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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 551 - 560 of 2,474
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A new weighted rank coefficient of concordance
Coolen-Maturi, Tahani - In: Journal of Applied Statistics 41 (2014) 8, pp. 1721-1745
There are many situations where <italic>n</italic> objects are ranked by <italic>b</italic>2 independent sources or observers and in which the interest is focused on agreement on the top rankings. Kendall's coefficient of concordance [10] assigns equal weights to all rankings. In this paper, a new coefficient of concordance is...
Persistent link: https://www.econbiz.de/10010976105
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A new multivariate imputation method based on Bayesian networks
Niloofar, P.; Ganjali, M. - In: Journal of Applied Statistics 41 (2014) 3, pp. 501-518
Dealing with incomplete data is a pervasive problem in statistical surveys. Bayesian networks have been recently used in missing data imputation. In this research, we propose a new methodology for the multivariate imputation of missing data using discrete Bayesian networks and conditional...
Persistent link: https://www.econbiz.de/10010976108
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On- and offline detection of structural breaks in thermal spraying processes
Borowski, Matthias; Rudak, Nikolaus; Hussong, Birger; … - In: Journal of Applied Statistics 41 (2014) 5, pp. 1073-1090
We investigate and develop methods for structural break detection, considering time series from thermal spraying process monitoring. Since engineers induce technical malfunctions during the processes, the time series exhibit structural breaks at known time points, giving us valuable information...
Persistent link: https://www.econbiz.de/10010976111
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A first-digit anomaly in the 2009 Iranian presidential election
Roukema, Boudewijn F. - In: Journal of Applied Statistics 41 (2014) 1, pp. 164-199
A local bootstrap method is proposed for the analysis of electoral vote-count first-digit frequencies, complementing the Benford's Law limit. The method is calibrated on five presidential-election first rounds (2002--2006) and applied to the 2009 Iranian presidential-election first round....
Persistent link: https://www.econbiz.de/10010976118
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Application of ridge regression and factor analysis in design and production of alloy wheels
Ye, Zhi-Sheng; Li, Jian-Guo; Zhang, Mengru - In: Journal of Applied Statistics 41 (2014) 7, pp. 1436-1452
This study proposes using statistical approaches to help with both the design and manufacture of wheels. The quality of a wheel is represented by the mechanical properties of spokes. Variation in the mechanical properties of different wheels is attributed to two sources, i.e. between-model...
Persistent link: https://www.econbiz.de/10010976119
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Two-tailed asymptotic inferences for a proportion
Andrés, Antonio Martín; Hernández, María Álvarez - In: Journal of Applied Statistics 41 (2014) 7, pp. 1516-1529
This paper evaluates 29 methods for obtaining a two-sided confidence interval for a binomial proportion (16 of which are new proposals) and comes to the conclusion that: Wilson's classic method is only optimal for a confidence of 99%, although generally it can be applied when <italic>n</italic>≥50; for a...
Persistent link: https://www.econbiz.de/10010976124
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On a measure of information gain for regression models in survival analysis
Maucort-Boulch, Delphine; Roy, Pascal; Stare, Janez - In: Journal of Applied Statistics 41 (2014) 12, pp. 2696-2708
Papers dealing with measures of predictive power in survival analysis have seen their independence of censoring, or their estimates being unbiased under censoring, as the most important property. We argue that this property has been wrongly understood. Discussing the so-called measure of...
Persistent link: https://www.econbiz.de/10010976128
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A Bayesian hierarchical model for inference across related reverse phase protein arrays experiments
Mitra, Riten; Müller, Peter; Ji, Yuan; Zhu, Yitan; … - In: Journal of Applied Statistics 41 (2014) 11, pp. 2483-2492
We consider inference for functional proteomics experiments that record protein activation over time following perturbation under different dose levels of several drugs. The main inference goal is the dependence structure of the selected proteins. A critical challenge is the lack of sufficient...
Persistent link: https://www.econbiz.de/10010976134
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A novel auto-regressive fractionally integrated moving average--least-squares support vector machine model for electricity spot prices prediction
Chaâbane, Najeh - In: Journal of Applied Statistics 41 (2014) 3, pp. 635-651
In the framework of competitive electricity market, prices forecasting has become a real challenge for all market participants. However, forecasting is a rather complex task since electricity prices involve many features comparably with those in financial markets. Electricity markets are more...
Persistent link: https://www.econbiz.de/10010976135
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A generalized test variable approach for grain yield comparisons of rice
Tsai, Shin-Fu - In: Journal of Applied Statistics 41 (2014) 12, pp. 2627-2638
Traditionally, an assessment for grain yield of rice is to split it into the yield components, including the number of panicles per plant, the number of spikelets per panicle, the 1000-grain weight and the filled-spikelet percentage, such that the yield performance can be individually evaluated...
Persistent link: https://www.econbiz.de/10010976136
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