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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 621 - 630 of 2,474
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The Gamma-count distribution in the analysis of experimental underdispersed data
Zeviani, Walmes Marques; Ribeiro, Paulo Justiniano; … - In: Journal of Applied Statistics 41 (2014) 12, pp. 2616-2626
Event counts are response variables with non-negative integer values representing the number of times that an event occurs within a fixed domain such as a time interval, a geographical area or a cell of a contingency table. Analysis of counts by Gaussian regression models ignores the...
Persistent link: https://www.econbiz.de/10010953644
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Bayesian zero-inflated generalized Poisson regression model: estimation and case influence diagnostics
Xie, Feng-Chang; Lin, Jin-Guan; Wei, Bo-Cheng - In: Journal of Applied Statistics 41 (2014) 6, pp. 1383-1392
Count data with excess zeros arises in many contexts. Here our concern is to develop a Bayesian analysis for the zero-inflated generalized Poisson (ZIGP) regression model to address this problem. This model provides a useful generalization of zero-inflated Poisson model since the generalized...
Persistent link: https://www.econbiz.de/10010953645
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A cusum control chart approach for screening active effects in orthogonal-saturated experiments
Angelopoulos, P.; Koukouvinos, C.; Skountzou, A. - In: Journal of Applied Statistics 41 (2014) 7, pp. 1611-1618
The analysis of designs based on saturated orthogonal arrays poses a very difficult challenge since there are no degrees of freedom left to estimate the error variance. In this paper we propose a heuristic approach for the use of cumulative sum control chart for screening active effects in...
Persistent link: https://www.econbiz.de/10010953646
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Generalized confidence interval estimation for the mean of delta-lognormal distribution: an application to New Zealand trawl survey data
Wu, Wei-Hwa; Hsieh, Hsin-Neng - In: Journal of Applied Statistics 41 (2014) 7, pp. 1471-1485
Highly skewed and non-negative data can often be modeled by the delta-lognormal distribution in fisheries research. However, the coverage probabilities of extant interval estimation procedures are less satisfactory in small sample sizes and highly skewed data. We propose a heuristic method of...
Persistent link: https://www.econbiz.de/10010953647
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Prediction of transplant-free survival in idiopathic pulmonary fibrosis patients using joint models for event times and mixed multivariate longitudinal data
Choi, Jiin; Anderson, Stewart J.; Richards, Thomas J.; … - In: Journal of Applied Statistics 41 (2014) 10, pp. 2192-2205
We implement a joint model for mixed multivariate longitudinal measurements, applied to the prediction of time until lung transplant or death in idiopathic pulmonary fibrosis. Specifically, we formulate a unified Bayesian joint model for the mixed longitudinal responses and time-to-event...
Persistent link: https://www.econbiz.de/10010953648
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Longitudinal profiles of bounded outcome scores as predictors for disease activity in rheumatoid arthritis patients: a joint modeling approach
Din, Siti Haslinda Mohd; Molas, Marek; Luime, Jolanda; … - In: Journal of Applied Statistics 41 (2014) 8, pp. 1627-1644
A variety of statistical approaches have been suggested in the literature for the analysis of bounded outcome scores (BOS). In this paper, we suggest a statistical approach when BOSs are repeatedly measured over time and used as predictors in a regression model. Instead of directly using the BOS...
Persistent link: https://www.econbiz.de/10010953649
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Fitting and testing the Marshall-Olkin extended Weibull model with randomly censored data
Xu, Jiaqing; Peng, Cheng - In: Journal of Applied Statistics 41 (2014) 12, pp. 2577-2595
The random censorship model (RCM) is commonly used in biomedical science for modeling life distributions. The popular non-parametric Kaplan-Meier estimator and some semiparametric models such as Cox proportional hazard models are extensively discussed in the literature. In this paper, we propose...
Persistent link: https://www.econbiz.de/10010953650
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Joint modeling of multivariate censored longitudinal and event time data with application to the Genetic Markers of Inflammation Study
Pike, Francis; Weissfeld, Lisa A.; Chang, Chung-Chou H. - In: Journal of Applied Statistics 41 (2014) 10, pp. 2178-2191
The Genetic Markers of Inflammation Study (GenIMS) was conceived to investigate the role of severe sepsis, which is typically defined as system-wide multi-organ failure, on survival. One major hypothesis for this systemic collapse, and reduction in survival, is a cascade of pro-inflammatory and...
Persistent link: https://www.econbiz.de/10010953651
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An evaluation of Monte-Carlo logic and logicFS motivated by a study of the regulation of gene expression in heart failure
Lu, Yun; Hannenhalli, Sridhar; Cappola, Tom; Putt, Mary - In: Journal of Applied Statistics 41 (2014) 9, pp. 1956-1975
Monte-Carlo (MC) Logic and Logic Feature Selection (logicFS) identify binary predictors of outcome using repeated iterations of logic regression, a variable selection method that identifies Boolean combinations of predictors. Both methods compute the frequency with which predictors appear in the...
Persistent link: https://www.econbiz.de/10010953652
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An introduction to analysis of financial data with R
Nielsen, Søren Feodor - In: Journal of Applied Statistics 41 (2014) 12, pp. 2777-2778
Persistent link: https://www.econbiz.de/10010953653
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