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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 851 - 860 of 2,474
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Nonparametric approach to intervention time series modeling
Park, Jin-Hong - In: Journal of Applied Statistics 39 (2012) 7, pp. 1397-1408
Time series are often affected by interventions such as strikes, earthquakes, or policy changes. In the current paper, we build a practical nonparametric intervention model using the central mean subspace in time series. We estimate the central mean subspace for time series taking into account...
Persistent link: https://www.econbiz.de/10010976057
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Partly linear models on Riemannian manifolds
Gonzalez-Manteiga, Wenceslao; Henry, Guillermo; … - In: Journal of Applied Statistics 39 (2012) 8, pp. 1797-1809
In partly linear models, the dependence of the response <italic>y</italic> on (<bold>x</bold> -super-T, <italic>t</italic>) is modeled through the relationship <italic>y</italic>=<bold>x</bold> -super-T <bold>β</bold>+<italic>g</italic>(<italic>t</italic>)+ϵ, where ϵ is independent of (<bold>x</bold> -super-T, <italic>t</italic>). We are interested in developing an estimation procedure that allows us to combine the flexibility of the partly...
Persistent link: https://www.econbiz.de/10010976059
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Sample size determination for estimating multivariate process capability indices based on lower confidence limits
Li, Chung-I; Pan, Jeh-Nan - In: Journal of Applied Statistics 39 (2012) 9, pp. 1911-1920
With the advent of modern technology, manufacturing processes have become very sophisticated; a single quality characteristic can no longer reflect a product's quality. In order to establish performance measures for evaluating the capability of a multivariate manufacturing process, several new...
Persistent link: https://www.econbiz.de/10010976069
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Estimating infant mortality in Colombia: some overdispersion modelling approaches
Quintero-Sarmiento, Adrián; Cepeda-Cuervo, Edilberto; … - In: Journal of Applied Statistics 39 (2012) 5, pp. 1011-1036
It is common to fit generalized linear models with binomial and Poisson responses, where the data show a variability that is greater than the theoretical variability assumed by the model. This phenomenon, known as overdispersion, may spoil inferences about the model by considering significant...
Persistent link: https://www.econbiz.de/10010976075
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A Bayesian inference of P(λ<sub>1</sub>>λ<sub>2</sub>) for two Poisson parameters
Kawasaki, Youhei; Miyaoka, Etsuo - In: Journal of Applied Statistics 39 (2012) 10, pp. 2141-2152
The statistical inference drawn from the difference between two independent Poisson parameters is often discussed in the medical literature. However, such discussions are usually based on the frequentist viewpoint rather than the Bayesian viewpoint. Here, we propose an index θ=P(λ<sub>1, post</sub>λ<sub>2,...</sub>
Persistent link: https://www.econbiz.de/10010976076
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Sample size for estimating a binomial proportion: comparison of different methods
Gonçalves, Luzia; Oliveira, M. Rosário de; Pascoal, … - In: Journal of Applied Statistics 39 (2012) 11, pp. 2453-2473
The poor performance of the Wald method for constructing confidence intervals (CIs) for a binomial proportion has been demonstrated in a vast literature. The related problem of sample size determination needs to be updated and comparative studies are essential to understanding the performance of...
Persistent link: https://www.econbiz.de/10010976080
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Phylogenetic tree selection by the adjusted <italic>k</italic>-means approach
Wang, Hsiuying; Hung, Shan-Lin - In: Journal of Applied Statistics 39 (2012) 3, pp. 643-655
The reconstruction of phylogenetic trees is one of the most important and interesting problems of the evolutionary study. There are many methods proposed in the literature for constructing phylogenetic trees. Each approach is based on different criteria and evolutionary models. However, the...
Persistent link: https://www.econbiz.de/10010976081
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Introduction to general and generalized linear models
Nielsen, Søren Feodor - In: Journal of Applied Statistics 39 (2012) 4, pp. 923-924
Persistent link: https://www.econbiz.de/10010976082
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Concordance coefficients to measure the agreement among several sets of ranks
Teles, Júlia - In: Journal of Applied Statistics 39 (2012) 8, pp. 1749-1764
In this paper, two measures of agreement among several sets of ranks, Kendall's concordance coefficient and top-down concordance coefficient, are reviewed. In order to illustrate the utility of these measures, two examples, in the fields of health and sports, are presented. A Monte Carlo...
Persistent link: https://www.econbiz.de/10010976088
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A new compounding life distribution: the Weibull--Poisson distribution
Lu, Wanbo; Shi, Daimin - In: Journal of Applied Statistics 39 (2012) 1, pp. 21-38
In this paper, a new compounding distribution, named the Weibull--Poisson distribution is introduced. The shape of failure rate function of the new compounding distribution is flexible, it can be decreasing, increasing, upside-down bathtub-shaped or unimodal. A comprehensive mathematical...
Persistent link: https://www.econbiz.de/10010976091
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