Death from Stroke during the Danish malnutrition period 1999-2007 pp. 6

Gustav N. Kristensen and Maja Sparre-Sørensen

Volume 4, issue 1, 2015

Cointegration VAR and VECM and ARIMAX Econometric Approaches for Water Quality Variates pp. 1

Ghulam Ali

A Non-Parametric Approach to Assess the Performance of Egyptian Universities pp. 2

Medhat Mohamed Ahmed Abdelaal and Hisham Abdeltawab Mahran Morsy

Some basic properties of cross-correlation functions of n-dimensional vector time series pp. 3

Anthony E. Usoro

A Time Varying Parameter State-Space Model for Analyzing Money Supply-Economic Growth Nexus pp. 4

Olushina Awe, Ian Crandell, A. Adedayo Adepoju and Scotland Leman

Volume 3, issue 4, 2014

The Benford paradox pp. 1

Johan Fellman

Challenge the Approach of Collaboration of Statistical Methods in Selecting the Correct Multiple Linear Regressions with Violation of some Assumptions pp. 2

Ali Hussein Al-Marshadi and Abdullah H. Al-Harbey

Forecasting Gross Domestic Product In Nigeria Using Box-Jenkins Methodology pp. 3

O.E. Okereke and C.B. Bernard

Seasonal autoregressive integrated moving average vector models and their application to quarterly rainfall series pp. 4

Anthony E. Usoro

Estimation of Partially Linear Varying-Coefficient EV Model Under Restricted condition pp. 5

Yafeng Xia, Zihao Zhao and Yinjiu Niu

Volume 3, issue 3, 2014

Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures pp. 1

Mei-Yu Lee

Simulating Burr Type VII Distributions through the Method of 𝐿-moments and 𝐿-correlations pp. 2

Mohan D. Pant and Todd C. Headrick

Forecasting Stock Market Series with ARIMA Model pp. 3

Fatai Adewole Adebayo, Ramysamy Sivasamy and Dahud Kehinde Shangodoyin

The Monetary Policy Rate of the Central Bank of Nigeria (CBN) and the Nigerian Stock Market: A Structural Var Analysis pp. 4

Umoru David and Aisien N. Leonard

Determination of lag threshold on the measure of collinearity pp. 5

Oluokun Agunloye, Arnab Raghunath and Shangodoyin Dahud Kehinde

Fuzzy logic and fuzzy set algebra for management of Forex market assets pp. 6

Alexey M. Ð Vdeenko

Self-normalized laws of the iterated logarithm pp. 7

Igor Zhdanov

Volume 3, issue 2, 2014

Tactic Asset Allocation and Conditional Return Expectations pp. 1

Marcus Davidsson

Testing ‘Clemmensen’s hook’ in the death rate from breast cancer pp. 2

Gustav N. Kristensen

Evaluating Secondary School Examination Results: Application of Principal Component Analysis pp. 3

Elizabeth W. Njoroge, Gladys G. Njoroge and Dennis K. Muriithi

Assessing Growth Performance in Uganda: A contest between Data Sources and Data Type pp. 4

Thomas Bwire

Modelling Relationships between Treasury Bills, Inflation and Exchange Rates in Ghana: A Co-integration Approach pp. 5

Luguterah Albert and Ida Anuwoje Logubayom

Modeling the Efficiency of the Mobile Industry in the Middle East Using Data Envelopment Analysis pp. 6

Viviane Y. Naimy and Cynthia Merheb

Maternal Mortality in Ghana: An Econometric Analysis pp. 7

Emmanuel Thompson and Seidu Sofo

A New Class of Generalized Dagum Distribution with Applications to Income and Lifetime Data pp. 8

Broderick O. Oluyede, Shujiao Huang and Mavis Pararai

Causal Effect Estimation Methods pp. 9

Priyantha Wijayatunga

Volume 3, issue 1, 2014

Economic Growth in Brazil: Granger Causality pp. 1

Parviz Asheghian

Statistical Evaluation of Value at Risk Models for Estimating Agricultural Risk pp. 2

Tesfalidet Asfaha, Anthony F. Desmond, Getu Hailu and Radhey Singh

Improvement of Ridge Estimator When Stochastic Restrictions Are Available in the Linear Regression Model pp. 3

Sivarajah Arumairajan and Pushpakanthie Wijekoon

Multivariate Spatial Association between Mortality, Unemployment, Divorce, and Crime in Jordan-2011 pp. 4

Faisal Khamis, Ghaleb A. El-Refae and Abdel-Raheem F. Fares

An Improved Composite Forecast For Realized Volatility pp. 5

Isaac J. Faber and Kelsey Eargle

The Bayesian Approach to Multi-equation Econometric Model Estimation pp. 6

Dorcas Modupe Okewole and Olusanya Olubusoye

Granger Causality and Unit Roots pp. 7

Carlos Vladimir Rodriguez-Caballero and Daniel Ventosa-Santaulària

Forecasting Volatility in Indian Stock Market using State Space Models pp. 8

Neha Saini and Anil Kumar Mittal

Comparing the Means of Two Log-Normal Distributions: A Likelihood Approach pp. 9

L. Jiang, M. Rekkas and A. Wong

An Application of Robust Regression to Bernanke's Analysis of Nonmonetary Effects in the Great Depression pp. 10

Christopher V. Rackauckas