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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 1,771 - 1,780 of 2,474
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Cumulative logit models for matched pairs case-control design: Studies with covariates
Ganguly, S. S. - In: Journal of Applied Statistics 33 (2006) 5, pp. 513-522
Binary as well as polytomous logistic models have been found useful for estimating odds ratios when the exposure of prime interest assumes unordered multiple levels under matched pair case-control design. In our earlier studies, we have shown the use of a polytomous logistic model for estimating...
Persistent link: https://www.econbiz.de/10005639726
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Acceptance sampling based on truncated life tests for generalized Rayleigh distribution
Tsai, Tzong-Ru; Wu, Shuo-Jye - In: Journal of Applied Statistics 33 (2006) 6, pp. 595-600
This paper considers the problem of an acceptance sampling plan for a truncated life test when the lifetime follows the generalized Rayleigh distribution. For different acceptance numbers, confidence levels, and values of the ratio of the fixed experiment time to the specified mean life, the...
Persistent link: https://www.econbiz.de/10005639737
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On the Distribution of the Inverted Linear Compound of Dependent F-Variates and its Application to the Combination of Forecasts
Liang, Kuo-Yuan; Lee, Jack; Shao, Kurt - In: Journal of Applied Statistics 33 (2006) 9, pp. 961-973
This paper establishes a sampling theory for an inverted linear combination of two dependent F-variates. It is found that the random variable is approximately expressible in terms of a mixture of weighted beta distributions. Operational results, including rth-order raw moments and critical...
Persistent link: https://www.econbiz.de/10005639742
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Modeling developmental data using U-shaped threshold dose-response curves
Hunt, Daniel; Bowman, Dale - In: Journal of Applied Statistics 33 (2006) 1, pp. 35-47
This paper develops threshold models for developmental toxicity data. The distinguishing feature of these threshold models is their flexibility in modeling data below threshold with a U-shaped function if the data warrants. The method is applied to actual data from a developmental study which...
Persistent link: https://www.econbiz.de/10005639769
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Parameter estimation and design considerations in prospective applications of the X chart
Chakraborti, Subha - In: Journal of Applied Statistics 33 (2006) 4, pp. 439-459
The effects of parameter estimation on the in-control performance of the Shewhart X chart are studied in prospective (phase 2 or stage 2) applications via a thorough examination of the attained false alarm rate (AFAR), the conditional false alarm rate (CFAR), the conditional and the...
Persistent link: https://www.econbiz.de/10005639801
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A note on calculating P values from 0.15-0.005 for the Anderson-Darling normality test using the F distribution
Pomory, Christopher - In: Journal of Applied Statistics 33 (2006) 4, pp. 461-462
Exact P values in the range 0.15-0.005 for the Anderson-Darling statistic can be calculated using the F distribution by modifying the asymptotic statistic A* with a simple formula. The formula calculates F* and P is calculated using [image omitted] .
Persistent link: https://www.econbiz.de/10005639807
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Diversity of vocabulary and homogeneity of literary style
Riba, Alex; Ginebra, Josep - In: Journal of Applied Statistics 33 (2006) 7, pp. 729-741
To help settle the debate around the authorship of Tirant lo Blanc, we analyse the evolution of the diversity of the vocabulary used in that book, as measured through eight different diversity indices. The exploratory analysis reveals a clear single shift in diversity, that is estimated through...
Persistent link: https://www.econbiz.de/10005639819
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A-optimal diallel crosses for test versus control comparisons
Das, Ashish; Gupta, Sudhir; Kageyama, Sanpei - In: Journal of Applied Statistics 33 (2006) 6, pp. 601-608
A-optimality of block designs for control versus test comparisons in diallel crosses is investigated. A sufficient condition for designs to be A-optimal is derived. Type S0 designs are defined and A-optimal type S0 designs are characterized. A lower bound to the A-efficiency of type S0 designs...
Persistent link: https://www.econbiz.de/10005639831
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Testing for spurious regression in a panel data model with the individual number and time length growing
Chen, Wen-Den - In: Journal of Applied Statistics 33 (2006) 8, pp. 759-772
This article shows a test for the spurious regression problem in a panel data model with a growing individual number and time series length. In the estimation, tapers are used and the integrated order for the remainder disturbance is extended to a real number; at the same time, the spurious...
Persistent link: https://www.econbiz.de/10005639835
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A non-iterative approach to estimating parameters in a linear structural equation model
Zhu, Li-Ping; Zhu, Li-Xing; Mao, Shi-Song - In: Journal of Applied Statistics 33 (2006) 1, pp. 65-78
The research described herein was motivated by a study of the relationship between the performance of students in senior high schools and at universities in China. A special linear structural equation model is established, in which some parameters are known and both the responses and the...
Persistent link: https://www.econbiz.de/10005639851
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