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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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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 1,091 - 1,100 of 2,474
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Do large firms overly use stock-based incentive compensation?
Li, Ming-Yuan Leon; Yu, Shang-En Shine - In: Journal of Applied Statistics 38 (2011) 8, pp. 1591-1606
This study employs the panel threshold model to reexamine the non-monotonic relationship between CEO stock-based compensation and firm earnings across various firm-size conditions. The feasibility of the model is tested using data for US non-financial firms from 1993 to 2005. Our empirical...
Persistent link: https://www.econbiz.de/10009225191
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Influence diagnostics in Birnbaum--Saunders nonlinear regression models
Lemonte, Artur J.; Patriota, Alexandre G. - In: Journal of Applied Statistics 38 (2011) 5, pp. 871-884
We consider the issue of assessing influence of observations in the class of Birnbaum--Saunders nonlinear regression models, which is useful in lifetime data analysis. Our results generalize those in Galea <italic>et al.</italic> [8] which are confined to Birnbaum--Saunders linear regression models. Some...
Persistent link: https://www.econbiz.de/10009225194
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Full Bayesian significance test for extremal distributions
Bernardini, Diego F. de; Rifo, Laura L.R. - In: Journal of Applied Statistics 38 (2011) 4, pp. 851-863
A new Bayesian measure of evidence is used for model choice within the generalized extreme value family of distributions, given an absolutely continuous posterior distribution on the related parametric space. This criterion allows quantitative measurement of evidence of any sharp hypothesis,...
Persistent link: https://www.econbiz.de/10009225195
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Choosing appropriate covariance matrices in a nonparametric analysis of factorials in block designs
Schörgendorfer, A.; Madden, L. V.; Bathke, A. C. - In: Journal of Applied Statistics 38 (2011) 4, pp. 833-850
The standard nonparametric, rank-based approach to the analysis of dependent data from factorial designs is based on an estimated unstructured (UN) variance--covariance matrix, but the large number of variance--covariance terms in many designs can seriously affect test performance. In a...
Persistent link: https://www.econbiz.de/10009225200
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Comparing first hitting time and proportional hazards regression models
Stogiannis, D.; Caroni, C.; Anagnostopoulos, C. E.; … - In: Journal of Applied Statistics 38 (2011) 7, pp. 1483-1492
Cox's widely used semi-parametric proportional hazards (PH) regression model places restrictions on the possible shapes of the hazard function. Models based on the first hitting time (FHT) of a stochastic process are among the alternatives and have the attractive feature of being based on a...
Persistent link: https://www.econbiz.de/10009225202
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Residuals for log-Burr XII regression models in survival analysis
Silva, Giovana O.; Ortega, Edwin M.M.; Paula, Gilberto A. - In: Journal of Applied Statistics 38 (2011) 7, pp. 1435-1445
In this paper, we compare three residuals to assess departures from the error assumptions as well as to detect outlying observations in log-Burr XII regression models with censored observations. These residuals can also be used for the log-logistic regression model, which is a special case of...
Persistent link: https://www.econbiz.de/10009225243
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Analysis of rounded exponential data
Taraldsen, Gunnar - In: Journal of Applied Statistics 38 (2011) 5, pp. 977-986
The problem of inference based on a rounded random sample from the exponential distribution is treated. The main results are given by an explicit expression for the maximum-likelihood estimator, a confidence interval with a guaranteed level of confidence, and a conjugate class of distributions...
Persistent link: https://www.econbiz.de/10009225247
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On an extension of the von Mises distribution due to Batschelet
Pewsey, Arthur; Shimizu, Kunio; Cruz, Rolando de la - In: Journal of Applied Statistics 38 (2011) 5, pp. 1073-1085
This paper considers the three-parameter family of symmetric unimodal circular distributions proposed by Batschelet in [1], an extension of the von Mises distribution containing distributional forms ranging from the highly leptokurtic to the very platykurtic. The family's fundamental properties...
Persistent link: https://www.econbiz.de/10009225249
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Introductory Statistics with R, second edition
Klapper, Jennifer H. - In: Journal of Applied Statistics 38 (2011) 6, pp. 1312-1313
Persistent link: https://www.econbiz.de/10009225250
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Effect of measurement error and autocorrelation on the <italic>X¯</italic> chart
Costa, Antonio F. B.; Castagliola, Philippe - In: Journal of Applied Statistics 38 (2011) 4, pp. 661-673
Measurement error and autocorrelation often exist in quality control applications. Both have an adverse effect on the <italic>X¯</italic> chart's performance. To counteract the undesired effect of autocorrelation, we build-up the samples with non-neighbouring items, according to the time they were produced. To...
Persistent link: https://www.econbiz.de/10009225252
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