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  • Search: isPartOf:"Journal of Applied Statistics"
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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 1,481 - 1,490 of 2,474
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Some estimators and tests for accelerated hazards model using weighted cumulative hazard difference
Lee, Seung-Hwan - In: Journal of Applied Statistics 36 (2009) 5, pp. 473-482
For a censored two-sample problem, Chen and Wang [Y.Q. Chen and M.-C. Wang, Analysis of accelerated hazards models, J. Am. Statist. Assoc. 95 (2000), pp. 608-618] introduced the accelerated hazards model. The scale-change parameter in this model characterizes the association of two groups....
Persistent link: https://www.econbiz.de/10004966844
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Modeling lactation curves: classical parametric models re-examined and modified
Bebbington, M.; Lai, C. D.; Zitikis, R. - In: Journal of Applied Statistics 36 (2009) 2, pp. 121-133
A large number of methods for modeling lactation curves have been proposed - parametric and nonparametric, mathematically or biologically oriented. The most popular of these are methods that express the milk yield in terms of time via a parametric nonlinear functional equation. This is intuitive...
Persistent link: https://www.econbiz.de/10005639663
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Robust design of adaptive control charts for manual manufacturing/inspection workstations
Celano, Giovanni - In: Journal of Applied Statistics 36 (2009) 2, pp. 181-203
Often the manufacturing and the inspection workstations in a manufacturing process can coincide: thus, in these workstations the statistical process control (SPC) procedure of collecting sample statistics related to a critical-to-quality parameter is a task required to be done by the same worker...
Persistent link: https://www.econbiz.de/10005639780
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The relationship between unit diversity and perceptions of organizational performance in the military
Brown, Ulysses; Knouse, Stephen; Stewart, James; Beale, Ruby - In: Journal of Applied Statistics 36 (2009) 1, pp. 111-120
Structural equation modeling techniques are used to examine the relationship between demographic diversity and perceptions of organizational performance in military units. Analyzing data from the Military Equal Opportunity Climate Survey reveals higher female and minority representation reduces...
Persistent link: https://www.econbiz.de/10005639850
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Fitting parametric frailty and mixture models under biased sampling
Economou, P.; Caroni, C. - In: Journal of Applied Statistics 36 (2009) 1, pp. 53-66
Biased sampling from an underlying distribution with p.d.f. f(t), t0, implies that observations follow the weighted distribution with p.d.f. fw(t)=w(t)f(t)/E[w(T)] for a known weight function w. In particular, the function w(t)=tα has important applications, including length-biased sampling...
Persistent link: https://www.econbiz.de/10005278861
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A two-phase approach to estimating time-varying parameters in the capital asset pricing model
Su, Yih; Hwang, Jing-Shiang - In: Journal of Applied Statistics 36 (2009) 1, pp. 79-89
Following the development of the economy and the diversification of investment, mutual funds are a popular investment tool nowadays. Choosing excellent targets from hundreds of mutual funds has become more and more crucial to investors. The capital asset pricing model (CAPM) has been widely used...
Persistent link: https://www.econbiz.de/10005279007
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A progressive rise in stomach cancer-related mortality rate during 1970-1995 in Japanese individuals over 85 years of age
Sun, Juan; Ouyang, Xiaohui; Yoshioka, Hidekatsu; Wang, Wenli - In: Journal of Applied Statistics 36 (2009) 11, pp. 1251-1258
A large number of studies have shown a gradual fall in stomach cancer-related mortality rate during the last decade. Here we analyzed the pattern of stomach cancer-related mortality rates in Japanese aged85 years from 1970 to 1995. We used data for the entire population of Japan. The magnitude...
Persistent link: https://www.econbiz.de/10009225317
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Predicting daily highs and lows of exchange rates: a cointegration analysis
He, Angela; Wan, Alan - In: Journal of Applied Statistics 36 (2009) 11, pp. 1191-1204
This article presents empirical evidence that links the daily highs and lows of exchange rates of the US dollar against two other major currencies over a 15 year period. We find that the log high and log low of an exchange rate are cointegrated, and the error correction term is well-approximated...
Persistent link: https://www.econbiz.de/10009225327
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Testing for Mutual Exclusivity
Bradley, Jonathan; Farnsworth, David - In: Journal of Applied Statistics 36 (2009) 11, pp. 1307-1314
A test for two events being mutually exclusive is presented for the case in which there are known rates of misclassification of the events. The test can be utilized in other situations, such as to test whether a set is a subset of another set. In the test, the null value of the probability of...
Persistent link: https://www.econbiz.de/10009225474
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A Bayesian procedure for assessing process performance based on the third-generation capability index
Wu, Chien-Wei; Lin, Tsai-Yu - In: Journal of Applied Statistics 36 (2009) 11, pp. 1205-1223
Capability indices that qualify process potential and process performance are practical tools for successful quality improvement activities and quality program implementation. Most existing methods to assess process capability were derived on the basis of the traditional frequentist point of...
Persistent link: https://www.econbiz.de/10009225531
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