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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 1,561 - 1,570 of 2,474
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Screening opportunity bias in case-control studies of cancer screening
Duffy, Stephen; Olsen, Anne-Helene; Gabe, Rhian; Tabar, … - In: Journal of Applied Statistics 35 (2008) 5, pp. 537-546
In case-control evaluations of cancer screening, subjects who have died from the cancer in question (cases) are compared with those who have not (controls) with respect to screening histories. This method is subject to a rather subtle bias, among others, whereby the cases have greater...
Persistent link: https://www.econbiz.de/10005495223
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Statistical modeling of enamel rater value data
Isogai, Takafumi; Uchida, Hiroaki; Miyama, Susumu; … - In: Journal of Applied Statistics 35 (2008) 5, pp. 515-535
Enamel rater value (shortly, ERV) of a quick stress test is usually used to evaluate the integrity of an organic coating for the inside of an aluminum (denoted by Al shortly) can. A large positive value of ERV is supposed to indicate the degree of imperfect coating coverage, i.e. the size of an...
Persistent link: https://www.econbiz.de/10005495233
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Measures of fit in principal component and canonical variate analyses
Gardner-Lubbe, Sugnet; Roux, Niël Le; Gowers, John - In: Journal of Applied Statistics 35 (2008) 9, pp. 947-965
Treating principal component analysis (PCA) and canonical variate analysis (CVA) as methods for approximating tables, we develop measures, collectively termed predictivity, that assess the quality of fit independently for each variable and for all dimensionalities. We illustrate their use with...
Persistent link: https://www.econbiz.de/10005495257
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Test and prediction in factorial models with independent variance estimates
Mark, Sigyn; Holm, Sture - In: Journal of Applied Statistics 35 (2008) 7, pp. 773-782
The multiple inference character of several tests in the same application is usually taken into consideration by requiring that the tests have a multiple level of significance. Also, a prediction problem in an application with several possible predictor variables requires that the multiple...
Persistent link: https://www.econbiz.de/10005495269
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Computation aspects of the parameter estimates of linear mixed effects model in multivariate repeated measures set-up
Roy, Anuradha - In: Journal of Applied Statistics 35 (2008) 3, pp. 307-320
The number of parameters mushrooms in a linear mixed effects (LME) model in the case of multivariate repeated measures data. Computation of these parameters is a real problem with the increase in the number of response variables or with the increase in the number of time points. The problem...
Persistent link: https://www.econbiz.de/10005495290
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Impact study of volatility modelling of Bangladesh stock index using non-normal density
Rahman, Md. Mostafizur; Zhu, Jian-Ping; Rahman, M. Sayedur - In: Journal of Applied Statistics 35 (2008) 11, pp. 1277-1292
This article examines a wide variety of popular volatility models for stock index return, including the random walk (RW), autoregressive, generalized autoregressive conditional heteroscedasticity (GARCH), and asymmetric GARCH models with normal and non-normal (Student's t and generalized error)...
Persistent link: https://www.econbiz.de/10005495292
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Adaptive bootstrap tests and its competitors in the c-sample scale problem
Buning, Herbert; Rietz, Michael - In: Journal of Applied Statistics 35 (2008) 8, pp. 853-866
This paper deals with a study of different types of tests for the two-sided c-sample scale problem. We consider the classical parametric test of Bartlett [M.S. Bartlett, Properties of sufficiency and statistical tests, Proc. R. Stat. Soc. Ser. A. 160 (1937), pp. 268-282] several nonparametric...
Persistent link: https://www.econbiz.de/10005495304
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Simultaneous variable selection and outlier identification in linear regression using the mean-shift outlier model
Kim, Sung-Soo; Park, Sung; Krzanowski, W. J. - In: Journal of Applied Statistics 35 (2008) 3, pp. 283-291
We provide a method for simultaneous variable selection and outlier identification using the mean-shift outlier model. The procedure consists of two steps: the first step is to identify potential outliers, and the second step is to perform all possible subset regressions for the mean-shift...
Persistent link: https://www.econbiz.de/10005495314
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Some robust parameter designs from orthogonal arrays
Angelopoulos, P.; Koukouvinos, C. - In: Journal of Applied Statistics 35 (2008) 12, pp. 1399-1408
Robust parameter design, originally proposed by Taguchi [System of Experimental Design, Vols. I and II, UNIPUB, New York, 1987], is an offline production technique for reducing variation and improving a product's quality by using product arrays. However, the use of the product arrays results in...
Persistent link: https://www.econbiz.de/10005495318
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On adaptive linear regression
Maity, Arnab; Sherman, Michael - In: Journal of Applied Statistics 35 (2008) 12, pp. 1409-1422
Ordinary least squares (OLS) is omnipresent in regression modeling. Occasionally, least absolute deviations (LAD) or other methods are used as an alternative when there are outliers. Although some data adaptive estimators have been proposed, they are typically difficult to implement. In this...
Persistent link: https://www.econbiz.de/10005495319
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