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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 981 - 990 of 2,474
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Modelling of connected processes
Lwin, Thaung - In: Journal of Applied Statistics 39 (2012) 8, pp. 1623-1641
The problem of comparing, contrasting and combining information from different sets of data is an enduring one in many practical applications of statistics. A specific problem of combining information from different sources arose in integrating information from three different sets of data...
Persistent link: https://www.econbiz.de/10010624145
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Mixtures of concentrated multivariate sine distributions with applications to bioinformatics
Mardia, Kanti V.; Kent, John T.; Zhang, Zhengzheng; … - In: Journal of Applied Statistics 39 (2012) 11, pp. 2475-2492
Motivated by examples in protein bioinformatics, we study a mixture model of multivariate angular distributions. The distribution treated here (multivariate sine distribution) is a multivariate extension of the well-known von Mises distribution on the circle. The density of the sine distribution...
Persistent link: https://www.econbiz.de/10010624146
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Hypothesis testing with Rao's quadratic entropy and its application to Dinosaur biodiversity
Zhao, Yueqin; Naik, Dayanand N. - In: Journal of Applied Statistics 39 (2012) 8, pp. 1667-1680
Entropy indices, such as Shannon entropy and Gini-Simpson index, have been used for analysing biological diversities. However, these entropy indices are based on abundance of the species only and they do not take differences between the species into consideration. Rao's quadratic entropy has...
Persistent link: https://www.econbiz.de/10010624147
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Likelihood estimation for longitudinal zero-inflated power series regression models
Samani, E. Bahrami; Amirian, Y.; Ganjali, M. - In: Journal of Applied Statistics 39 (2012) 9, pp. 1965-1974
In this paper, a zero-inflated power series regression model for longitudinal count data with excess zeros is presented. We demonstrate how to calculate the likelihood for such data when it is assumed that the increment in the cumulative total follows a discrete distribution with a location...
Persistent link: https://www.econbiz.de/10010624148
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Longitudinal data: different approaches in the context of item-response theory models
Bacci, Silvia - In: Journal of Applied Statistics 39 (2012) 9, pp. 2047-2065
In this paper, some extended Rasch models are analyzed in the presence of longitudinal measurements of a latent variable. Two main approaches, multidimensional and multilevel, are compared: we investigate the different information that can be obtained from the latent variable, and we give advice...
Persistent link: https://www.econbiz.de/10010624149
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Selection of a stroke risk model based on transcranial Doppler ultrasound velocity
Mukhopadhyay, S.; Das, I.; Das, K. - In: Journal of Applied Statistics 39 (2012) 12, pp. 2699-2712
Increased transcranial Doppler ultrasound (TCD) velocity is an indicator of cerebral infarction in children with sickle cell disease (SCD). In this article, the parallel genetic algorithm (PGA) is used to select a stroke risk model with TCD velocity as the response variable. Development of such...
Persistent link: https://www.econbiz.de/10010624150
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Spatio-temporal improvised explosive device monitoring: improving detection to minimise attacks
Benigni, Matthew; Furrer, Reinhard - In: Journal of Applied Statistics 39 (2012) 11, pp. 2493-2508
The improvised explosive device (IED) is a weapon of strategic influence on today's battlefield. IED detonations occur predominantly on roads, footpaths, or trails. Therefore, locations are best described when constrained to the road network, and some spaces on the network are more dangerous at...
Persistent link: https://www.econbiz.de/10010624151
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Inference for serological surveys investigating past exposures to infections resulting in long-lasting immunity -- an approach using finite mixture models with concomitant information
Ster, Irina Chis - In: Journal of Applied Statistics 39 (2012) 11, pp. 2523-2542
This paper is concerned with developing a latent class mixture modelling technique which efficiently exploits data from serological surveys aiming to investigate past exposures to infections resulting in long-term or life-lasting immunity. Mixture components featured by antibody assays’...
Persistent link: https://www.econbiz.de/10010624152
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The R primer
Keeble, Claire - In: Journal of Applied Statistics 39 (2012) 10, pp. 2303-2303
Persistent link: https://www.econbiz.de/10010624153
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Survival in the U.S. petroleum refining industry
Jiang, Shuyi - In: Journal of Applied Statistics 39 (2012) 7, pp. 1505-1530
Of the 324 petroleum refineries operating in the U.S. in 1982, only 149 were still in the hands of their original owners in 2007. Using duration analysis, this paper explores why refineries change ownership or shut down. Plants are more likely to ‘survive’ with their original owners if they...
Persistent link: https://www.econbiz.de/10010624154
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