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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 941 - 950 of 2,474
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Bivariate deconvolution with SIMEX: an application to mapping Alaska earthquake density
McIntyre, Julie; Barry, Ronald P. - In: Journal of Applied Statistics 39 (2012) 2, pp. 297-308
Constructing spatial density maps of seismic events, such as earthquake hypocentres, is complicated by the fact that events are not located precisely. In this paper, we present a method for estimating density maps from event locations that are measured with error. The estimator is based on the...
Persistent link: https://www.econbiz.de/10010549833
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Trends in smoking cessation: a Markov model approach
Minard, Charles G.; Chan, Wenyaw; Wetter, David W.; … - In: Journal of Applied Statistics 39 (2012) 1, pp. 113-127
Intervention trials such as studies on smoking cessation may observe multiple, discrete outcomes over time. When the outcome is binary, participant observations may alternate between two states over the course of the study. The generalized estimating equation (GEE) approach is commonly used to...
Persistent link: https://www.econbiz.de/10010549835
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Time series: Modeling, Computation, and Inference
Bakouch, Hassan S. - In: Journal of Applied Statistics 39 (2012) 4, pp. 923-923
Persistent link: https://www.econbiz.de/10010549839
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Autoregressive model selection based on a prediction perspective
Lee, Yun-Huan; Chen, Chun-Shu - In: Journal of Applied Statistics 39 (2012) 4, pp. 913-922
The autoregressive (AR) model is a popular method for fitting and prediction in analyzing time-dependent data, where selecting an accurate model among considered orders is a crucial issue. Two commonly used selection criteria are the Akaike information criterion and the Bayesian information...
Persistent link: https://www.econbiz.de/10010549842
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Growth rate models: emphasizing growth rate analysis through growth curve modeling
Zhang, Zhiyong; McArdle, John J.; Nesselroade, John R. - In: Journal of Applied Statistics 39 (2012) 6, pp. 1241-1262
To emphasize growth rate analysis, we develop a general method to reparametrize growth curve models to analyze rates of growth for a variety of growth trajectories, such as quadratic and exponential growth. The resulting growth rate models are shown to be related to rotations of growth curves....
Persistent link: https://www.econbiz.de/10010549844
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Confidence intervals and bands for the binormal ROC curve revisited
Demidenko, Eugene - In: Journal of Applied Statistics 39 (2012) 1, pp. 67-79
Two types of confidence intervals (CIs) and confidence bands (CBs) for the receiver operating characteristic (ROC) curve are studied: pointwise CIs and simultaneous CBs. An optimized version of the pointwise CI with the shortest width is developed. A new ellipse-envelope simultaneous CB for the...
Persistent link: https://www.econbiz.de/10010549845
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A spatial random-effects model for interzone flows: commuting in Northern Ireland
Congdon, P.; Lloyd, C. D. - In: Journal of Applied Statistics 39 (2012) 1, pp. 199-213
Government policy on employment, transport, and housing often depends on reliable information about spatial variation in commuting flows across a region. Simple commuting rates summarising inter-area flows may not provide a full perspective on the underlying levels of commuting attractivity of...
Persistent link: https://www.econbiz.de/10010549848
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Lattice-oriented percolation system applied to volatility behavior of stock market
Yu, Yao; Wang, Jun - In: Journal of Applied Statistics 39 (2012) 4, pp. 785-797
In this paper, a discrete time series of stock price process is modeled by the two-dimensional lattice-oriented bond percolation system. Percolation theory, as one of statistical physics systems, has brought new understanding and techniques to a broad range of topics in nature and society....
Persistent link: https://www.econbiz.de/10010549850
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The oxford handbook of credit derivatives
Kang, Long - In: Journal of Applied Statistics 39 (2012) 4, pp. 924-925
Persistent link: https://www.econbiz.de/10010549851
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Stochastic models for greenhouse gas emission rate estimation from hydroelectric reservoirs: a Bayesian hierarchical approach
Israel, Vinicius P.; Migon, Hélio S. - In: Journal of Applied Statistics 39 (2012) 5, pp. 1069-1086
Herein, we propose a fully Bayesian approach to the greenhouse gas emission problem. The goal of this work is to estimate the emission rate of polluting gases from the area flooded by hydroelectric reservoirs. We present models for gas concentration evolution in two ways: first, by proposing...
Persistent link: https://www.econbiz.de/10010549853
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