PENDUGAAN PARAMETER REGRESI PANEL DINAMIS DENGAN BLUNDELL AND BOND GENERALIZED METHOD OF MOMENT

Authors

  • Azmi Arsa
  • Yudiantri Asdi
  • Ferra Yanuar

DOI:

https://doi.org/10.25077/jmu.6.2.65-69.2017

Abstract

Model regresi data panel dinamis merupakan model regresi data panel yang melibatkan lag dari peubah bebas sebagai peubah penjelas yang berkorelasi dengan error. Lag dari peubah bebas tersebut dinamakan peubah endogen penjelas. Adanya peubah endogen penjelas menyebabkan pendugaan parameter dengan metode kuadrat terkecil menghasilkan dugaan yang bias dan tidak konsisten.

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Published

11-07-2017

Issue

Vol. 6 No. 2 (2017)

Section

Articles

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