PENDUGAAN PARAMETER REGRESI PANEL DINAMIS DENGAN BLUNDELL AND BOND GENERALIZED METHOD OF MOMENT
DOI:
https://doi.org/10.25077/jmu.6.2.65-69.2017Abstract
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.Downloads
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