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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 601 - 610 of 2,474
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Understanding advanced statistical methods
Bo; zcaron; Popovi, idar V.; cacute - In: Journal of Applied Statistics 41 (2014) 12, pp. 2777-2777
Persistent link: https://www.econbiz.de/10010953622
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Risk modelling in general insurance from principles to practice
Laberge, Yves - In: Journal of Applied Statistics 41 (2014) 12, pp. 2781-2782
Persistent link: https://www.econbiz.de/10010953623
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Capability indices for Birnbaum-Saunders processes applied to electronic and food industries
Leiva, Víctor; Marchant, Carolina; Saulo, Helton; … - In: Journal of Applied Statistics 41 (2014) 9, pp. 1881-1902
Process capability indices (PCIs) are tools widely used by the industries to determine the quality of their products and the performance of their manufacturing processes. Classic versions of these indices were constructed for processes whose quality characteristics have a normal distribution. In...
Persistent link: https://www.econbiz.de/10010953624
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Joint modeling of multivariate longitudinal mixed measurements and time to event data using a Bayesian approach
Baghfalaki, T.; Ganjali, M.; Berridge, D. - In: Journal of Applied Statistics 41 (2014) 9, pp. 1934-1955
In many longitudinal studies multiple characteristics of each individual, along with time to occurrence of an event of interest, are often collected. In such data set, some of the correlated characteristics may be discrete and some of them may be continuous. In this paper, a joint model for...
Persistent link: https://www.econbiz.de/10010953626
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Optimal cut-off for rare events and unbalanced misclassification costs
Calabrese, Raffaella - In: Journal of Applied Statistics 41 (2014) 8, pp. 1678-1693
This paper develops a method for handling two-class classification problems with highly unbalanced class sizes and misclassification costs. When the class sizes are highly unbalanced and the minority class represents a rare event, conventional classification methods tend to strongly favour the...
Persistent link: https://www.econbiz.de/10010953627
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Errors-in-variables beta regression models
Carrasco, Jalmar M.F.; Ferrari, Silvia L.P.; … - In: Journal of Applied Statistics 41 (2014) 7, pp. 1530-1547
Beta regression models provide an adequate approach for modeling continuous outcomes limited to the interval (0, 1). This paper deals with an extension of beta regression models that allow for explanatory variables to be measured with error. The structural approach, in which the covariates...
Persistent link: https://www.econbiz.de/10010953628
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Optimum design-based ratio estimators of the distribution function
Muñoz, J.F.; Álvarez, E.; Rueda, M. - In: Journal of Applied Statistics 41 (2014) 7, pp. 1395-1407
The ratio method is commonly used to the estimation of means and totals. This method was extended to the problem of estimating the distribution function. An alternative ratio estimator of the distribution function is defined. A result that compares the variances of the aforementioned ratio...
Persistent link: https://www.econbiz.de/10010953629
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Functional response models for intraclass correlation coefficients
Lu, N.; Chen, T.; Wu, P.; Gunzler, D.; Zhang, H.; He, H.; … - In: Journal of Applied Statistics 41 (2014) 11, pp. 2539-2556
Intraclass correlation coefficients (ICC) are employed in a wide range of behavioral, biomedical, psychosocial, and health care related research for assessing reliability of continuous outcomes. The linear mixed-effects model (LMM) is the most popular approach for inference about the ICC....
Persistent link: https://www.econbiz.de/10010953630
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Quantile regression and variable selection for the single-index model
Lv, Yazhao; Zhang, Riquan; Zhao, Weihua; Liu, Jicai - In: Journal of Applied Statistics 41 (2014) 7, pp. 1565-1577
In this paper, we propose a new full iteration estimation method for quantile regression (QR) of the single-index model (SIM). The asymptotic properties of the proposed estimator are derived. Furthermore, we propose a variable selection procedure for the QR of SIM by combining the estimation...
Persistent link: https://www.econbiz.de/10010953631
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An investigation of the impact of various geographical scales for the specification of spatial dependence
Kang, Su Yun; McGree, James; Baade, Peter; Mengersen, Kerrie - In: Journal of Applied Statistics 41 (2014) 11, pp. 2515-2538
Ecological studies are based on characteristics of groups of individuals, which are common in various disciplines including epidemiology. It is of great interest for epidemiologists to study the geographical variation of a disease by accounting for the positive spatial dependence between...
Persistent link: https://www.econbiz.de/10010953632
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