relation: https://digilib.uin-suka.ac.id/id/eprint/37198/
title: ANALISIS REGRESI DATA PANEL DINAMIS  MENGGUNAKAN GENERALIZED METHOD OF MOMENT  ARELLANO AND BOND
creator: Umrotul Irfiana, NIM. 15610045
subject: Matematika
description: The dynamic panel data model is a panel data model based on dynamic  concepts, when a variable is not only determined by variables at the same time,  but is also determined by variables in the previous time. The dynamic model is  characterized by the lag of the dependent variable which correlates with the error  between the independent variables. This causes the Ordinary Least Square (OLS)  estimator to be biased and inconsistent. Therefore another estimation method is  needed, one of them is the Generalized Method of Moment Arellano and Bond.  This method produces an unbiased, consistent and efficient estimator. As an  application of this method, a case study of the Human Development Index (HDI)  of the previous period, School Length Expetancy (SLE), Life Expectancy (LE)  and Expenditures per Capita (EC) on the Human Development Index of the period  concerned in 34 Provinces in Indonesia . Data is processed and analyzed using  Microsoft Excel and Stata 14.2 software.  The dynamic panel data regression model formed using Generalized Method of  Moment Arellano and Bond in a case study of factors affecting the human  development index is  .  ̂ , 1 1 2 3 0,3274785 14,60093 1,39871 0,5280059 0,0006773 =Yit X it X it X it .  Goodness of the model with MSE (Mean Square error) is as big as 5,85989.
date: 2019-09-16
type: Thesis
type: NonPeerReviewed
format: text
language: id
identifier: https://digilib.uin-suka.ac.id/id/eprint/37198/1/15610045_BAB-I_VI_DAFTAR-PUSTAKA.pdf
format: text
language: id
identifier: https://digilib.uin-suka.ac.id/id/eprint/37198/2/15610045_BAB-II_sampai_BAB-V.pdf
identifier:   Umrotul Irfiana, NIM. 15610045  (2019) ANALISIS REGRESI DATA PANEL DINAMIS MENGGUNAKAN GENERALIZED METHOD OF MOMENT ARELLANO AND BOND.  Skripsi thesis, UNIVERSITAS ISLAM NEGERI SUNAN KALIJAGA YOGYAKARTA.