If you want to be correct, since Hausa is the majority ethnic group, it's really Jamhuriyar Nijar

The name comes from the Niger River which flows through the west of the country. The origin of the river's name is uncertain. Alexandrian geographer Ptolemy wrote descriptions of the wadi Gir (in neighboring modern Algeria) and the Ni-Gir ("Lower Gir") to the south, possibly referring to the Niger River. The modern spelling Niger was first recorded by Berber scholar Leo Africanus in 1550, possibly derived from the Tuareg phrase gher-n-gheren meaning "river of rivers"

Neezh-air is how I pronounce it

I’ve learned that I’ve been mispronouncing it my entire life.