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Assessing the Robustness of Ordinary Least Squares and Double Weighted M-Estimation Methods for Predicting Crude Oil Prices in Nigeria: A Study of Predictive Accuracy and Generalization

This study evaluates the robustness of Ordinary Least Squares (OLS) and Double Weighted M-Estimation (DWME) methods for predicting crude oil prices in Nigeria, focusing on predictive accuracy and generalization. Using 192 monthly data points (2006–2021) from the Central Bank of Nigeria (CBN) and Nigerian National Petroleum Company Limited (NNPCL), the dataset included crude oil prices, production, crude oil production, and exchange rates, with synthetic datasets simulated via multivariate normal distribution for varying dimensions (n = 10 to 1,000). The performance measures such as Mean Square…

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Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	African Journal of Mathematics and Statistics Studies
Date	2025-02-17
Type	article
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	https://doi.org/10.52589/ajmss-azlqvejb
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W4407616251`

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Assessing the Robustness of Ordinary Least Squares and Double Weighted M-Estimation Methods for Predicting Crude Oil Prices in Nigeria: A Study of Predictive Accuracy and Generalization. OpenAlex research, 2025. Vero Archive, record openalex:W4407616251.