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Year of publication
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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Online availability
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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 1,041 - 1,050 of 2,474
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A copula regression model for estimating firm efficiency in the insurance industry
Shi, Peng; Zhang, Wei - In: Journal of Applied Statistics 38 (2011) 10, pp. 2271-2287
This article considers the estimation of insurers' cost-efficiency in a longitudinal context. The current practice ignores the tails of the cost distribution, where the most and least efficient insurers belong to. To address this issue, we propose a copula regression model to estimate insurers'...
Persistent link: https://www.econbiz.de/10009279011
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Analysing data from a cluster randomized trial (cRCT) in primary care: a case study
Walters, Stephen; Morrell, C. Jane; Slade, Pauline - In: Journal of Applied Statistics 38 (2011) 10, pp. 2253-2269
Health technology assessment often requires the evaluation of interventions which are implemented at the level of the health service organization unit (e.g. GP practice) for clusters of individuals. In a cluster randomized controlled trial (cRCT), clusters of patients are randomized; not each...
Persistent link: https://www.econbiz.de/10009279014
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A weighted test of internal symmetry
Smith, Thomas; McKenna, Cornelius - In: Journal of Applied Statistics 38 (2011) 10, pp. 2111-2118
This study examines extensions of McNemar's Test with multinomial responses, and proposes a linear weighting scheme, based on the distance of the response change, that is applied to one of these extensions (Bowker's test). This weighted version of Bowker's test is then appropriate for ordinal...
Persistent link: https://www.econbiz.de/10009279022
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Studying the dependence between ordinal-nominal categorical variables via orthogonal polynomials
Lombardo, Rosaria; Beh, Eric; D'Ambra, Antonello - In: Journal of Applied Statistics 38 (2011) 10, pp. 2119-2132
In situations where the structure of one of the variables of a contingency table is ordered recent theory involving the augmentation of singular vectors and orthogonal polynomials has shown to be applicable for performing symmetric and non-symmetric correspondence analysis. Such an approach has...
Persistent link: https://www.econbiz.de/10009279026
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Features and performance of some outlier detection methods
Barbato, G.; Barini, E. M.; Genta, G.; Levi, R. - In: Journal of Applied Statistics 38 (2011) 10, pp. 2133-2149
A review of several statistical methods that are currently in use for outlier identification is presented, and their performances are compared theoretically for typical statistical distributions of experimental data, considering values derived from the distribution of extreme order statistics as...
Persistent link: https://www.econbiz.de/10009279027
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Multivariate Bayesian discrimination for varietal authentication of Chilean red wine
Gutierrez, Luis; Quintana, Fernando; Baer, Dietrich von; … - In: Journal of Applied Statistics 38 (2011) 10, pp. 2099-2109
The process through which food or beverages is verified as complying with its label description is called food authentication. We propose to treat the authentication process as a classification problem. We consider multivariate observations and propose a multivariate Bayesian classifier that...
Persistent link: https://www.econbiz.de/10009279029
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A permutation test approach to the choice of size k for the nearest neighbors classifier
Lai, Yinglei; Wu, Baolin; Zhao, Hongyu - In: Journal of Applied Statistics 38 (2011) 10, pp. 2289-2302
The k nearest neighbors (k-NN) classifier is one of the most popular methods for statistical pattern recognition and machine learning. In practice, the size k, the number of neighbors used for classification, is usually arbitrarily set to one or some other small numbers, or based on the...
Persistent link: https://www.econbiz.de/10009279030
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Nonlinear models of disability and age applied to census data
Albarran, I.; Alonso, P. J.; Marin, J. M. - In: Journal of Applied Statistics 38 (2011) 10, pp. 2151-2163
It is usually considered that the proportion of handicapped people grows with age. Namely, the older the man/woman, the more the level of disability he/she suffers. However, empirical evidence shows that this assessment is not always true, or at least, it is not true in the Spanish population....
Persistent link: https://www.econbiz.de/10009279031
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A linear model-based test for the heterogeneity of conditional correlations
Wilding, Gregory; Cai, Xueya; Hutson, Alan; Yu, Zhangsheng - In: Journal of Applied Statistics 38 (2011) 10, pp. 2355-2366
Current methods of testing the equality of conditional correlations of bivariate data on a third variable of interest (covariate) are limited due to discretizing of the covariate when it is continuous. In this study, we propose a linear model approach for estimation and hypothesis testing of the...
Persistent link: https://www.econbiz.de/10009279033
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Empirical likelihood ratio with doubly truncated data
Shen, Pao-Sheng - In: Journal of Applied Statistics 38 (2011) 10, pp. 2345-2353
Doubly truncated data appear in a number of applications, including astronomy and survival analysis. For doubly-truncated data, the lifetime T is observable only when U≤T≤V, where U and V are the left-truncated and right-truncated time, respectively. Based on the empirical likelihood...
Persistent link: https://www.econbiz.de/10009279035
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