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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 471 - 480 of 2,474
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The change in real interest rate persistence in OECD countries: evidence from modified panel ratio tests
Apergis, Nicholas; Christou, Christina; Payne, James E.; … - In: Journal of Applied Statistics 42 (2015) 1, pp. 202-213
This study examines whether real interest rates exhibit changes in persistence for a panel of Organization of Economic Cooperation and Development countries. The findings show that for long-term real interest rates there are changes in persistence from I(0) to I(1). For short-term real interest...
Persistent link: https://www.econbiz.de/10010953585
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An intuitive risk factors search algorithm: usage of the Bayesian network technique in personalized medicine
Maslennikov, Evgeny D.; Sulimov, Alexey V.; Savkin, Igor A. - In: Journal of Applied Statistics 42 (2015) 1, pp. 71-87
The article focuses on the application of the Bayesian networks (BN) technique to problems of personalized medicine. The simple (intuitive) algorithm of BN optimization with respect to the number of nodes using naive network topology is developed. This algorithm allows to increase the BN...
Persistent link: https://www.econbiz.de/10010953589
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A comparative study of the use of large margin classifiers on seismic data
Drosou, Krystallenia; Artemiou, Andreas; Koukouvinos, … - In: Journal of Applied Statistics 42 (2015) 1, pp. 180-201
In this work we present a study on the analysis of a large data set from seismology. A set of different large margin classifiers based on the well-known support vector machine (SVM) algorithm is used to classify the data into two classes based on their magnitude on the Richter scale. Due to the...
Persistent link: https://www.econbiz.de/10010953592
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Aggregated functional data model for near-infrared spectroscopy calibration and prediction
Dias, Ronaldo; Garcia, Nancy L.; Ludwig, Guilherme; … - In: Journal of Applied Statistics 42 (2015) 1, pp. 127-143
Calibration and prediction for NIR spectroscopy data are performed based on a functional interpretation of the Beer-Lambert formula. Considering that, for each chemical sample, the resulting spectrum is a continuous curve obtained as the summation of overlapped absorption spectra from each...
Persistent link: https://www.econbiz.de/10010953616
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Confidence regions for two proportions from independent negative binomial distributions
Elliott, P.; Riggs, K. - In: Journal of Applied Statistics 42 (2015) 1, pp. 27-36
The negative binomial distribution offers an alternative view to the binomial distribution for modeling count data. This alternative view is particularly useful when the probability of success is very small, because, unlike the fixed sampling scheme of the binomial distribution, the inverse...
Persistent link: https://www.econbiz.de/10010953625
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A skew-normal random effects model for longitudinal ordinal categorical responses with missing data
Rastegaran, Afsane; Zadkarami, Mohammad Reza - In: Journal of Applied Statistics 42 (2015) 1, pp. 114-126
Missing values are common in longitudinal data studies. The missing data mechanism is termed non-ignorable (NI) if the probability of missingness depends on the non-response (missing) observations. This paper presents a model for the ordinal categorical longitudinal data with NI non-monotone...
Persistent link: https://www.econbiz.de/10010953642
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Measures of discrimination for latent group-based trajectory models
Shah, Nilesh H.; Hipwell, Alison E.; Stepp, Stephanie D.; … - In: Journal of Applied Statistics 42 (2015) 1, pp. 1-11
In clinical research, patient care decisions are often easier to make if patients are classified into a manageable number of groups based on homogeneous risk patterns. Investigators can use latent group-based trajectory modeling to estimate the posterior probabilities that an individual will be...
Persistent link: https://www.econbiz.de/10010953654
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Bayesian scale space analysis of temporal changes in satellite images
Pasanen, Leena; Holmström, Lasse - In: Journal of Applied Statistics 42 (2015) 1, pp. 50-70
We consider the detection of land cover changes using pairs of Landsat ETM+ satellite images. The images consist of eight spectral bands and to simplify the multidimensional change detection task, the image pair is first transformed to a one-dimensional image. When the transformation is...
Persistent link: https://www.econbiz.de/10010953663
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Analysis of covariance under inverse Gaussian model
Meshkani, Mohammad Reza; Fallah, Afshin; Kavousi, Amir - In: Journal of Applied Statistics 41 (2014) 6, pp. 1189-1202
This paper considers the problem of analysis of covariance (ANCOVA) under the assumption of inverse Gaussian distribution for response variable. We develop the essential methodology for estimating the model parameters via maximum likelihood method. The general form of the maximum likelihood...
Persistent link: https://www.econbiz.de/10010761354
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Statistical methods in customer relationship management
Sahu, Anshuman - In: Journal of Applied Statistics 41 (2014) 4, pp. 912-912
Persistent link: https://www.econbiz.de/10010761355
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