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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 1,361 - 1,370 of 2,474
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A statistical algorithm for detecting cognitive plateaus in Alzheimer's disease
An, Hyonggin; Little, Roderick; Bozoki, Andrea - In: Journal of Applied Statistics 37 (2010) 5, pp. 779-789
Repeated neuropsychological measurements, such as mini-mental state examination (MMSE) scores, are frequently used in Alzheimer's disease (AD) research to study change in cognitive function of AD patients. A question of interest among dementia researchers is whether some AD patients exhibit...
Persistent link: https://www.econbiz.de/10008674936
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On implementation of the Gibbs sampler for estimating the accuracy of multiple diagnostic tests
Principato, Fabio; Vullo, Angela; Matranga, Domenica - In: Journal of Applied Statistics 37 (2010) 8, pp. 1335-1354
Implementation of the Gibbs sampler for estimating the accuracy of multiple binary diagnostic tests in one population has been investigated. This method, proposed by Joseph, Gyorkos and Coupal, makes use of a Bayesian approach and is used in the absence of a gold standard to estimate the...
Persistent link: https://www.econbiz.de/10008674937
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Regularity in individual shopping trips: implications for duration models in marketing
Bijwaard, Govert - In: Journal of Applied Statistics 37 (2010) 11, pp. 1931-1945
Most models for purchase-timing behavior of households do not take into account that many households have regular and non-shopping days. We propose a statistical model for purchase timing that exploits information on the shopping days of households. The model is formulated in a counting process...
Persistent link: https://www.econbiz.de/10008674938
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Identification of multiple influential observations in logistic regression
Nurunnabi, A. A. M.; Imon, A.H.M. Rahmatullah; Nasser, M. - In: Journal of Applied Statistics 37 (2010) 10, pp. 1605-1624
The identification of influential observations in logistic regression has drawn a great deal of attention in recent years. Most of the available techniques like Cook's distance and difference of fits (DFFITS) are based on single-case deletion. But there is evidence that these techniques suffer...
Persistent link: https://www.econbiz.de/10008674939
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Testing for varying zero-inflation and dispersion in generalized Poisson regression models
Xie, Feng-Chang; Lin, Jin-Guan; Wei, Bo-Cheng - In: Journal of Applied Statistics 37 (2010) 9, pp. 1509-1522
Homogeneity of dispersion parameters and zero-inflation parameters is a standard assumption in zero-inflated generalized Poisson regression (ZIGPR) models. However, this assumption may be not appropriate in some situations. This work develops a score test for varying dispersion and/or...
Persistent link: https://www.econbiz.de/10008674940
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Latent class piecewise linear trajectory modelling for short-term cognition responses after chemotherapy for breast cancer patients
Rolfe, M. I.; Mengersen, K.; Beadle, G.; Vearncombe, K.; … - In: Journal of Applied Statistics 37 (2010) 5, pp. 725-738
This paper investigates the impact of chemotherapy on cognitive function of breast cancer patients and whether this response is homogeneous for all patients. Latent class piecewise linear trajectory (growth) models were employed to describe changes and identify subgroups in three Auditory Verbal...
Persistent link: https://www.econbiz.de/10008674942
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Competing risks, left truncation and late entry effect in A-bomb survivors cohort
Anzures-Cabrera, J.; Hutton, J. L. - In: Journal of Applied Statistics 37 (2010) 5, pp. 821-831
The cohort under study comprises A-bomb survivors residing in Hiroshima Prefecture since 1968. After this year, thousands of survivors were newly recognized every year. The aim of this study is to determine whether the survival experience of the late entrants to the cohort is significantly...
Persistent link: https://www.econbiz.de/10008674943
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The Sichel model and the mixing and truncation order
Puig, Xavier; Ginebra, Josep; Font, Marti - In: Journal of Applied Statistics 37 (2010) 9, pp. 1585-1603
The analysis of word frequency count data can be very useful in authorship attribution problems. Zero-truncated generalized inverse Gaussian-Poisson mixture models are very helpful in the analysis of these kinds of data because their model-mixing density estimates can be used as estimates of the...
Persistent link: https://www.econbiz.de/10008674944
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Random effects regression models for count data with excess zeros in caries research
Todem, D.; Zhang, Y.; Ismail, A.; Sohn, W. - In: Journal of Applied Statistics 37 (2010) 10, pp. 1661-1679
We extend the family of Poisson and negative binomial models to derive the joint distribution of clustered count outcomes with extra zeros. Two random effects models are formulated. The first model assumes a shared random effects term between the conditional probability of perfect zeros and the...
Persistent link: https://www.econbiz.de/10008674945
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Analysis and modelling of wind speed in New York
Benth, Jurate Saltyte; Benth, Fred Espen - In: Journal of Applied Statistics 37 (2010) 6, pp. 893-909
In this paper we propose an ARMA time-series model for the wind speed at a single spatial location, and estimate it on in-sample data recorded in three different wind farm regions in New York state. The data have a three-hour granularity, but based on applications to financial wind derivatives...
Persistent link: https://www.econbiz.de/10008674946
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