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Subject
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Nigeria 186 Cointegration 49 Exchange rate 48 Estimation 44 Schätzung 43 Volatility 41 Wechselkurs 38 Economic growth 37 Kointegration 36 Monetary policy 35 Inflation 34 Geldpolitik 33 Theorie 33 Theory 33 Wirtschaftswachstum 32 Volatilität 30 Börsenkurs 24 Share price 24 Time series analysis 23 Zeitreihenanalyse 23 ARCH model 22 ARCH-Modell 22 Aktienmarkt 20 Stock market 20 GARCH 19 Economic Growth 18 Estimation theory 17 Interest rate 17 Schätztheorie 17 VAR model 17 VAR-Modell 17 ARDL 16 Zins 15 Asymmetry 14 Forecasting model 14 Kaufkraftparität 14 Monetary Policy 14 Prognoseverfahren 14 Purchasing power parity 14 Structural break 14
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Undetermined 2,046 Free 428
Type of publication
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Article 2,474
Type of publication (narrower categories)
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Article 214 Article in journal 214 Aufsatz in Zeitschrift 214
Language
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Undetermined 2,046 English 428
Author
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Doguwa, Sani I. 26 Omotosho, Babatunde S. 26 Bawa, Sani 16 Atoi, Ngozi V. 14 Balamurali, S. 13 Bada, Abiodun S. 12 Bassey, Kufre J. 12 Yaya, OlaOluwa S. 12 Abdullahi, Ismaila S. 10 Mardia, K. V. 10 Olowofeso, Olorunsola E. 10 Tumala, Mohammed M. 10 Shukur, Ghazi 9 Chen, Chung-Ho 8 Essien, Sunday N. 8 Govindaraju, K. 8 Hutson, Alan 8 Koukouvinos, C. 8 Molenberghs, Geert 8 Yaaba, Baba N. 8 Achcar, Jorge Alberto 7 Aslam, Muhammad 7 Bolfarine, Heleno 7 Galea, Manuel 7 Ganjali, M. 7 Ghosh, D. K. 7 Guo, Jiin-Huarng 7 Huang, Yangxin 7 Ober, Pieter Bastiaan 7 Oh, Man-Suk 7 Adejo, Valli T. 6 Adeleke, Abiola O. 6 Ajibola, Isaiah O. 6 Ajibola, Olufemi I. 6 Alade, Sarah O. 6 Asemota, Omorogbe J. 6 Bakouch, Hassan S. 6 Chou, Chao-Yu 6 Dialsingh, Isaac 6 Dzaan, Kumafan S. 6
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Institution
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Central Bank of Nigeria / International Investment Statistics Office 1
Published in...
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Journal of Applied Statistics 2,046 CBN Journal of Applied Statistics 214 CBN journal of applied statistics 214
Source
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RePEc 2,046 ECONIS (ZBW) 214 EconStor 214
Showing 1,001 - 1,010 of 2,474
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Experimentation order in factorial designs: new findings
Correa, Alexander A.; Grima, Pere; Tort-Martorell, Xavier - In: Journal of Applied Statistics 39 (2012) 7, pp. 1577-1591
Under some very reasonable hypotheses, it becomes evident that randomizing the run order of a factorial experiment does not always neutralize the effect of undesirable factors. Yet, these factors do have an influence on the response, depending on the order in which the experiments are conducted....
Persistent link: https://www.econbiz.de/10010624170
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Robust methods for detecting familial aggregation of a quantitative trait in matched case--control family studies
Wang, Jiun-Yi; Chen, Li-Ching; Lin, Hui-Min - In: Journal of Applied Statistics 39 (2012) 10, pp. 2097-2111
Assessing familial aggregation of a disease or its underlying quantitative traits is often undertaken as the first step in the investigation of possible genetic causes. When some major confounding variables are known and difficult to be quantified, the matched case--control family design...
Persistent link: https://www.econbiz.de/10010624171
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Statistical analysis of an endemic disease from a capture--recapture experiment
Wei, Yinghui; Neal, Peter; Telfer, Sandra; Begon, Mike - In: Journal of Applied Statistics 39 (2012) 12, pp. 2759-2773
There are a number of statistical techniques for analysing epidemic outbreaks. However, many diseases are endemic within populations and the analysis of such diseases is complicated by changing population demography. Motivated by the spread of cowpox amongst rodent populations, a combined...
Persistent link: https://www.econbiz.de/10010624172
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Comparison of three-dimensional profiles over time
Donald, Margaret R.; Strickland, Chris; Alston, Clair L.; … - In: Journal of Applied Statistics 39 (2012) 7, pp. 1455-1474
In this paper, we describe an analysis for data collected on a three-dimensional spatial lattice with treatments applied at the horizontal lattice points. Spatial correlation is accounted for using a conditional autoregressive model. Observations are defined as neighbours only if they are at the...
Persistent link: https://www.econbiz.de/10010624173
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Many-to-one comparison of nonlinear growth curves for Washington's Red Delicious apple
Dasgupta, Nairanjana; Shaffer, Monte J. - In: Journal of Applied Statistics 39 (2012) 8, pp. 1781-1795
In this article, we are interested in comparing growth curves for the Red Delicious apple in several locations to that of a reference site. Although such multiple comparisons are common for linear models, statistical techniques for nonlinear models are not prolific. We theoretically derive a...
Persistent link: https://www.econbiz.de/10010624175
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A wavelet-based time-varying autoregressive model for non-stationary and irregular time series
Salcedo, G. E.; Porto, R. F.; Roa, S. Y.; Momo, F. R. - In: Journal of Applied Statistics 39 (2012) 11, pp. 2313-2325
In this work we propose an autoregressive model with parameters varying in time applied to irregularly spaced non-stationary time series. We expand all the functional parameters in a wavelet basis and estimate the coefficients by least squares after truncation at a suitable resolution level. We...
Persistent link: https://www.econbiz.de/10010624177
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Comparing two dependent groups via quantiles
Wilcox, Rand R.; Erceg-Hurn, David M. - In: Journal of Applied Statistics 39 (2012) 12, pp. 2655-2664
This paper considers two general ways dependent groups might be compared based on quantiles. The first compares the quantiles of the marginal distributions. The second focuses on the lower and upper quantiles of the usual difference scores. Methods for comparing quantiles have been derived that...
Persistent link: https://www.econbiz.de/10010624178
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Variable selection in joint mean and variance models of Box--Cox transformation
Wu, Liu-Cang; Zhang, Zhong-Zhan; Xu, Deng-Ke - In: Journal of Applied Statistics 39 (2012) 12, pp. 2543-2555
In many applications, a single Box--Cox transformation cannot necessarily produce the normality, constancy of variance and linearity of systematic effects. In this paper, by establishing a heterogeneous linear regression model for the Box--Cox transformed response, we propose a hybrid strategy,...
Persistent link: https://www.econbiz.de/10010624179
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A joint marginalized multilevel model for longitudinal outcomes
Iddi, Samuel; Molenberghs, Geert - In: Journal of Applied Statistics 39 (2012) 11, pp. 2413-2430
The shared-parameter model and its so-called hierarchical or random-effects extension are widely used joint modeling approaches for a combination of longitudinal continuous, binary, count, missing, and survival outcomes that naturally occurs in many clinical and other studies. A random effect is...
Persistent link: https://www.econbiz.de/10010624180
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A new per-field classification method using mixture discriminant analysis
Çalış, Nazif; Erol, Hamza - In: Journal of Applied Statistics 39 (2012) 10, pp. 2129-2140
In this study, a new per-field classification method is proposed for supervised classification of remotely sensed multispectral image data of an agricultural area using Gaussian mixture discriminant analysis (MDA). For the proposed per-field classification method, multivariate Gaussian mixture...
Persistent link: https://www.econbiz.de/10010624181
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