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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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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 731 - 740 of 2,474
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A family of methods for statistical disclosure control
Quatember, Andreas; Hausner, Monika Cornelia - In: Journal of Applied Statistics 40 (2013) 2, pp. 337-346
Statistical disclosure control (SDC) is a balancing act between mandatory data protection and the comprehensible demand from researchers for access to original data. In this paper, a family of methods is defined to ‘mask’ sensitive variables before data files can be released. In the first...
Persistent link: https://www.econbiz.de/10010624164
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Joint confidence region estimation of L-moment ratios with an extension to right censored data
Wang, Dongliang; Hutson, Alan D. - In: Journal of Applied Statistics 40 (2013) 2, pp. 368-379
L-moments, defined as specific linear combinations of expectations of order statistics, have been advocated by Hosking 7 and others in the literature as meaningful replacements to that of classic moments in a wide variety of applications. One particular use of L-moments is to classify...
Persistent link: https://www.econbiz.de/10010624174
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Signaling NBER turning points: a sequential approach
Golosnoy, Vasyl; Hogrefe, Jens - In: Journal of Applied Statistics 40 (2013) 2, pp. 438-448
The dates of the U.S. business cycle are reported by the National Bureau of Economic Research with a considerable delay, so an early notion of turning points is of particular interest. This paper proposes a novel sequential classification approach designed for timely signaling these turning...
Persistent link: https://www.econbiz.de/10010624176
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Principal component analysis of canine hip dysplasia phenotypes and their statistical power for genome-wide association mapping
Duan, Faping; Ogden, Daniel; Xu, Ling; Liu, Kang; Lust, … - In: Journal of Applied Statistics 40 (2013) 2, pp. 235-251
The aims of this study were to undertake principal component analysis (PCA) of hip dysplasia (HD) and to examine the power of the principal components (PCs) in genome-wide association studies. A cohort of 278 dogs for PCA and that of 369 dogs for genotyping were used. The distraction index (DI),...
Persistent link: https://www.econbiz.de/10010624185
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Modified method on the means for several log-normal distributions
Lin, S. H.; Wang, R. S. - In: Journal of Applied Statistics 40 (2013) 1, pp. 194-208
Among statistical inferences, one of the main interests is drawing the inferences about the log-normal means since the log-normal distribution is a well-known candidate model for analyzing positive and right-skewed data. In the past, the researchers only focused on one or two log-normal...
Persistent link: https://www.econbiz.de/10010624187
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Sparse cluster analysis of large-scale discrete variables with application to single nucleotide polymorphism data
Wu, Baolin - In: Journal of Applied Statistics 40 (2013) 2, pp. 358-367
Currently, extreme large-scale genetic data present significant challenges for cluster analysis. Most of the existing clustering methods are typically built on the Euclidean distance and geared toward analyzing continuous response. They work well for clustering, e.g. microarray gene expression...
Persistent link: https://www.econbiz.de/10010624188
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Heterogeneity and study size in random-effects meta-analysis
Bowater, Russell J.; Escarela, Gabriel - In: Journal of Applied Statistics 40 (2013) 1, pp. 2-16
It is well known that heterogeneity between studies in a meta-analysis can be either caused by diversity, for example, variations in populations and interventions, or caused by bias, that is, variations in design quality and conduct of the studies. Heterogeneity that is due to bias is difficult...
Persistent link: https://www.econbiz.de/10010624195
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A simulation study on the hybrid nature of Tango's index
Nissi, Eugenia; Sarra, Annalina - In: Journal of Applied Statistics 40 (2013) 1, pp. 141-151
Since the early 1990s, there has been an increasing interest in statistical methods for detecting global spatial clustering in data sets. Tango's index is one of the most widely used spatial statistics for assessing whether spatially distributed disease rates are independent or clustered....
Persistent link: https://www.econbiz.de/10010624196
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Optimal asymmetric classification procedures for interval-screened normal data
Kim, Hea-Jung - In: Journal of Applied Statistics 40 (2013) 2, pp. 449-462
Statistical methods for an asymmetric normal classification do not adapt well to the situations where the population distributions are perturbed by an interval-screening scheme. This paper explores methods for providing an optimal classification of future samples in this situation. The...
Persistent link: https://www.econbiz.de/10010624198
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Different estimation methods for the parameters of the extended Burr XII distribution
Usta, Ilhan - In: Journal of Applied Statistics 40 (2013) 2, pp. 397-414
The extended three-parameter Burr XII (EBXII) distribution has recently attracted considerable attention for modeling data from various scientific fields since it yields a wide range of skewness and kurtosis values. However, it is well known that the parameter estimates have significant effects...
Persistent link: https://www.econbiz.de/10010624202
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