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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 2,201 - 2,210 of 2,474
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Promotions and the pattern of grocery shopping time
Chiang, Jeongwen; Chung, Ching-Fan; Cremers, Emily - In: Journal of Applied Statistics 28 (2001) 7, pp. 801-819
The histograms of interpurchase times for frequently purchased packaged goods have consistently shown pronounced seven-day cycles. Evidence supports that the weekly spike phenomenon is the result of consumers' regular shopping trip schedules. We explore the implications of this peculiar...
Persistent link: https://www.econbiz.de/10005278986
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Estimating the frequency of familial dilated cardiomyopathy in the presence of misclassification errors
Gregori, D.; Rocco, C.; Miocic, S.; Mestroni, L. - In: Journal of Applied Statistics 28 (2001) 1, pp. 53-62
Dilated cardiomyopathy is a disease of unknown cause characterized by dilation and impaired function of one or both ventricles. Most cases are believed to be sporadic, although familial forms have been detected. The familial form has been estimated to have a relative frequency of about 25%....
Persistent link: https://www.econbiz.de/10005278998
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Data-based interval estimation of classification error rates
Krzanowski, W. J. - In: Journal of Applied Statistics 28 (2001) 5, pp. 585-595
Leave-one-out and 632 bootstrap are popular data-based methods of estimating the true error rate of a classification rule, but practical applications almost exclusively quote only point estimates. Interval estimation would provide better assessment of the future performance of the rule, but...
Persistent link: https://www.econbiz.de/10005279017
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Simultaneous pairwise multiple comparisons in a two-way analysis of covariance model
Wong, Ying Wang; Cheung, Siu Hung - In: Journal of Applied Statistics 27 (2000) 3, pp. 281-291
Pairwise comparison procedures are important and popular statistical techniques in many disciplines, such as physiology and agrobiology. In this paper, we seek to derive the statistical methods which enable one to perform pairwise comparisons in a two-way analysis of covariance model. The...
Persistent link: https://www.econbiz.de/10005492062
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Local influence assessment in canonical correlation analysis
Jung, Kang-Mo - In: Journal of Applied Statistics 27 (2000) 3, pp. 293-301
The local influence method is adapted to canonical correlation analysis for the purpose of investigating the influence of observations. We consider a perturbation based on the empirical distribution function. An illustrative example is given to show the effectiveness of the local influence...
Persistent link: https://www.econbiz.de/10005492065
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Robust Liu estimator for regression based on an M-estimator
Arslan, Olcay; Billor, Nedret - In: Journal of Applied Statistics 27 (2000) 1, pp. 39-47
Consider the regression model y = beta 0 1 + Xbeta + epsilon. Recently, the Liu estimator, which is an alternative biased estimator beta L (d) = (X'X + I) -1 (X'X + dI)beta OLS , where 0d1 is a parameter, has been proposed to overcome multicollinearity . The advantage of beta L (d) over the...
Persistent link: https://www.econbiz.de/10005492074
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Sample size requirements to test the equality of raters' precision
Shoukri, M. M.; Demirkaya, O. - In: Journal of Applied Statistics 27 (2000) 4, pp. 483-494
Exact and approximate methods are developed to calculate the required number of subjects n in a repeatability study, where repeatability is measured by the precision of measurements made by a rater. The exact method is based on power calculations under the non-null distribution of the multiple...
Persistent link: https://www.econbiz.de/10005492077
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Choosing a lower specification limit for an exponential process with 'the larger the better' tolerance: A simple, exact solution
Wright, Peter - In: Journal of Applied Statistics 27 (2000) 8, pp. 1045-1049
Chen (1999) proposed an economic design, using Taguchi's quality loss function, for choosing a producer's lower specification limit eta for a product with a quality characteristic that has an exponential distribution with mean θ and 'the larger the better' tolerance. Chen (1999) developed an...
Persistent link: https://www.econbiz.de/10005492089
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Statistical modelling and saddle-point approximation of tail probabilities for accumulated splice loss in fibre-optic networks
Tyrcha, J.; Sundberg, R.; Lindskog, P.; Sundstrom, B. - In: Journal of Applied Statistics 27 (2000) 2, pp. 245-256
Tail probabilities are calculated by saddle-point approximation in a probabilistic-statistical model for the accumulated splice loss that results from a number of fusion splices in the installation of fibre-optic networks. When these probabilities, representing the risk of exceeding a specified...
Persistent link: https://www.econbiz.de/10005492112
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Using order statistics to assess the sampling variability of personnel selection utility estimates
Corte, Wilfried De - In: Journal of Applied Statistics 27 (2000) 6, pp. 703-713
Virtually all models for the utility of personnel selection are based on the average criterion score of the predictor selected applicants. This paper indicates how standard results from the theory on order statistics can be used to determine the expected value, the standard error and the...
Persistent link: https://www.econbiz.de/10005492114
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