Journal of Statistical and Econometric Methods

2012 - 2024

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Volume 2, issue 4, 2013

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 pp. 1

Ötüken Senger and Ali Kemal Çelik

Sectoral effects of monetary policy in Uganda pp. 2

Dorothy Nampewo, Ezra Munyambonera and Musa Mayanja Lwanga

Exchange Rate Pass-Through to Domestic Prices in Uganda: Evidence from a Structural Vector Auto-Regression (SVAR) pp. 3

Thomas Bwire, Francis L. Anguyo and Jacob Opolot

Analysis of the Development of Trade in Services of China pp. 4

Yao Yue, Xiao Yuanyuan and Cai Li

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 pp. 5

M.Suphi Özçomak, Mahmut Kartal, Ötüken Senger and Ali Kemal Çelik

The economic cost of procrastination A statistical model pp. 6

Godday Ebuh, I.C.A. Oyeka and H.O. Obiorah-Ilouno

A Study of Budget Deficit Impact on Household Consumption in Morocco: A Copulas Approach pp. 7

Abdelmonaim Tlidi and Salaheddine El Adlouni

Cohort Coefficients Describing the secular development in protective and detrimental cohort effects associated with apoplexy pp. 8

Gustav N. Kristensen

Efficient Point Estimation of the Sharpe Ratio pp. 9

Grant H. Skrepnek and Ashok Sahai

Ruin Probability in a generalized risk process out interest force with homogenous Markov chain premiums pp. 10

Phung Quang and Pham Anh Tuan

Discontinuous Transformations and Lorenz Curves pp. 11

Johan Fellman

A New Logistic Ridge Regression Estimator Using Exponentiated Response Function pp. 12

U.P. Ogoke, E.C. Nduka and M.E. Nja

Volume 2, issue 3, 2013

Simple Approximations for the Distribution of the Range of a Brownian Motion pp. 1

Erhard Reschenhofer

A New Estimation Procedure for Generalized Linear Regression Designs with Near Dependencies pp. 2

Mbe Egom Nja

An L-Moment Based Characterization of the Family of Dagum Distributions pp. 3

Mohan D. Pant and Todd C. Headrick

The Two Pricing Comparisons of Mortgage Common Insurance pp. 4

Chen Li-ping

Omitted Variables Bias in Regime-Switching Models with Slope-Constrained Estimators: Evidence from Monte Carlo Simulations pp. 5

Ermanno Affuso, Steven B Caudill, Franklin Mixon and Jr.

EGARCH, GJR-GARCH, TGARCH, AVGARCH, NGARCH, IGARCH and APARCH Models for Pathogens at Marine Recreational Sites pp. 6

Ghulam Ali

Empirical Investigation of MGarch Models pp. 7

Barkan Baybogan

Single Factor Interest Rate Models in Inflation Targeting Economies of Emerging Asia pp. 8

Suresh Ramanathan and Kian Teng

Evaluating Process Capability Indices for some Quality Characteristics of a Manufacturing Process pp. 9

Kayode S. Adekeye and Joshua O. Ogundele

Aggregate Investment and Macroeconomic Policy Evaluation in Nigeria: Econometric Analysis of the Evidence pp. 10

David Umoru and Amhed Ede Uwubanmwe

Inference in the log-linear Birnbaum-Saunders Model under type I Censoring pp. 11

A. F. Desmond, Carlos L. Cintora and Radhey S. Singh

The Superiorities of Minimum Bayes Risk Linear Unbiased Estimator in Two Seemingly Unrelated Regressions pp. 12

Radhey S. Singh, Lichun Wang and Huiming Song

Bootstrap of Kernel Smoothing in Quantile Autoregression Process pp. 13

Peter N. Mwita and Jurgen Franke

Volume 2, issue 2, 2013

Analysis on Finance Model and Risk Control for Supply Chain Finance pp. 1

Qian Zhang and Zhixiang Zhang

Smooth Transition Autoregressive-GARCH Model in Forecasting Non-linear Economic Time Series Data pp. 2

Akintunde Mutairu Oyewale, Shangodoyin Dahud Kehinde and Kgosi Phazamile

The Study of 1-order Processes through Haar Wavelet pp. 3

Xuewen Xia

Resource Use Efficiency among Fadama Crop Farmers in Ibadan/Ibarapa Agricultural Zone of Oyo State, Nigeria: A Stochastic Frontier Approach pp. 4

F. U. Agbo, O. O. Ojo and V.B. Taru

A Copula-GARCH Model of Conditional Dependencies: Estimating Tehran Market Stock Exchange Value-at-Risk pp. 5

Sedigheh Shams and Fatemeh K. Haghighi

A Dynamic Econometric Model for Inflationary Inertia In Brazil pp. 6

Márcio Laurini

Joint robust parameter estimation for symmetric stable distributions pp. 7

Csilla Csendes

Volatility of the European Stock Market Indices During the Global Financial Crisis - A New Proposal of Stochastic Volatility pp. 8

Frank M. de Pinho and Thiago R. dos Santos

On Two-stage LAO Testing of Multiple Hypotheses for a Pair of Families of Probability Distributions pp. 9

Evgueni Haroutunian, Parandzem Hakobyan and Farshin Hormozi-nejad

Mean-Variance Portfolio Optimization Problem with Fixed Salary and Inflation Protection for a Defined Contribution Pension Scheme pp. 10

Charles I. Nkeki and Chukwuma R. Nwozo

Volume 2, issue 1, 2013

Tail Approximation of the Skew-Normal by the Skew-Normal Laplace: Application to Owen’s T Functionand the Bivariate Normal Distribution pp. 1

Werner Hürlimann

Factors Influencing on In-migration from the Northeastern of Thailand to Bangkok: An Application of Logistic Regression Analysis pp. 2

Thitiwan Sricharoen

Using PC Regression for Multicollinear Model With Lagged Variable pp. 3

Habib Ahmed Elsayir

Attitude toward Statistic in College Students (An Empirical Study in Public University) pp. 4

Arturo García-Santillán, Francisco Venegas-Martínez, Milka Elena Escalera Chávez and Arturo Córdova-Rangel

On Bayesian prediction of future median generalized order statistics using doubly censored data from type-I generalized logistic model pp. 5

Tahani A. Abushal

Tracking Hedge Fund Performance: A Balanced Sampling Strategy pp. 6

Donatien Tafin Djoko

Volume 1, issue 3, 2012

Disclosure of cheating by statistical methods pp. 1

Gustav Kristensen

Estimation of the period of household interview effect on poverty measurement pp. 2

Rami Kacem and Mohamed Ayadi

Predicting Inflation Rates Of Nigeria Using A Seasonal Box-Jenkins Model pp. 3

Ette Harrison Etuk

A Bayesian Estimation of Stable Distributions pp. 4

Ece Oral and Cenap Erdemir

Modelling Lorenz curve pp. 5

Johan Fellman

Autoregressive Process Parameters Estimation under Non-Classical Error Model pp. 6

S. Ramzani, M. Babanezhad and M.A. Mohseni

Mixed-fractional Models to Credit Risk Pricing pp. 7

Xichao Sun and Litan Yan

Approximation of Stable and Geometric Stable Distribution pp. 8

Hassan Fallahgoul, S. M. Hashemiparast, Young Shin Kim, Svetlozar T. Rachev and Frank Fabozzi

Volume 1, issue 2, 2012

Modeling for Regressing Variables pp. 1

Norzima Zulkifli, Shahryar Sorooshian and Alireza Anvari

Provincial Assessment of Convergence and Migration in Spain pp. 2

Daniela Bunea

Estimation of Gini coefficients using Lorenz curves pp. 3

Johan Fellman

Forecasting of Indian Stock Market by Effective Macro- Economic Factors and Stochastic Model pp. 4

Jyoti Badge

Are External Financial Liberalization and Corruption Control Substitutes in Promoting Growth? Empirical Evidence from MENA Countries pp. 5

Dorsaf Elbir and Mohamed Goaied

A Specification Test for Linear Dynamic Stochastic General Equilibrium Models pp. 6

Kenichi Tamegawa

Forecasting aggregate and disaggregate energy consumption using arima models: A literature survey pp. 7

Samuel Yeboah, Manu Ohene and T.B. Wereko

Two-Step LM Unit Root Tests with Trend-Breaks pp. 8

Junsoo Lee, Mark Strazicich and Ming Meng

Interpretation of the Probabilistic Principal Components Analysis with Anisotropic Gaussian Distribution of Latent Variables pp. 9

Adeleh Vosta, Farhad Yaghmaei and Manoochehr Babanezhad

Inference on Difference of Means of two Log-Normal Distributions. A Generalized Approach pp. 10

K. Abdollahnezhad, M. Babanezhad and A.A. Jafari

Volume 1, issue 1, 2012

Estimation of Parameters in Weighted Generalized Beta Distributions of the Second Kind pp. 1

Yuan Ye, Broderick O. Oluyede and Mavis Pararai

Weighted Generalized Beta Distribution of the Second Kind and Related Distributions pp. 2

Yuan Ye, Broderick O. Oluyede and Mavis Pararai

Reliability modelling for wear out failure period of a single unit system pp. 3

Kirti Arekar, Satish Ailawadi and Rinku Jain

Regime shifts in asymmetric GARCH models assuming heavy-tailed distribution: evidence from GCC stock markets pp. 4

Ajab A. Alfreedi, Zaidi Isa and Abu Hassan

An Application of Control Charts in Manufacturing Industry pp. 5

Muhammad Riaz and Faqir Muhammad

On Non-Gaussian AR(1) Inflation Modeling pp. 6

Werner Hürlimann

Does heavy-tailedness matter in regime shifts and persistence in volatility estimation? Evidence from six GCC economies pp. 7

Ajab A. Alfreedi, Zaidi Isa and Abu Hassan