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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 951 - 960 of 2,474
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The use of predicted values for item parameters in item response theory models: an application in intelligence tests
Matteucci, Mariagiulia; Mignani, Stefania; Veldkamp, … - In: Journal of Applied Statistics 39 (2012) 12, pp. 2665-2683
In testing, item response theory models are widely used in order to estimate item parameters and individual abilities. However, even unidimensional models require a considerable sample size so that all parameters can be estimated precisely. The introduction of empirical prior information about...
Persistent link: https://www.econbiz.de/10010624111
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Optimal sample size planning for the Wilcoxon--Mann--Whitney and van Elteren tests under cost constraints
Guo, Jiin-Huarng - In: Journal of Applied Statistics 39 (2012) 10, pp. 2153-2164
Sampling cost is a crucial factor in sample size planning, particularly when the treatment group is more expensive than the control group. To either minimize the total cost or maximize the statistical power of the test, we used the distribution-free Wilcoxon--Mann--Whitney test for two...
Persistent link: https://www.econbiz.de/10010624112
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A bivariate Sarmanov regression model for count data with generalised Poisson marginals
Hofer, Vera; Leitner, Johannes - In: Journal of Applied Statistics 39 (2012) 12, pp. 2599-2617
We present a bivariate regression model for count data that allows for positive as well as negative correlation of the response variables. The covariance structure is based on the Sarmanov distribution and consists of a product of generalised Poisson marginals and a factor that depends on...
Persistent link: https://www.econbiz.de/10010624113
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Error analysis of stochastic flight trajectory prediction models
Maroulas, Vasileios - In: Journal of Applied Statistics 39 (2012) 8, pp. 1825-1841
This paper focuses on the analysis of errors between a flight trajectory prediction model and flight data. A novel stochastic prediction flight model is compared with the popular fly-by and fly-over turn models. The propagated error is measured using either spatial coordinates or angles....
Persistent link: https://www.econbiz.de/10010624114
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The Oxford handbook of nonlinear filtering
Mosammam, A. M. - In: Journal of Applied Statistics 39 (2012) 8, pp. 1849-1850
Persistent link: https://www.econbiz.de/10010624115
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Median regression for SUR models with the same explanatory variables in each equation
Shukur, Ghazi; Zeebari, Zangin - In: Journal of Applied Statistics 39 (2012) 8, pp. 1765-1779
In this paper we introduce an interesting feature of the generalized least absolute deviations method for seemingly unrelated regression equations (SURE) models. Contrary to the collapse of generalized leasts-quares parameter estimations of SURE models to the ordinary least-squares estimations...
Persistent link: https://www.econbiz.de/10010624116
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Statistics for high-dimensional data
Sapatinas, Theofanis - In: Journal of Applied Statistics 39 (2012) 10, pp. 2308-2309
Persistent link: https://www.econbiz.de/10010624118
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Bayesian inference under progressive type-I interval censoring
Lin, Yu-Jau; Lio, Y. L. - In: Journal of Applied Statistics 39 (2012) 8, pp. 1811-1824
Bayesian estimation for population parameter under progressive type-I interval censoring is studied via Markov Chain Monte Carlo (MCMC) simulation. Two competitive statistical models, generalized exponential and Weibull distributions for modeling a real data set containing 112 patients with...
Persistent link: https://www.econbiz.de/10010624119
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Multivariate generalized linear models using R
Er, Şebnem - In: Journal of Applied Statistics 39 (2012) 8, pp. 1851-1851
Persistent link: https://www.econbiz.de/10010624120
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An index of local sensitivity to non-ignorability for parametric survival models with potential non-random missing covariate: an application to the SEER cancer registry data
Mahabadi, S. Eftekhari; Ganjali, M. - In: Journal of Applied Statistics 39 (2012) 11, pp. 2327-2348
Several survival regression models have been developed to assess the effects of covariates on failure times. In various settings, including surveys, clinical trials and epidemiological studies, missing data may often occur due to incomplete covariate data. Most existing methods for lifetime data...
Persistent link: https://www.econbiz.de/10010624121
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