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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 2,441 - 2,450 of 2,474
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Multiple intervention analysis with application to sales promotion data
Shao, Y. Eric - In: Journal of Applied Statistics 24 (1997) 2, pp. 181-192
The sales promotion data resulting from multiple marketing strategies are usually autocorrelated. Consequently, the characteristics of those data sets can be analyzed using time-series and/or intervention analysis. Traditional time-series intervention analysis focuses on the effects of single or...
Persistent link: https://www.econbiz.de/10005458243
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A statistical approach to multivariate evaluation of diversity with respect to quantitative characteristics in cereal germplasm collections
Madry, Wieslaw - In: Journal of Applied Statistics 24 (1997) 5, pp. 573-588
The aim of this paper is to undertake the problem of adapting some multivariate statistical methods (MANOVA, cluster analysis with simultaneous test procedures T 2 based on Roy's union-intersection rule and canonical variate analysis) max and describing their possible usage in the evaluation and...
Persistent link: https://www.econbiz.de/10005458276
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Estimating principal points of univariate distributions
Tarpey, Thaddeus - In: Journal of Applied Statistics 24 (1997) 5, pp. 499-512
The term 'principal points' originated in a problem of determining 'typical' heads for the design of protection masks, as described by Flury. Two principal points in the mask example correspond to a small and a large size. Principal points are cluster means for theoretical distributions, and...
Persistent link: https://www.econbiz.de/10005458279
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Estimation in a random effects growth curve model
Nummi, Tapio - In: Journal of Applied Statistics 24 (1997) 2, pp. 157-168
This paper considers estimation under the growth curve model of Potthoff and Roy (1964) with random effects. Estimation under a multivariate model is also considered. Estimation under incomplete data and estimation of random effects are also discussed. A numerical example of data on bulls is...
Persistent link: https://www.econbiz.de/10005458291
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A modification of the test of Shapiro and Wilk for normality
Rahman, M. Mahibbur; Govindarajulu, Z. - In: Journal of Applied Statistics 24 (1997) 2, pp. 219-236
The W statistic of Shapiro and Wilk provides the best omnibus test of normality, but its application is limited up to n= 50. This study modifies W, such that it can be extended for all sample sizes. The critical values of W, i.e. the modification of W, is given for n up to 5000. The empirical...
Persistent link: https://www.econbiz.de/10005458326
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Hierarchic predictive ratio-based and product-based estimators and their efficiency
Agrawal, M. C.; Sthapit, A. B. - In: Journal of Applied Statistics 24 (1997) 1, pp. 97-104
Invoking the predictive approach with a fixed population set-up, and employing initially the customary ratio and product estimators as potential predictors for the non-surveyed part of the population, we have generated sequences of ratio-based and product-based estimators. The proposed...
Persistent link: https://www.econbiz.de/10005458331
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Non-traditional analysis of stock returns
Kaboudan, M. A. - In: Journal of Applied Statistics 24 (1997) 6, pp. 671-688
An investigation of the prices of eight individual stocks showed that pricechange returns are significantly less complex than are time-dependent returns. Timedependent returns computed every 15, 30 and 45 minutes were found to be more complex, using a complexity measure. Complexity is quantified...
Persistent link: https://www.econbiz.de/10005458338
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Determination of an attribute single sampling scheme
Balamurali, S.; Kalyanasundaram, M. - In: Journal of Applied Statistics 24 (1997) 6, pp. 689-696
This paper presents procedures for the selection of a new sampling scheme called 'single sampling scheme' (SSS). It presents a compact table for the selection of an SSS indexed by various combinations of entry parameters. The advantages of SSSs are discussed. The basis for the construction of...
Persistent link: https://www.econbiz.de/10005458347
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Procedures and tables for the construction and selection of chain sampling plans ChSP-4A(c1 ,c2 )r-Part 5
Raju, C.; Jothikumar, J. - In: Journal of Applied Statistics 24 (1997) 1, pp. 49-76
This paper presents a design procedure for ChSP-4A(c1,c2)r plans based on Kullback-Leibler information and the minimum sum of risks. A table that gives the values of the parameters n and k indexed by the acceptable quality level (AQL) and limiting quality level (LQL) is presented, from which one...
Persistent link: https://www.econbiz.de/10005458384
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Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments
Tanizaki, Hisashi - In: Journal of Applied Statistics 24 (1997) 5, pp. 603-632
Non-parametric tests that deal with two samples include scores tests (such as the Wilcoxon rank sum test, normal scores test, logistic scores test, Cauchy scores test, etc.) and Fisher's randomization test. Because the non-parametric tests generally require a large amount of computational work,...
Persistent link: https://www.econbiz.de/10005639680
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