Statistical Models Commons^™

Exchange Rate Volatility In Nigeria: Consistency, Persistency & Severity Analyses, Babatunde Adeoye, Akinwande A. Atanda

CBN Journal of Applied Statistics (JAS)

The adoption of the International Monetary Fund (IMF) Structural Adjustment Programme (SAP) in 1986 resulted in the transition from fixed exchange rate regime to floating exchange rate regime in Nigeria. Ever since, the exchange rate of naira vis-à-vis the U.S dollar has attained varying rates all through different time horizons. On this basis, this study examines the consistency, persistency, and severity (degree) of volatility in exchange rate of Nigerian currency (naira) vis-a-vis the United State dollar using monthly time series data from 1986 to 2008. The standard Purchasing Power Parity (PPP) model was used to analyze the long-run consistency of …

Foreign Private Investment And Economic Growth In Nigeria: A Cointegrated Var And Granger Causality Analysis, F. Z. Abdullahi, S. Ladan, Haruna R. Bakari

CBN Journal of Applied Statistics (JAS)

This research uses a cointegration VAR model to study the contemporaneous long-run dynamics of the impact of Foreign Private Investment (FPI), Interest Rate (INR) and Inflation rate (IFR) on Growth Domestic Products (GDP) in Nigeria for the period January 1970 to December 2009. The Unit Root Test suggests that all the variables are integrated of order 1. The VAR model was appropriately identified using AIC information criteria and the VECM model has exactly one cointegration relation. The study further investigates the causal relationship using the Granger causality analysis of VECM which indicates a uni-directional causality relationship between GDP and FDI …

Banking Sector Credit And Economic Growth In Nigeria: An Empirical Investigation, Aniekan O. Akpansung, Sikiru J. Babalola

CBN Journal of Applied Statistics (JAS)

The paper examines the relationship between banking sector credit and economic growth in Nigeria over the period 1970-2008. The causal links between the pairs of variables of interest were established using Granger causality test while a Two-Stage Least Squares (TSLS) estimation technique was used for the regression models. The results of Granger causality test show evidence of unidirectional causal relationship from GDP to private sector credit (PSC) and from industrial production index (IND) to GDP. Estimated regression models indicate that private sector credit impacts positively on economic growth over the period of coverage in this study. However, lending (interest) rate …

Configuration As A Source Of Information, Joseph W. Houpt, Robert D. Hawkins, Ami Eidels, James T. Townsend, Michael J. Wenger

Psychology Faculty Publications

No abstract provided.

Fundamental Properties Of Simple Emergent Feature Processing, Robert D. Hawkins, Joseph W. Houpt, Ami Eidels, James T. Townsend, Michael J. Wenger

Psychology Faculty Publications

No abstract provided.

Cagan Type Rational Expectations Model On Time Scales With Their Applications To Economics, Funda Ekiz

Masters Theses & Specialist Projects

Rational expectations provide people or economic agents making future decision with available information and past experiences. The first approach to the idea of rational expectations was given approximately fifty years ago by John F. Muth. Many models in economics have been studied using the rational expectations idea. The most familiar one among them is the rational expectations version of the Cagans hyperination model where the expectation for tomorrow is formed using all the information available today. This model was reinterpreted by Thomas J. Sargent and Neil Wallace in 1973. After that time, many solution techniques were suggested to solve the …

Market Structure Of Port Clusters And Analysis On The Number Of Effective Competitors, Ruoqi Qian

World Maritime University Dissertations

No abstract provided.

Research On The Impact Of Container Freight Derivatives On Shipping, Zhenle Shen

World Maritime University Dissertations

No abstract provided.

Process Optimization In Freight Forwarding Industry, Xiaohua Shi

World Maritime University Dissertations

No abstract provided.

An Investigation Of Shipping Derivatives Based On Risk Evaluation, Sheng Yang

World Maritime University Dissertations

No abstract provided.

General Recognition Theory Extended To Include Response Times: Predictions For A Class Of Parallel Systems, Joseph W. Houpt, James T. Townsend, Noah H. Silbert

Psychology Faculty Publications

No abstract provided.

A Statistical Test For The Capacity Coefficient, Joseph W. Houpt, James T. Townsend

Psychology Faculty Publications

No abstract provided.

From Deep Space 9 To The Gamma Quadrant!, James T. Townsend, Joseph W. Houpt

Psychology Faculty Publications

No abstract provided.

An Extension Of Sic Predictions To The Wiener Coactive Model, Joseph W. Houpt, James T. Townsend

Psychology Faculty Publications

The survivor interaction contrasts (SIC) is a powerful measure for distinguishing among candidate models of human information processing. One class of models to which SIC analysis can apply are the coactive, or channel summation, models of human information processing. In general, parametric forms of coactive models assume that responses are made based on the first passage time across a fixed threshold of a sum of stochastic processes. Previous work has shown that the SIC for a coactive model based on the sum of Poisson processes has a distinctive down--up--down form, with an early negative region that is smaller than the …

A New Perspective On Visual Word Processing Efficiency, Joseph W. Houpt, James T. Townsend

Psychology Faculty Publications

No abstract provided.

Nice Guys Finish Fast And Bad Guys Finish Last: Facilitatory Vs. Inhibitory Interaction In Parallel Systems, Ami Eidels, Joseph W. Houpt, Nicholas Altieri, Lei Pei, James T. Townsend

Psychology Faculty Publications

Systems Factorial Technology is a powerful framework for investigating the fundamental properties of human information processing such as architecture (i.e., serial or parallel processing) and capacity (how processing efficiency is affected by increased workload). The Survivor Interaction Contrast (SIC) and the Capacity Coefficient are effective measures in determining these underlying properties, based on response-time data. Each of the different architectures, under the assumption of independent processing, predicts a specific form of the SIC along with some range of capacity. In this study, we explored SIC predictions of discrete-state (Markov process) and continuous-state (Linear Dynamic) models that allow for certain types …

Effects Of Acculturation On Hiv/Aids Sexual Risk Behaviors Among Asian And Pacific Islander (Api) Women, Margaret Cabotage Salud

Loma Linda University Electronic Theses, Dissertations & Projects

Background. In the US women are the fastest growing group for sexually transmitted infections (STIs), including HIV and AIDS. In addition, the estimated AIDS cases among female adults and adolescents, aged 13-19, increased from 7% in 1985 to approximately 26% in 2002. Most infections occur by heterosexual transmission with 53% occurring through contact with a high-risk sexual partner. While overall HIV/AIDS rates in the Asian Pacific Islander (API) community remain low, they are rising and HIV testing rates, one of the major prevention strategies for HIV, are lower than that of other populations. Furthermore, very little is known about APIs …

Addressing The Problem Of Non-Response And Response Bias, Fabian C. Okafor

CBN Journal of Applied Statistics (JAS)

Survey planners and analysts in Nigeria have devoted much more attention to sampling errors at the expense of nonsampling errors (non-response and response errors). Sampling error is the degree to which the sample estimate differs from the average value of the characteristic due to chance. The present discussion will be centered on non-sampling error, which may present serious deficiencies in the statistics and render the survey useless. According to Platek and Gray (1986), “Non-response has been generally recognized as important measure of the quality of data since it affects the estimates by introducing a possible bias in the estimates and …

Geographic Factors Of Residential Burglaries - A Case Study In Nashville, Tennessee, Jonathan A. Hall

Masters Theses & Specialist Projects

This study examines geographic patterns and geographic factors of residential burglary at the Nashville, TN area for a twenty year period at five year interval starting in 1988. The purpose of this study is to identify what geographic factors have impacted on residential burglary rates, and if there were changes in the geographic patterns of residential burglary over the study period. Several criminological theories guide this study, with the most prominent being Social Disorganization Theory and Routine Activities Theory. Both of these theories focus on the relationships of place and crime. A number of spatial analysis methods are hence adopted …

The Statistical Properties Of The Survivor Interaction Contrast, Joseph W. Houpt, James T. Townsend

Psychology Faculty Publications

The Survivor Interaction Contrast (SIC) is a powerful tool for assessing the architecture and stopping rule of a model of mental processes. Despite its demonstrated utility, the methodology has lacked a method for statistical testing until now. In this paper we briefly describe the SIC then develop some basic statistical properties of the measure. These developments lead to a statistical test for rejecting certain classes of models based on the SIC. We verify these tests using simulated data, then demonstrate their use on data from a simple cognitive task.

Veterans Of The 1st Persian Gulf War: A Study Of Medically Unexplained Symptom Models, Alexis H. Collins

Loma Linda University Electronic Theses, Dissertations & Projects

In 1990-1991, shortly after the Persian Gulf War, a number of veterans began complaining about a wide range of symptoms, the most common of which were; fatigue, headache, sleep disturbance, low mood, and memory loss. These symptoms were similar to those experienced by individuals with Medically Unexplained Illnesses such as Chronic Fatigue Syndrome, Fibromyalgia, Irritable Bowel Syndrome, Multiple Chemical Sensitivity, and Somatoform Disorders. Utilizing structural equation modeling and data gathered from the Gulf War Veterans Health Questionnaire, this study attempted to determine whether symptoms experienced by veterans were best explained as individual items, discrete illnesses, or as a conglomeration of …

Software Internationalization: A Framework Validated Against Industry Requirements For Computer Science And Software Engineering Programs, John Huân Vũ

Master's Theses

View John Huân Vũ's thesis presentation at http://youtu.be/y3bzNmkTr-c.

In 2001, the ACM and IEEE Computing Curriculum stated that it was necessary to address "the need to develop implementation models that are international in scope and could be practiced in universities around the world." With increasing connectivity through the internet, the move towards a global economy and growing use of technology places software internationalization as a more important concern for developers. However, there has been a "clear shortage in terms of numbers of trained persons applying for entry-level positions" in this area. Eric Brechner, Director of Microsoft Development Training, suggested …

The Location Decisions Of Foreign Investors In China: Untangling The Effect Of Wages Using A Control Function Approach, Xuepeng Liu, Mary E. Lovely, Jan Ondrich

Faculty Articles

There is almost no support for the proposition that capital is attracted to low wages from firm-level studies. We examine the location choices of 2,884 firms investing in China between 1993 and 1996 to offer two main contributions. First, we find that the location of labor-intensive activities is highly elastic to provincial wage differences. Generally, investors' wage sensitivity declines as the skill intensity of the industry increases. Second, we find that unobserved location-specific attributes exert a downward bias on estimated wage sensitivity. Using a control function approach, we estimate a downward bias of 50% to 90% in wage coefficients estimated …

Anomalous Diffusion In Trading Models., Sidiq Mohamad Khidzir

Student Works (2010-2019)

Econophysics is an interdisciplinary research field applying the mathematical methods of statistical physics to economics and finance. It emphasizes quantitative analysis of large amounts of economic and financial data as oppose to the more philosophical approach of political economics. A popular topic studied in econophysics is the distribution of wealth.Many models have been proposed to explain the trading dynamics [12,13] leading to the distribution of wealth universally observed in many countries. A more recent topic in econophysics is the movement of money studied by Brockmann in [19,20]. In this work, we are interested in studying the relation between the distribution …

A New Perspective On Visual Word Processing Efficiency, Joseph W. Houpt, James T. Townsend

Psychology Faculty Publications

As a fundamental part of our daily lives, visual word processing has received much attention in the psychological literature. Despite the well established perceptual advantages of word and pseudoword context using accuracy, a comparable effect using response times has been elusive. Some researchers continue to question whether the advantage due to word context is perceptual. We use the capacity coefficient, a well established, response time based measure of efficiency to provide evidence of word processing as a particularly efficient perceptual process to complement those results from the accuracy domain.

A Study On Opmtimizing The Cold Chain Logistic System In China, Huizhong Chen

World Maritime University Dissertations

No abstract provided.

The Research On Optimization Of Liner Route Between China To Middle East, Tingyi Chen

World Maritime University Dissertations

No abstract provided.

Research On Value-At-Risk In International Crude Oil Shipping Market, Xiaoyin Cui

World Maritime University Dissertations

No abstract provided.

Research On Decision-Making On Take-Back Models In Reverse Logistics For End-Of-Life Electronic Products, Yiwei Wang

World Maritime University Dissertations

No abstract provided.

Using Decision Analytic Modelling To Simulate Pregnancy, Jeffrey Cannon

Theses : Honours

Decision analytic modelling enables decision makers to assess the cost-effectiveness associated with a proposed change in a cunent system without physically implementing the changes. This can be achieved by formulating a mathematical model that represents all the major events occuning in the system through fmmulas and algorithms, and estimating the likely outcomes along with their costs. This type of modelling has been identified by the State Health Research Advisory Council (SHRAC) of the Western Australian Depmiment of Health as an asset for the plmming of health care investments in the future. One such area in which the Western Australian Department …