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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 1,111 - 1,120 of 2,474
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Modern Regression Methods
Ober, Pieter Bastiaan - In: Journal of Applied Statistics 38 (2011) 6, pp. 1315-1315
Persistent link: https://www.econbiz.de/10009225321
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Comparing diagnostic tests with missing data
Poleto, Frederico Z.; Singer, Julio M.; Paulino, Carlos … - In: Journal of Applied Statistics 38 (2011) 6, pp. 1207-1222
When missing data occur in studies designed to compare the accuracy of diagnostic tests, a common, though naive, practice is to base the comparison of sensitivity, specificity, as well as of positive and negative predictive values on some subset of the data that fits into methods implemented in...
Persistent link: https://www.econbiz.de/10009225335
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Likelihood testing populations modeled by autoregressive process subject to the limit of detection in applications to longitudinal biomedical data
Vexler, Albert; Yu, Jihnhee; Hutson, Alan D. - In: Journal of Applied Statistics 38 (2011) 7, pp. 1333-1346
Dependent and often incomplete outcomes are commonly found in longitudinal biomedical studies. We develop a likelihood function, which implements the autoregressive process of outcomes, incorporating the limit of detection problem and the probability of drop-out. The proposed approach...
Persistent link: https://www.econbiz.de/10009225339
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Optimization of a product performance using mixture experiments including process variables
Bello, L.H.A. Dal; Vieira, A. F.C. - In: Journal of Applied Statistics 38 (2011) 8, pp. 1701-1715
This article presents a case study of a chemical compound used in the delay mechanism to start a rocket engine. The compound consists in a three-component mixture. Besides the components proportions, two process variables are considered. The aim of the study is to investigate the mix components...
Persistent link: https://www.econbiz.de/10009225341
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Confidence interval procedures for proportions estimated by group testing with groups of unequal size adjusted for overdispersion
Liu, Shih-Chia; Chiang, Kuo-Szu; Lin, Cheng-Hsiang; … - In: Journal of Applied Statistics 38 (2011) 7, pp. 1467-1482
Group testing is a method of pooling a number of units together and performing a single test on the resulting group. Group testing is an appealing option when few individual units are thought to be infected and the cost of the testing is non-negligible. Overdispersion is the phenomenon of having...
Persistent link: https://www.econbiz.de/10009225342
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Synthetic CDOs modelling, valuation and risk management
Hamidieh, Kam - In: Journal of Applied Statistics 38 (2011) 8, pp. 1745-1746
Persistent link: https://www.econbiz.de/10009225349
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A modified bootstrap procedure for cluster sampling variance estimation of species richness
Magnussen, Steen; McRoberts, Ron - In: Journal of Applied Statistics 38 (2011) 6, pp. 1223-1238
Variance estimators for probability sample-based predictions of species richness (<italic>S</italic>) are typically conditional on the sample (expected variance). In practical applications, sample sizes are typically small, and the variance of input parameters to a richness estimator should not be ignored. We...
Persistent link: https://www.econbiz.de/10009225352
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Bivariate transition model for analysing ordinal and nominal categorical responses: an application to the Labour Force Survey data
Ghahroodi, Z. Rezaei; Ganjali, M.; Harandi, F.; Berridge, D. - In: Journal of Applied Statistics 38 (2011) 4, pp. 817-832
In many panel studies, bivariate ordinal--nominal responses are measured and the aim is to investigate the effects of explanatory variables on these responses. A regression analysis for these types of data must allow for the correlation among responses of the same individual. To analyse such...
Persistent link: https://www.econbiz.de/10009225354
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Time Series Analysis with Applications in R, Second edition
Pemberton, John - In: Journal of Applied Statistics 38 (2011) 6, pp. 1311-1312
Persistent link: https://www.econbiz.de/10009225358
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Bootstrap study of parameter estimates for nonlinear Richards growth model through genetic algorithm
Ghosh, Himadri; Iquebal, M. A.; Prajneshu - In: Journal of Applied Statistics 38 (2011) 3, pp. 491-500
Richards nonlinear growth model, which is a generalization of the well-known logistic and Gompertz models, generally provides a realistic description of many phenomena. However, this model is very rarely used as it is extremely difficult to fit it by employing nonlinear estimation procedures. To...
Persistent link: https://www.econbiz.de/10009225359
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