RESEARCH METHODOLOGY / DESIGN OF EXPORT PROMOTION POLICIES IN NIGERIA

The chapter focuses on the research method that will be adopted. Regression analysis based on the classical linear regression model, otherwise know as ordinary least square (OLS) technique is chosen by the researcher. The researcher’s choice of technique is based not only by its computational simplicity but also as a result of its optimal properties such as linearity, unbiasedness, minimum variance, zero mean value of the random terms etc.(Koutsoyiannis, 2001, Gujarati 2004, Baltagi, 1999, and Nwobi, 2001).


MODEL SPECIFICATION
          The hypothesis of this study has been maintained on the assumption that Gross Domestic Product (GDP) is determined by export promotion, imports and Exchange rate. Hence, the model based on these variables in functional form.
                     GDP          =        f(EXP, IMP, EXD) ------------------------ 3.1
 Where
                   GDP =        Gross Domestic Product
                   EXP   =         Export parameters
                   IMP    =        Import parameters
                   EXD   =        Exchange rate parameters
The GDP is the dependent variable while X, M, S, are all independent or explanatory variables.
This can have its linear function as:
GDP  =   β0  +   β1 EXP  +  β2IMP +  β3EXD  +  ut    -----------------------          3.2
Where
β0      =        Constant or intercept
β1      =        Export parameters
β2      =        Import parameters
β3      =        Exchange rate parameter
ut       =        Error term

MODEL EVALUATION
Having concluded with the estimation of the model, the next stage in any econometric research work is the evaluation of the model, which consist of deciding whether the estimation of the parameters are theoretically meaningful and statistically satisfactory (Koutsoyiannis, 2001:25).
The estimated parameters will be evaluated by determining whether they have satisfied the statistical a priori criteria and econometric criteria.

i.        Economic a priori criteria
Economic a  priori criteria are restrictions imposed by theory concerning the sign and magnitude of economic parameter estimate be the elasticity, the marginal values, properties, multipliers, etc. economic theories defines the sign of the co- efficient and in broad lines their magnitude (Koutsoyannis, 2001:25).
Assuming estimates of the parameters turn up with signs or size not in conformity with economic theory, they should be rejected, unless there is a good reason to believe that in the particular instance the principles of econometrics theory do not hold.
Consequently, in the research work, it is expected that export promotion has a significant impact in the growth of Nigeria economy. And should possibly be related to import-export and exchange rate index of growth should be positive to the Gross Domestic Product (GDP).

ii.       Statistical Criteria:
The statistical criteria otherwise known as the first order-test begins with the coefficient of determination (R2) test. This is a test of goodness of fit of the explanatory power of the regression model. It has a value if  0 and 1 is usually expressed as percentage. It shows the variability of the dependent variable caused by changes in the explanatory variables.
The next to be conducted is the student t- test. This is a teat of significant of individual parameters estimates. It will be tested using 5% level of significance. This test will be followed by the standard Error test, it is used to test for the statistical reliability of the coefficient estimate.

Decision Rule:
          If t-calculated value is greater than the t-tabulated value, reject the null hypothesis otherwise accept it.
          If S(b1) < b1/2, reject the null hypothesis other accept and conclude that coefficient estimate of b1 is not statistically reliable.
          If F-calculated value is greater than the F-tabulated value, reject the null hypothesis and conclude that the entire regression plane is statistically significant.

iii.      Second Order (Durbin Watson Test)
          The Durbin Watson test is a test of serial or autocorrelation in the mode. This test will also be conducted at 5% level of significance.
Decision Rule:
          If the computed Durbin Watson statistics is less than the tabulated value of the lower limit, there is evidence of positive first order serial correlation. If it is greater than the upper limit there is no evidence of positive first order serial correlation. However, if it lies between the lower and upper limit, there is inconclusive evidence regarding the presence or absence of positive first order serial correlation. The implication is to know if important variables are captured in the model.

SOURCE OF DATA
          The data for this research project is obtained from the following sources:
i.             Central bank of Nigeria statistical bulletin for various years.
ii.            Central Bank of Nigeria Annual Account for various years.
iii.           Other CBN periodicals – Bullions of various years.
THIS PROJECT WORK WAS WRITTEN BY

AND SUBMITTED TO THE DEPARTMENT OF ECONOMICS
OCTOBER 2010
Share on Google Plus

Declaimer - Unknown

The publications and/or documents on this website are provided for general information purposes only. Your use of any of these sample documents is subjected to your own decision NB: Join our Social Media Network on Google Plus | Facebook | Twitter | Linkedin

READ RECENT UPDATES HERE