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  • Search: isPartOf:"Journal of Applied Statistics"
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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 721 - 730 of 2,474
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Hip fracture prediction from a new classification algorithm based on recursive partitioning methods
Jin, Hua; Mo, Qi - In: Journal of Applied Statistics 40 (2013) 6, pp. 1246-1253
Classification and regression tree has been useful in medical research to construct algorithms for disease diagnosis or prognostic prediction. Jin <italic>et al.</italic>7 developed a robust and cost-saving tree (RACT) algorithm with application in classification of hip fracture risk after 5-year follow-up based...
Persistent link: https://www.econbiz.de/10010976166
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Joint modeling of censored longitudinal and event time data
Pike, Francis; Weissfeld, Lisa - In: Journal of Applied Statistics 40 (2013) 1, pp. 17-27
Censoring of a longitudinal outcome often occurs when data are collected in a biomedical study and where the interest is in the survival and or longitudinal experiences of a study population. In the setting considered herein, we encountered upper and lower censored data as the result of...
Persistent link: https://www.econbiz.de/10010624110
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Instrumental variable-based empirical likelihood inferences for varying-coefficient models with error-prone covariates
Zhao, Peixin; Xue, Liugen - In: Journal of Applied Statistics 40 (2013) 2, pp. 380-396
This paper presents the empirical likelihood inferences for a class of varying-coefficient models with error-prone covariates. We focus on the case that the covariance matrix of the measurement errors is unknown and neither repeated measurements nor validation data are available. We propose an...
Persistent link: https://www.econbiz.de/10010624117
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Estimating utility functions using generalized maximum entropy
Pires, Cesaltina; Dionísio, Andreia; Coelho, Luís - In: Journal of Applied Statistics 40 (2013) 1, pp. 221-234
This paper estimates von Neumann and Morgenstern utility functions using the generalized maximum entropy (GME), applied to data obtained by utility elicitation methods. Given the statistical advantages of this approach, we provide a comparison of the performance of the GME estimator with...
Persistent link: https://www.econbiz.de/10010624130
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Editorial
Aykroyd, Robert G. - In: Journal of Applied Statistics 40 (2013) 1, pp. 1-1
Persistent link: https://www.econbiz.de/10010624131
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Quasi-optimal Bayesian procedures of many hypotheses testing
Kachiashvili, K. J.; Hashmi, M. A.; Mueed, A. - In: Journal of Applied Statistics 40 (2013) 1, pp. 103-122
Quasi-optimal procedures of testing many hypotheses are described in this paper. They significantly simplify the Bayesian algorithms of hypothesis testing and computation of the risk function. The relations allowing for obtaining the estimations for the values of average risks in optimum tasks...
Persistent link: https://www.econbiz.de/10010624143
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Data mining with Rattle and R
Mwitondi, Kassim S. - In: Journal of Applied Statistics 40 (2013) 2, pp. 464-464
Persistent link: https://www.econbiz.de/10010624155
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A comment on sample size calculations for binomial confidence intervals
Wei, Lai; Hutson, Alan D. - In: Journal of Applied Statistics 40 (2013) 2, pp. 311-319
In this article we examine sample size calculations for a binomial proportion based on the confidence interval width of the Agresti--Coull, Wald and Wilson Score intervals. We pointed out that the commonly used methods based on known and fixed standard errors cannot guarantee the desired...
Persistent link: https://www.econbiz.de/10010624158
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Modeling healthcare costs in simultaneous presence of asymmetry, heteroscedasticity and correlation
Baldi, Ileana; Pagano, Eva; Berchialla, Paola; … - In: Journal of Applied Statistics 40 (2013) 2, pp. 298-310
Highly skewed outcome distributions observed across clusters are common in medical research. The aim of this paper is to understand how regression models widely used for accommodating asymmetry fit clustered data under heteroscedasticity. In a simulation study, we provide evidence on the...
Persistent link: https://www.econbiz.de/10010624160
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Prior distribution elicitation for generalized linear and piecewise-linear models
Garthwaite, Paul H.; Al-Awadhi, Shafeeqah A.; Elfadaly, … - In: Journal of Applied Statistics 40 (2013) 1, pp. 59-75
An elicitation method is proposed for quantifying subjective opinion about the regression coefficients of a generalized linear model. Opinion between a continuous predictor variable and the dependent variable is modelled by a piecewise-linear function, giving a flexible model that can represent...
Persistent link: https://www.econbiz.de/10010624161
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