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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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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 701 - 710 of 2,474
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Bayesian semiparametric models for nonignorable missing mechanisms in generalized linear models
Kalaylioglu, Z. I.; Ozturk, O. - In: Journal of Applied Statistics 40 (2013) 8, pp. 1746-1763
Semiparametric models provide a more flexible form for modeling the relationship between the response and the explanatory variables. On the other hand in the literature of modeling for the missing variables, canonical form of the probability of the variable being missing (<italic>p</italic>) is modeled taking a...
Persistent link: https://www.econbiz.de/10010976099
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Effect of individual observations on the Box--Cox transformation
Pettit, L. I.; Sothinathan, N. - In: Journal of Applied Statistics 40 (2013) 7, pp. 1561-1571
In this paper, we consider the influence of individual observations on inferences about the Box--Cox power transformation parameter from a Bayesian point of view. We compare Bayesian diagnostic measures with the 'forward' method of analysis due to Riani and Atkinson. In particular, we look at...
Persistent link: https://www.econbiz.de/10010976100
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Identification of multiple high leverage points in logistic regression
Imon, A.H.M. Rahmatullah; Hadi, Ali S. - In: Journal of Applied Statistics 40 (2013) 12, pp. 2601-2616
Leverage values are being used in regression diagnostics as measures of unusual observations in the <italic>X</italic>-space. Detection of high leverage observations or points is crucial due to their responsibility for masking outliers. In linear regression, high leverage points (HLP) are those that stand far...
Persistent link: https://www.econbiz.de/10010976101
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Comparing the methods of measuring multi-rater agreement on an ordinal rating scale: a simulation study with an application to real data
Sertdemir, Y.; Burgut, H. R.; Alparslan, Z. N.; Unal, I.; … - In: Journal of Applied Statistics 40 (2013) 7, pp. 1506-1519
Agreement among raters is an important issue in medicine, as well as in education and psychology. The agreement among two raters on a nominal or ordinal rating scale has been investigated in many articles. The multi-rater case with normally distributed ratings has also been explored at length....
Persistent link: https://www.econbiz.de/10010976103
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Improved ridge estimators in a linear regression model
Liu, Xu-Qing; Gao, Feng; Yu, Zhen-Feng - In: Journal of Applied Statistics 40 (2013) 1, pp. 209-220
In this paper, the notion of the improved ridge estimator (IRE) is put forward in the linear regression model <bold>y</bold>=<bold>X</bold> <bold>β</bold>+<bold>e</bold>. The problem arises if augmenting the equation <bold>0</bold>=<bold>c</bold>′<bold>α</bold>+<bold>ε</b old> instead of <bold>0</bold>=<bold>C</bold> <bold>α</bold>+<bold>ϵ</bold> to the model. Three special IREs are considered and studied under the mean-squared error...<//b></bold>
Persistent link: https://www.econbiz.de/10010976104
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Hybrid Bayesian inference on HIV viral dynamic models
Han, Gang; Huang, Yangxin; Li, Qizhai; Chen, Lili; Zhang, Xi - In: Journal of Applied Statistics 40 (2013) 11, pp. 2516-2532
Modelling of HIV dynamics in AIDS research has greatly improved our understanding of the pathogenesis of HIV-1 infection and guided for the treatment of AIDS patients and evaluation of antiretroviral therapies. Some of the model parameters may have practical meanings with prior knowledge...
Persistent link: https://www.econbiz.de/10010976112
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Non-parametric estimation of data dimensionality prior to data compression: the case of the human development index
Canning, David; French, Declan; Moore, Michael - In: Journal of Applied Statistics 40 (2013) 9, pp. 1853-1863
In many applications in applied statistics, researchers reduce the complexity of a data set by combining a group of variables into a single measure using a factor analysis or an index number. We argue that such compression loses information if the data actually have high dimensionality. We...
Persistent link: https://www.econbiz.de/10010976117
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A multiple group item response theory model with centered skew-normal latent trait distributions under a Bayesian framework
Santos, Jose R.S.; Azevedo, Caio L.N.; Bolfarine, Heleno - In: Journal of Applied Statistics 40 (2013) 10, pp. 2129-2149
Very often, in psychometric research, as in educational assessment, it is necessary to analyze item response from clustered respondents. The multiple group item response theory (IRT) model proposed by Bock and Zimowski [12] provides a useful framework for analyzing such type of data. In this...
Persistent link: https://www.econbiz.de/10010976122
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A dynamic analysis of stock markets using a hidden Markov model
Angelis, Luca De; Paas, Leonard J. - In: Journal of Applied Statistics 40 (2013) 8, pp. 1682-1700
This paper proposes a framework to detect financial crises, pinpoint the end of a crisis in stock markets and support investment decision-making processes. This proposal is based on a hidden Markov model (HMM) and allows for a specific focus on conditional mean returns. By analysing weekly...
Persistent link: https://www.econbiz.de/10010976126
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Medical diagnostic test based on the potential test result approach: bounds and identification
Kada, Akiko; Cai, Zhihong; Kuroki, Manabu - In: Journal of Applied Statistics 40 (2013) 8, pp. 1659-1672
Evaluating the performance of a medical diagnostic test is an important issue in disease diagnosis. Youden [<italic>Index for rating diagnostic tests</italic>, Cancer 3 (1950), pp. 32--35] stated that the ideal measure of performance is to ensure that the control group resembles the diseased group as closely as...
Persistent link: https://www.econbiz.de/10010976127
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