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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 881 - 890 of 2,474
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<italic>F</italic>-tests with a rare pathology
Nunes, Célia; Ferreira, Dário; Ferreira, Sandra S.; … - In: Journal of Applied Statistics 39 (2012) 3, pp. 551-561
ANOVA is routinely used to compare pathologies. Nevertheless, in many situations, the sample dimensions may not be known when planning the study. This is specially relevant when one of the pathologies is rare. Thus, the sample size for that pathology or for all pathologies must be considered as...
Persistent link: https://www.econbiz.de/10010976158
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An empirical comparison of Canonical Correspondence Analysis and STATICO in the identification of spatio-temporal ecological relationships
Mendes, Susana; Fernández-Gómez, M. José; Pereira, … - In: Journal of Applied Statistics 39 (2012) 5, pp. 979-994
The wide-ranging and rapidly evolving nature of ecological studies mean that it is not possible to cover all existing and emerging techniques for analyzing multivariate data. However, two important methods enticed many followers: the Canonical Correspondence Analysis (CCA) and the STATICO...
Persistent link: https://www.econbiz.de/10010976160
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OECD's ‘Better Life Index’: can any country be well ranked?
Kasparian, Jérôme; Rolland, Antoine - In: Journal of Applied Statistics 39 (2012) 10, pp. 2223-2230
We critically review the Better Life Index (BLI) recently introduced by the Organization for Economic Co-operation and Development (OECD). We discuss methodological issues in the definition of the criteria used to rank the countries, as well as in their aggregation method. Moreover, we explore...
Persistent link: https://www.econbiz.de/10010976163
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Testing variance components in balanced linear growth curve models
Drikvandi, Reza; Khodadadi, Ahmad; Verbeke, Geert - In: Journal of Applied Statistics 39 (2012) 3, pp. 563-572
It is well known that the testing of zero variance components is a non-standard problem since the null hypothesis is on the boundary of the parameter space. The usual asymptotic chi-square distribution of the likelihood ratio and score statistics under the null does not necessarily hold because...
Persistent link: https://www.econbiz.de/10010976165
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Multiple outlier test for upper outliers in an exponential sample
Lalitha, S.; Kumar, Nirpeksh - In: Journal of Applied Statistics 39 (2012) 6, pp. 1323-1330
In this paper, a test statistic for testing upper outliers with a slippage alternative, in an exponential sample is proposed. No tables for critical values are required as they can be calculated easily for any sample size. A simulation study is also carried out to compare the performance of the...
Persistent link: https://www.econbiz.de/10010549757
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Regression analysis of zero-inflated time-series counts: application to air pollution related emergency room visit data
Hasan, M. Tariqul; Sneddon, Gary; Ma, Renjun - In: Journal of Applied Statistics 39 (2012) 3, pp. 467-476
Time-series count data with excessive zeros frequently occur in environmental, medical and biological studies. These data have been traditionally handled by conditional and marginal modeling approaches separately in the literature. The conditional modeling approaches are computationally much...
Persistent link: https://www.econbiz.de/10010549758
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An augmented approach to the desirability function
Chen, Hsiu-Wen; Wong, Weng Kee; Xu, Hongquan - In: Journal of Applied Statistics 39 (2012) 3, pp. 599-613
The desirability function is widely used in the engineering field to tackle the problem of optimizing multiple responses simultaneously. This approach does not account for the variability in the predicted responses and minimizing this variability to have narrower prediction intervals is...
Persistent link: https://www.econbiz.de/10010549760
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Mixed-Poisson point process with partially observed covariates: ecological momentary assessment of smoking
Neustifter, Benjamin; Rathbun, Stephen L.; Shiffman, Saul - In: Journal of Applied Statistics 39 (2012) 4, pp. 883-899
Ecological momentary assessment is an emerging method of data collection in behavioral research that may be used to capture the times of repeated behavioral events on electronic devices and information on subjects’ psychological states through the electronic administration of questionnaires at...
Persistent link: https://www.econbiz.de/10010549761
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Evaluation of false discovery rate and power via sample size in microarray studies
Song, Jie; Raadsma, Herman W.; Thomson, Peter C. - In: Journal of Applied Statistics 39 (2012) 3, pp. 489-500
Microarray studies are now common for human, agricultural plant and animal studies. False discovery rate (FDR) is widely used in the analysis of large-scale microarray data to account for problems associated with multiple testing. A well-designed microarray study should have adequate statistical...
Persistent link: https://www.econbiz.de/10010549762
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Some multivariate goodness-of-fit tests based on data depth
Zhang, Caiya; Xiang, Yanbiao; Shen, Xinmei - In: Journal of Applied Statistics 39 (2012) 2, pp. 385-397
Based on data depth, three types of nonparametric goodness-of-fit tests for multivariate distribution are proposed in this paper. They are Pearson’s chi-square test, tests based on EDF and tests based on spacings, respectively. The Anderson--Darling (AD) test and the Greenwood test for...
Persistent link: https://www.econbiz.de/10010549766
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