Imoh Udo Moffat

Modeling Heteroscedasticity in the Presence of Serial Correlations in Discrete-time Stochastic Series: A GARCH-in-Mean Approach

Imoh Udo Moffat & Emmanuel Alphonsus Akpan · Asian Journal of Probability and Statistics · 2019

Background: In modeling heteroscedasticity of returns, it is often assumed that the series are uncorrelated. In practice, such series with small time periods between observations can be observed to contain significant serial correlations, hence the motivation for this research. A...

Open access Research Article 10.9734/ajpas/2019/v4i230109

A Probabilistic Application of Generalized Linear Model in Discrete-Time Stochastic Series

Imoh Udo Moffat & Emmanuel Alphonsus Akpan · Journal of Scientific Research and Reports · 2018

This study is aimed at identifying the problem associated with Ordinary Least Squares (OLS) in relation to the violation of assumptions of normality and constant variance. Mainly, the possible problem encountered when these assumptions are violated is the introduction of biases i...

Open access Research Article 10.9734/JSRR/2018/40909

Modeling the Autocorrelated Errors in Time Series Regression: A Generalized Least Squares Approach

Emmanuel Alphonsus Akpan & Imoh Udo Moffat · Journal of Advances in Mathematics and Computer Science · 2018

This study considered Gross Domestic Product (N’ Billion) as the dependent variable (denoted by Yt),  the Money Supply (N’ Billion) as the independent variable (denoted by X1t ) and the Credit to Private Sector as another independent variable (denoted by X2t). The data were obtai...

Open access Research Article 10.9734/JAMCS/2018/39949