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  • Search: isPartOf:"Journal of Applied Statistics"
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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 1,801 - 1,810 of 2,474
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Book Review
Jones, M. C. - In: Journal of Applied Statistics 33 (2006) 10, pp. 1149-1151
Persistent link: https://www.econbiz.de/10009225384
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R-squared and prediction in regression with ordered quantitative response
Dancer, Diane; Tremayne, Andrew - In: Journal of Applied Statistics 32 (2005) 5, pp. 483-493
This paper is concerned with the use of regression methods to predict values of a response variable when that variable is naturally ordered. An application to the prediction of student examination performance is provided and it is argued that, although individual scores are unlikely to be well...
Persistent link: https://www.econbiz.de/10005492057
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The impact of education on third births. A multilevel discrete-time hazard analysis
Callens, Marc; Croux, Christophe - In: Journal of Applied Statistics 32 (2005) 10, pp. 1035-1050
We propose to use multilevel discrete-time hazard models to assess the impact of societal and individual level covariates on the timing and occurrence of third births. We focus mainly on the impact of educational attainment on third births across 15 European countries. From the analysis in this...
Persistent link: https://www.econbiz.de/10005492071
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Contributions to two-sample statistics
Reed, James - In: Journal of Applied Statistics 32 (2005) 1, pp. 37-44
When testing the equality of the means from two independent normally distributed populations given that the variances of the two populations are unknown but assumed equal, the classical Student's two-sample t-test is recommended. If the underlying population distributions are normal with unequal...
Persistent link: https://www.econbiz.de/10005492075
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Graphical modelling and the Mahalanobis distance
Bedrick, Edward - In: Journal of Applied Statistics 32 (2005) 9, pp. 959-967
I consider the problem of estimating the Mahalanobis distance between multivariate normal populations when the population covariance matrix satisfies a graphical model. In addition to providing a clear understanding of the dependencies in a multivariate data set, the use of graphical models can...
Persistent link: https://www.econbiz.de/10005492100
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Modelling and forecasting mortality distributions in England and Wales using the Lee-Carter model
Wang, Duolao; Lu, Pengjun - In: Journal of Applied Statistics 32 (2005) 9, pp. 873-885
Lee and Carter proposed in 1992 a non-linear model mxt = exp (ax + bx kt + εxt) for fitting and forecasting age-specific mortality rates at age x and time t. For the model parameter estimation, they employed the singular value decomposition method to find a least squares solution. However, the...
Persistent link: https://www.econbiz.de/10005492119
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Estimating the conditional variance of Y, given X, in a simple regression model
Wilcox, Rand - In: Journal of Applied Statistics 32 (2005) 5, pp. 495-502
Consider the regression model [image omitted] . In a variety of situations, an estimate of VAR (Y &7C X) = λ (X) is needed. The paper compares the small-sample accuracy of five estimators of λ (X). The results suggest that the optimal estimator is a somewhat complex function of the underlying...
Persistent link: https://www.econbiz.de/10005492124
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Nonparametric estimation of the lower tail dependence λL in bivariate copulas
Dobric, Jadran; Schmid, Friedrich - In: Journal of Applied Statistics 32 (2005) 4, pp. 387-407
The lower tail dependence λL is a measure that characterizes the tendency of extreme co-movements in the lower tails of a bivariate distribution. It is invariant with respect to strictly increasing transformations of the marginal distribution and is therefore a function of the copula of the...
Persistent link: https://www.econbiz.de/10005492134
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A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data
Zhang, John; Ibrahim, Mahmud - In: Journal of Applied Statistics 32 (2005) 6, pp. 571-588
This study compares the SPSS ordinary least squares (OLS) regression and ridge regression procedures in dealing with multicollinearity data. The LS regression method is one of the most frequently applied statistical procedures in application. It is well documented that the LS method is extremely...
Persistent link: https://www.econbiz.de/10005492136
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A comparative study between latent class binomial segmentation and mixed-effects logistic regression to explore between-respondent variability in visual preference for horticultural products
Schrevens, E.; Coppenolle, H.; Portier, K. M. - In: Journal of Applied Statistics 32 (2005) 6, pp. 589-605
A methodological concept is proposed to study between-respondent variability in visual preference for horticultural products using quantitative imaging techniques. Chicory, a typical Belgian vegetable, serves as a model product. Eight image sequences of high-quality chicory, each representing a...
Persistent link: https://www.econbiz.de/10005492143
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