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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 501 - 510 of 2,474
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Geometric median and its application in the identification of multiple outliers
Das, Keya Rani; Imon, A.H.M. Rahmatullah - In: Journal of Applied Statistics 41 (2014) 4, pp. 817-831
Geometric mean (GM) is having growing and wider applications in statistical data analysis as a measure of central tendency. It is generally believed that GM is less sensitive to outliers than the arithmetic mean (AM) but we suspect likewise the AM the GM may also suffer a huge set back in the...
Persistent link: https://www.econbiz.de/10010761376
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Bayesian estimation based on progressive Type-II censoring from two-parameter bathtub-shaped lifetime model: an Markov chain Monte Carlo approach
Ahmed, Essam A. - In: Journal of Applied Statistics 41 (2014) 4, pp. 752-768
In this paper, maximum likelihood and Bayes estimators of the parameters, reliability and hazard functions have been obtained for two-parameter bathtub-shaped lifetime distribution when sample is available from progressive Type-II censoring scheme. The Markov chain Monte Carlo (MCMC) method is...
Persistent link: https://www.econbiz.de/10010761377
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Simulation and quality of a synthetic close-to-reality employer--employee population
Templ, M.; Filzmoser, P. - In: Journal of Applied Statistics 41 (2014) 5, pp. 1053-1072
It is of essential importance that researchers have access to linked employer--employee data, but such data sets are rarely available for researchers or the public. Even in case that survey data have been made available, the evaluation of estimation methods is usually done by complex...
Persistent link: https://www.econbiz.de/10010761378
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Minimax D-optimal designs of contingent valuation experiments: willingness to pay for environmentally friendly clothes
Fackle-Fornius, Ellinor; Wänström, Linda Anna - In: Journal of Applied Statistics 41 (2014) 4, pp. 895-908
This paper demonstrates how to plan a contingent valuation experiment to assess the value of ecologically produced clothes. First, an appropriate statistical model (the trinomial spike model) that describes the probability that a randomly selected individual will accept any positive bid, and if...
Persistent link: https://www.econbiz.de/10010761379
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Medical biostatistics, third edition
Espejo, Mariano Ruiz - In: Journal of Applied Statistics 41 (2014) 4, pp. 911-911
Persistent link: https://www.econbiz.de/10010761380
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Exercises in probability, second edition
Moklyachuk, Mikhail - In: Journal of Applied Statistics 41 (2014) 4, pp. 916-917
Persistent link: https://www.econbiz.de/10010761381
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Bayesian generalized varying coefficient models for longitudinal proportional data with errors-in-covariates
Wang, Xiao-Feng; Hu, Bo; Wang, Bin; Fang, Kuangnan - In: Journal of Applied Statistics 41 (2014) 6, pp. 1342-1357
This paper is motivated from a neurophysiological study of muscle fatigue, in which biomedical researchers are interested in understanding the time-dependent relationships of handgrip force and electromyography measures. A varying coefficient model is appealing here to investigate the dynamic...
Persistent link: https://www.econbiz.de/10010761382
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Hypothesis tests to determine if all true positives have been identified on a receiver operating characteristic curve
Beran, Laurens - In: Journal of Applied Statistics 41 (2014) 6, pp. 1332-1341
For classification problems where the test data are labeled sequentially, the point at which all true positives are first identified is often of critical importance. This article develops hypothesis tests to assess whether all true positives have been labeled in the test data. The tests use a...
Persistent link: https://www.econbiz.de/10010761383
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The R book, second edition
Gillard, Jonathan - In: Journal of Applied Statistics 41 (2014) 4, pp. 909-909
Persistent link: https://www.econbiz.de/10010761384
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Combined-penalized likelihood estimations with a diverging number of parameters
Dong, Ying; Song, Lixin; Wang, Mingqiu; Xu, Ying - In: Journal of Applied Statistics 41 (2014) 6, pp. 1274-1285
In the economics and biological gene expression study area where a large number of variables will be involved, even when the predictors are independent, as long as the dimension is high, the maximum sample correlation can be large. Variable selection is a fundamental method to deal with such...
Persistent link: https://www.econbiz.de/10010761385
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