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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 581 - 590 of 2,474
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A general class of test statistics for Van Valen's Red Queen hypothesis
Wiltshire, Jelani; Huffer, Fred W.; Parker, William C. - In: Journal of Applied Statistics 41 (2014) 9, pp. 2028-2043
Van Valen's Red Queen hypothesis states that within a homogeneous taxonomic group the age is statistically independent of the rate of extinction. The case of the Red Queen hypothesis being addressed here is when the homogeneous taxonomic group is a group of similar species. Since Van Valen's...
Persistent link: https://www.econbiz.de/10010953601
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Adaptive Bayes sum test for the equality of two nonparametric functions
Xu, Yangyi; Kim, Inyoung; Schaumont, Patrick - In: Journal of Applied Statistics 41 (2014) 12, pp. 2639-2657
The statistical difference among massive data sets or signals is of interest to many diverse fields including neurophysiology, imaging, engineering, and other related fields. However, such data often have nonlinear curves, depending on spatial patterns, and have non-white noise that leads to...
Persistent link: https://www.econbiz.de/10010953602
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Insights into the appropriate level of disaggregation for efficient time series model forecasting
Ramirez, Octavio; Mullen, Jeff; Collart, Alba J. - In: Journal of Applied Statistics 41 (2014) 10, pp. 2298-2311
This paper provides a potentially valuable insight on how to assess if the forecasts from an autoregressive moving average model based on aggregated data could be substantially improved through disaggregation. It is argued that, theoretically, the absence of moving average (MA) terms indicates...
Persistent link: https://www.econbiz.de/10010953603
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Robust inference for generalized partially linear mixed models that account for censored responses and missing covariates -- an application to Arctic data analysis
Das, Kalyan; Sarkar, Angshuman - In: Journal of Applied Statistics 41 (2014) 11, pp. 2418-2436
In this article, we propose a family of bounded influence robust estimates for the parametric and non-parametric components of a generalized partially linear mixed model that are subject to censored responses and missing covariates. The asymptotic properties of the proposed estimates have been...
Persistent link: https://www.econbiz.de/10010953604
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Semiparametric Bayesian hierarchical models for heterogeneous population in nonlinear mixed effect model: application to gastric emptying studies
Zhang, Huaiye; Kim, Inyoung; Park, Chun Gun - In: Journal of Applied Statistics 41 (2014) 12, pp. 2743-2760
Gastric emptying studies are frequently used in medical research, both human and animal, when evaluating the effectiveness and determining the unintended side-effects of new and existing medications, diets, and procedures or interventions. It is essential that gastric emptying data be...
Persistent link: https://www.econbiz.de/10010953605
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Evidence of bias in the Eurovision song contest: modelling the votes using Bayesian hierarchical models
Blangiardo, Marta; Baio, Gianluca - In: Journal of Applied Statistics 41 (2014) 10, pp. 2312-2322
The Eurovision Song Contest is an annual musical competition held among active members of the European Broadcasting Union since 1956. The event is televised live across Europe. Each participating country presents a song and receive a vote based on a combination of tele-voting and jury. Over the...
Persistent link: https://www.econbiz.de/10010953606
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A log-linear regression model for the odd Weibull distribution with censored data
Ortega, Edwin M.M.; Cordeiro, Gauss M.; Hashimoto, … - In: Journal of Applied Statistics 41 (2014) 9, pp. 1859-1880
We introduce the log-odd Weibull regression model based on the odd Weibull distribution (Cooray, 2006). We derive some mathematical properties of the log-transformed distribution. The new regression model represents a parametric family of models that includes as sub-models some widely known...
Persistent link: https://www.econbiz.de/10010953607
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Joint estimation of disease-specific sensitivities and specificities in reader-based multi-disease diagnostic studies of paired organs
Withanage, N.; Leon, A.R. de; Rudnisky, C.J. - In: Journal of Applied Statistics 41 (2014) 10, pp. 2282-2297
Binocular data typically arise in ophthalmology where pairs of eyes are evaluated, through some diagnostic procedure, for the presence of certain diseases or pathologies. Treating eyes as independent and adopting the usual approach in estimating the sensitivity and specificity of a diagnostic...
Persistent link: https://www.econbiz.de/10010953608
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Bayesian model selection in linear mixed effects models with autoregressive(p) errors using mixture priors
Fan, Tsai-Hung; Wang, Yi-Fu; Zhang, Yi-Chen - In: Journal of Applied Statistics 41 (2014) 8, pp. 1814-1829
In this article, we apply the Bayesian approach to the linear mixed effect models with autoregressive(p) random errors under mixture priors obtained with the Markov chain Monte Carlo (MCMC) method. The mixture structure of a point mass and continuous distribution can help to select the variables...
Persistent link: https://www.econbiz.de/10010953609
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Two steps generalized maximum entropy estimation procedure for fitting linear regression when both covariates are subject to error
Al-Nasser, Amjad D. - In: Journal of Applied Statistics 41 (2014) 8, pp. 1708-1720
This paper presents a procedure utilizing the generalized maximum entropy (GME) estimation method in two steps to quantify the uncertainty of the simple linear structural measurement error model parameters exactly. The first step estimates the unknowns from the horizontal line, and then the...
Persistent link: https://www.econbiz.de/10010953610
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