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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 1,761 - 1,770 of 2,474
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An economic reliability test plan: Log-logistic distribution
Kantam, R. R. L.; Rao, G. Srinivasa; Sriram, B. - In: Journal of Applied Statistics 33 (2006) 3, pp. 291-296
Sampling plans in which items that are put to test, to collect the life of the items in order to decide upon accepting or rejecting a submitted lot, are called reliability test plans. The basic probability model of the life of the product is specified as the well-known log-logistic distribution...
Persistent link: https://www.econbiz.de/10005458391
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Further exploratory analysis of split-plot experiments to study certain stratified effects
Cooper, Tony; Leitnaker, Mary - In: Journal of Applied Statistics 33 (2006) 8, pp. 773-786
Designed experiments are a key component in many companies' improvement strategies. Because completely randomized experiments are not always reasonable from a cost or physical perspective, split-plot experiments are prevalent. The recommended analysis accounts for the different sources of...
Persistent link: https://www.econbiz.de/10005458436
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Modelling multi-stage processes through multivariate distributions
Sengupta, Ashis; Ugwuowo, Fidelis - In: Journal of Applied Statistics 33 (2006) 2, pp. 175-188
A new model combining parametric and semi-parametric approaches and following the lines of a semi-Markov model is developed for multi-stage processes. A Bivariate sojourn time distribution derived from the bivariate exponential distribution of Marshall & Olkin (1967) is adopted. The results...
Persistent link: https://www.econbiz.de/10005458442
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Bias free measurement of technical efficiency
Kalirajan, Kaliappa; Bhide, Shashanka - In: Journal of Applied Statistics 33 (2006) 5, pp. 523-533
Technical efficiency, which is a measure of production performance of a firm, has been estimated generally using a primal production frontier. Since the estimation is carried out for a given level of inputs, the efficiency measure includes the effect of 'input-mix' or 'input-allocation' and...
Persistent link: https://www.econbiz.de/10005458445
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Interpretation of dispersion effects in a robust design context
Arvidsson, Martin; Gremyr, Ida; Bergman, Bo - In: Journal of Applied Statistics 33 (2006) 6, pp. 623-627
The purpose of this paper is to discuss the interpretation of dispersion effects in un-replicated fractional factorials from a robust design perspective. We propose an interpretation of dispersion effects as manifested interactions between control factors and unobserved and uncontrolled factors,...
Persistent link: https://www.econbiz.de/10005462443
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An exact test for trend among binomial proportions based on a modified Baumgartner-Weiss-Schindler statistic
Neuhauser, Markus - In: Journal of Applied Statistics 33 (2006) 1, pp. 79-88
The Cochran-Armitage test is the most frequently used test for trend among binomial proportions. This test can be performed based on the asymptotic normality of its test statistic or based on an exact null distribution. As an alternative, a recently introduced modification of the...
Persistent link: https://www.econbiz.de/10005462445
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Analyzing type II censored data obtained from repetitious experiments
Tong, Lee-Ing; Yang, Chien-Hui - In: Journal of Applied Statistics 33 (2006) 1, pp. 49-63
Experimental design and Taguchi's parameter design are widely employed by industry to optimize the process/product. However, censored data are often observed in product lifetime testing during the experiments. After implementing a repetitious experiment with type II censored data, the censored...
Persistent link: https://www.econbiz.de/10005462449
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Designing and construction of tightened-normal-tightened variables sampling scheme
Muthuraj, D.; Senthilkumar, D. - In: Journal of Applied Statistics 33 (2006) 1, pp. 101-111
The tightened-normal-tightened (TNT) attributes sampling scheme was devised by Calvin (1977). In this paper, a TNT Scheme with variables sampling plan as the reference plan, designated as TNTVSS (nσ; kT, kN) is introduced, where nσ is the sample size under the reference plan, and kT and kN are...
Persistent link: https://www.econbiz.de/10005639686
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Properties of the Weibull cumulative exposure model
Komori, Yoshio - In: Journal of Applied Statistics 33 (2006) 1, pp. 17-34
This article is aimed at the investigation of some properties of the Weibull cumulative exposure model on multiple-step step-stress accelerated life test data. Although the model includes a probabilistic idea of Miner's rule in order to express the effect of cumulative damage in fatigue, our...
Persistent link: https://www.econbiz.de/10005639702
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Estimating the total number of distinct species using quadrat sampling and under-dependence structure
Dorea, Chang; Mingoti, Sueli - In: Journal of Applied Statistics 33 (2006) 5, pp. 497-512
To estimate the total number of distinct species in a given region, Bayesian methods along with quadrat sampling procedures have been used by several authors. A key underlying assumption relies on the independence among the species. In this note, we analyse these estimates allowing a generalized...
Persistent link: https://www.econbiz.de/10005639723
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