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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 661 - 670 of 2,474
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Hierarchical Bayesian bivariate disease mapping: analysis of children and adults asthma visits to hospital
Torabi, Mahmoud - In: Journal of Applied Statistics 41 (2014) 3, pp. 612-621
In spatial epidemiology, detecting areas with high ratio of disease is important as it may lead to identifying risk factors associated with disease. This in turn may lead to further epidemiological investigations into the nature of disease. Disease mapping studies have been widely performed with...
Persistent link: https://www.econbiz.de/10010741017
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Control chart for monitoring multivariate COM-Poisson attributes
Saghir, Aamir; Lin, Zhengyan - In: Journal of Applied Statistics 41 (2014) 1, pp. 200-214
Statistical process control of multi-attribute count data has received much attention with modern data-acquisition equipment and online computers. The multivariate Poisson distribution is often used to monitor multivariate attributes count data. However, little work has been done so far on...
Persistent link: https://www.econbiz.de/10010741018
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Variance estimation in nonparametric regression with jump discontinuities
Dai, Wenlin; Tong, Tiejun - In: Journal of Applied Statistics 41 (2014) 3, pp. 530-545
Variance estimation is an important topic in nonparametric regression. In this paper, we propose a pairwise regression method for estimating the residual variance. Specifically, we regress the squared difference between observations on the squared distance between design points, and then...
Persistent link: https://www.econbiz.de/10010741019
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Comparing the mean vectors of two independent multivariate log-normal distributions
Lin, S.H. - In: Journal of Applied Statistics 41 (2014) 2, pp. 259-274
The multivariate log-normal distribution is a good candidate to describe data that are not only positive and skewed, but also contain many characteristic values. In this study, we apply the generalized variable method to compare the mean vectors of two independent multivariate log-normal...
Persistent link: https://www.econbiz.de/10010741020
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Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions
Fioruci, José A.; Ehlers, Ricardo S.; Filho, Marinho … - In: Journal of Applied Statistics 41 (2014) 2, pp. 320-331
The main goal in this paper is to develop and apply stochastic simulation techniques for GARCH models with multivariate skewed distributions using the Bayesian approach. Both parameter estimation and model comparison are not trivial tasks and several approximate and computationally intensive...
Persistent link: https://www.econbiz.de/10010741021
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Analyzing propensity matched zero-inflated count outcomes in observational studies
DeSantis, Stacia M.; Lazaridis, Christos; Ji, Shuang; … - In: Journal of Applied Statistics 41 (2014) 1, pp. 127-141
Determining the effectiveness of different treatments from observational data, which are characterized by imbalance between groups due to lack of randomization, is challenging. Propensity matching is often used to rectify imbalances among prognostic variables. However, there are no guidelines on...
Persistent link: https://www.econbiz.de/10010741022
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Incorporating diagnostic accuracy into the estimation of discrete survival function
Adeniji, Abidemi K.; Belle, Steven H.; Wahed, Abdus S. - In: Journal of Applied Statistics 41 (2014) 1, pp. 60-72
Empirical distribution function (EDF) is a commonly used estimator of population cumulative distribution function. Survival function is estimated as the complement of EDF. However, clinical diagnosis of an event is often subjected to misclassification, by which the outcome is given with some...
Persistent link: https://www.econbiz.de/10010741023
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Hybrid-based confidence intervals for the ratio of two treatment means in the over-dispersed Poisson data
Saha, Krishna K.; Bilisoly, Roger; Dziuda, Darius M. - In: Journal of Applied Statistics 41 (2014) 2, pp. 439-453
In many clinical trials and epidemiological studies, comparing the mean count response of an exposed group to a control group is often of interest. This type of data is often over-dispersed with respect to Poisson variation, and previous studies usually compared groups using confidence intervals...
Persistent link: https://www.econbiz.de/10010741024
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A powerful test for multivariate normality
Zhou, Ming; Shao, Yongzhao - In: Journal of Applied Statistics 41 (2014) 2, pp. 351-363
This paper investigates a new test for normality that is easy for biomedical researchers to understand and easy to implement in all dimensions. In terms of power comparison against a broad range of alternatives, the new test outperforms the best known competitors in the literature as...
Persistent link: https://www.econbiz.de/10010741025
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Editorial
Aykroyd, Robert G. - In: Journal of Applied Statistics 41 (2014) 1, pp. 1-1
Persistent link: https://www.econbiz.de/10010741026
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