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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 1,501 - 1,510 of 2,474
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An improved randomized response model: estimation of mean
Gjestvang, Christopher; Singh, Sarjinder - In: Journal of Applied Statistics 36 (2009) 12, pp. 1361-1367
In this paper, we suggest a new randomized response model useful for collecting information on quantitative sensitive variables such as drug use and income. The resultant estimator has been found to be better than the usual additive randomized response model. An interesting feature of the...
Persistent link: https://www.econbiz.de/10008582917
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A comparison of robust alternatives to Hotelling's T2 control chart
Alfaro, J. L.; Ortega, J. Fco. - In: Journal of Applied Statistics 36 (2009) 12, pp. 1385-1396
Control charts are one of the widest used techniques in statistical process control. In Phase I, historical observations are analysed in order to construct a control chart. Because of the existence of multiple outliers that are undetected by control charts such as Hotelling's T2 due to the...
Persistent link: https://www.econbiz.de/10008582919
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Employment status and education/employment relationship of PhD graduates from the University of Ferrara
Giancristofaro, Rosa Arboretti; Bonnini, Stefano; … - In: Journal of Applied Statistics 36 (2009) 12, pp. 1329-1344
Two sample surveys of Post-Docs were planned and carried out at the University of Ferrara in 2004 and 2007 aimed at determining the professional status of Post-Docs, the relationship between their PhD education and employment, and their satisfaction with certain aspects of the education and...
Persistent link: https://www.econbiz.de/10008582920
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Testing for zero-inflation in count series: application to occupational health
Zhao, Y.; Lee, A. H.; Burke, V.; Yau, K. K. W. - In: Journal of Applied Statistics 36 (2009) 12, pp. 1353-1359
Count data series with extra zeros relative to a Poisson distribution are common in many biomedical applications. A score test is presented to assess whether the zero-inflation problem is significant to warrant the analysis by the more complex zero-inflated Poisson autoregression model. The...
Persistent link: https://www.econbiz.de/10008582923
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Analysis of robust design experiments with time-dependent ordinal response characteristics: a quality improvement study from the horticulture industry
Parsons, N. R.; Gilmour, S. G.; Edmondson, R. N. - In: Journal of Applied Statistics 36 (2009) 9, pp. 1037-1054
An approach to the analysis of time-dependent ordinal quality score data from robust design experiments is developed and applied to an experiment from commercial horticultural research, using concepts of product robustness and longevity that are familiar to analysts in engineering research. A...
Persistent link: https://www.econbiz.de/10008466705
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Semiparametric shape-invariant models for periodic data
Hurtgen, Holger; Gervini, Daniel - In: Journal of Applied Statistics 36 (2009) 10, pp. 1055-1065
This article presents a novel shape-invariant modeling approach to quasi-periodic data. We propose a dynamic semiparametric method that estimates the common cycle shape in a nonparametric way and the individual phase and amplitude variability in a parametric way. An efficient algorithm to...
Persistent link: https://www.econbiz.de/10008466706
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Testing for violations of the homogeneity needed for conditional logistic regression
Rieger, R. H.; Weinberg, C. R. - In: Journal of Applied Statistics 36 (2009) 10, pp. 1147-1157
In epidemiologic studies where the outcome is binary, the data often arise as clusters, as when siblings, friends or neighbors are used as matched controls in a case-control study. Conditional logistic regression (CLR) is typically used for such studies to estimate the odds ratio for an exposure...
Persistent link: https://www.econbiz.de/10008466708
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Hierarchical Bayesian meta-analysis models for cross-platform microarray studies
Conlon, E. M.; Postier, B. L.; Methe, B. A.; Nevin, K. P.; … - In: Journal of Applied Statistics 36 (2009) 10, pp. 1067-1085
The development of new technologies to measure gene expression has been calling for statistical methods to integrate findings across multiple-platform studies. A common goal of microarray analysis is to identify genes with differential expression between two conditions, such as treatment versus...
Persistent link: https://www.econbiz.de/10008466709
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Comparison of non-parametric and semi-parametric tests in detecting long memory
Boutahar, Mohamed - In: Journal of Applied Statistics 36 (2009) 9, pp. 945-972
The first two stages in modelling times series are hypothesis testing and estimation. For long memory time series, the second stage was studied in the paper published in [M. Boutahar et al., Estimation methods of the long memory parameter: monte Carlo analysis and application, J. Appl. Statist....
Persistent link: https://www.econbiz.de/10008466710
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On estimating the distribution of data envelopment analysis efficiency scores: an application to nursing homes' care planning process
Gajewski, B. J.; Lee, R.; Bott, M.; Piamjariyakul, U.; … - In: Journal of Applied Statistics 36 (2009) 9, pp. 933-944
Data envelopment analysis (DEA) is a deterministic econometric model for calculating efficiency by using data from an observed set of decision-making units (DMUs). We propose a method for calculating the distribution of efficiency scores. Our framework relies on estimating data from an...
Persistent link: https://www.econbiz.de/10008466713
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