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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 1,731 - 1,740 of 2,474
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Decision tree approaches for zero-inflated count data
Lee, Seong-Keon; Jin, Seohoon - In: Journal of Applied Statistics 33 (2006) 8, pp. 853-865
There have been many methodologies developed about zero-inflated data in the field of statistics. However, there is little literature in the data mining fields, even though zero-inflated data could be easily found in real application fields. In fact, there is no decision tree method that is...
Persistent link: https://www.econbiz.de/10005492167
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A note comparing component-slope, Scheffe and Cox parameterizations of the linear mixture experiment model
Piepel, Greg - In: Journal of Applied Statistics 33 (2006) 4, pp. 397-403
A mixture experiment involves combining two or more components in various proportions and collecting data on one or more responses. A linear mixture model may adequately represent the relationship between a response and mixture component proportions and be useful in screening the mixture...
Persistent link: https://www.econbiz.de/10005492185
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Testing for efficiency and non-linearity in market and natural time series
Jasic, Teo; Wood, Douglas - In: Journal of Applied Statistics 33 (2006) 2, pp. 113-138
Time series in traded markets such as currencies and securities involve supply/demand interaction, so they might be expected to contain distinctive and identifiable structures in comparison with data based on natural phenomena such as river flows or sunspots. This paper tests this proposition...
Persistent link: https://www.econbiz.de/10005492186
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A latent variable regression model for asymmetric bivariate ordered categorical data
Zayeri, Farid; Kazemnejad, Anoshirvan - In: Journal of Applied Statistics 33 (2006) 7, pp. 743-753
In many areas of medical research, especially in studies that involve paired organs, a bivariate ordered categorical response should be analyzed. Using a bivariate continuous distribution as the latent variable is an interesting strategy for analyzing these data sets. In this context, the...
Persistent link: https://www.econbiz.de/10005492195
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A Bayesian approach for estimating antiviral efficacy in HIV dynamic models
Huang, Yangxin; Wu, Hulin - In: Journal of Applied Statistics 33 (2006) 2, pp. 155-174
The study of HIV dynamics is one of the most important developments in recent AIDS research. It has led to a new understanding of the pathogenesis of HIV infection. Although important findings in HIV dynamics have been published in prestigious scientific journals, the statistical methods for...
Persistent link: https://www.econbiz.de/10005492196
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On the planning and design of sample surveys
Kenett, Ron - In: Journal of Applied Statistics 33 (2006) 4, pp. 405-415
Surveys rely on structured questions used to map out reality, using sample observations from a population frame, into data that can be statistically analyzed. This paper focuses on the planning and design of surveys, making a distinction between individual surveys, household surveys and...
Persistent link: https://www.econbiz.de/10005495210
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Transforming the exponential by minimizing the sum of the absolute differences
Kao, Shih-Chou; Ho, Chuan-Ching; Ho, Ying-Chin - In: Journal of Applied Statistics 33 (2006) 7, pp. 691-702
This work presents an optimal value to be used in the power transformation to transform the exponential to normality for statistical process control (SPC) applications. The optimal value is found by minimizing the sum of absolute differences between two distinct cumulative probability functions....
Persistent link: https://www.econbiz.de/10005495212
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Max-min multiple comparison procedure for comparing several dose levels with a zero dose control
Peng, J.; Lee, C. I. C.; Liu, L. - In: Journal of Applied Statistics 33 (2006) 5, pp. 549-555
The comparison of increasing doses of a compound to a zero dose control is of interest in medical and toxicological studies. Assume that the mean dose effects are non-decreasing among the non-zero doses of the compound. A simple procedure that modifies Dunnett's procedure is proposed to...
Persistent link: https://www.econbiz.de/10005495235
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Wavelet Regression Technique for Streamflow Prediction
Kucuk, Murat; Necati Ağirali-super-˙oğlu - In: Journal of Applied Statistics 33 (2006) 9, pp. 943-960
In order to explain many secret events of natural phenomena, analyzing non-stationary series is generally an attractive issue for various research areas. The wavelet transform technique, which has been widely used last two decades, gives better results than former techniques for the analysis of...
Persistent link: https://www.econbiz.de/10005495246
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Penalized image averaging and discrimination with facial and fishery applications
Mardia, Kanti; McDonnell, Paul; Linney, Alf - In: Journal of Applied Statistics 33 (2006) 3, pp. 339-371
In this paper we use a penalized likelihood approach to image warping in the context of discrimination and averaging. The choice of average image is formulated statistically by minimizing a penalized likelihood, where the likelihood measures the similarity between images after warping and the...
Persistent link: https://www.econbiz.de/10005495285
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