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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 2,161 - 2,170 of 2,474
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SPC—a team effort for process improvement across four Area Control Centres
Chambers, P. R. G.; Piggott, J. L.; Coleman, S. Y. - In: Journal of Applied Statistics 28 (2001) 3-4, pp. 307-324
This paper describes an innovative application of statistical process control to the online remote control of the UK's gas transportation networks. The gas industry went through a number of changes in ownership, regulation, access to networks, organization and management culture in the 1990s....
Persistent link: https://www.econbiz.de/10005458413
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Regression estimators in extreme and median ranked set samples
Muttlak, Hassen - In: Journal of Applied Statistics 28 (2001) 8, pp. 1003-1017
The ranked set sampling (RSS) method as suggested by McIntyre (1952) may be modified to come up with new sampling methods that can be made more efficient than the usual RSS method. Two such modifications, namely extreme and median ranked set sampling methods, are considered in this study. These...
Persistent link: https://www.econbiz.de/10005458428
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Identification of factors influencing dispersion in split-plot experiments
Arvidsson, M.; Kammerlind, P.; Hynen, A.; Bergman, B. - In: Journal of Applied Statistics 28 (2001) 3-4, pp. 269-283
As split-plot designs are commonly used in robust design it is important to identify factors in these designs that influence the dispersion of the response variable. In this article, the Bergman-Hynen method, developed for identification of dispersion effects in unreplicated experiments, is...
Persistent link: https://www.econbiz.de/10005458430
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Application of generalized additive models to butterfly transect count data
Rothery, Peter; Roy, David - In: Journal of Applied Statistics 28 (2001) 7, pp. 897-909
We investigate the use of generalized additive models for describing patterns in butterfly transect counts during the flight period. Models were applied to sets of simulated data and to transect counts from the British Butterfly Monitoring Scheme (BMS) recorded at a large number of sites in the...
Persistent link: https://www.econbiz.de/10005458433
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Observable trend-projecting state-space models
Godolphin, E. J. - In: Journal of Applied Statistics 28 (2001) 3-4, pp. 379-389
Much attention has focused in recent years on the use of state-space models for describing and forecasting industrial time series. However, several state-space models that are proposed for such data series are not observable and do not have a unique representation, particularly in situations...
Persistent link: https://www.econbiz.de/10005639661
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New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics
Bairamov, I.; Kotz, S.; Bekci, M. - In: Journal of Applied Statistics 28 (2001) 5, pp. 521-536
We consider a generalization of the bivariate Farlie-Gumbel-Morgenstern (FGM) distribution by introducing additional parameters. For the generalized FGM distribution, the admissible range of the association parameter allowing positive quadrant dependence property is shown. Distributional...
Persistent link: https://www.econbiz.de/10005639676
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Experimental designs when there are one or more factor constraints
Box, George; Hau, Ian - In: Journal of Applied Statistics 28 (2001) 8, pp. 973-989
In response surface methodology, designs of orders one or two are often needed such that some or all the factor levels satisfy one or more linear constraints. A method is discussed for obtaining such designs by projection of a standard design onto the constraint hyperplane. It is shown that a...
Persistent link: https://www.econbiz.de/10005639685
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Economic design of X charts with variable parameters: The Markov chain approach
Costa, Antonio; Rahim, M. A. - In: Journal of Applied Statistics 28 (2001) 7, pp. 875-885
This paper presents an economic design of X control charts with variable sample sizes, variable sampling intervals, and variable control limits. The sample size n, the sampling interval h, and the control limit coefficient k vary between minimum and maximum values, tightening or relaxing the...
Persistent link: https://www.econbiz.de/10005639698
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Efficiency balanced designs through reinforcement
Bagui, S. C.; Ghosh, D. K. - In: Journal of Applied Statistics 28 (2001) 6, pp. 649-658
In this investigation, general efficiency balanced (GEB) and efficiency balanced (EB) designs with (v + t) treatments, using (i) balanced incomplete block (BIB), (ii) symmetrical BIB, (iii) f -resolvable BIB, (iv) group divisible (GD) and (v) resolvable GD designs have been constructed with...
Persistent link: https://www.econbiz.de/10005639762
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Population size estimation for capture-recapture models with applications to epidemiological data
Tsay, P. K.; Chao, A. - In: Journal of Applied Statistics 28 (2001) 1, pp. 25-36
The capture-recapture method is applied to estimate the population size of a target population based on ascertainment data in epidemiological applications. We generalize the three-list case of Chao & Tsay (1998) to situations where more than three lists are available. An estimation procedure is...
Persistent link: https://www.econbiz.de/10005639770
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