TY  - THES
N1  - Dr. Epha Diana Supandi, M.Sc.
ID  - digilib37198
UR  - https://digilib.uin-suka.ac.id/id/eprint/37198/
A1  - Umrotul Irfiana, NIM. 15610045
Y1  - 2019/09/16/
N2  - 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.
PB  - UNIVERSITAS ISLAM NEGERI SUNAN KALIJAGA YOGYAKARTA
KW  - Dynamic panel data model
KW  -  Arellano and Bond GMM Method
KW  - 
Human Development Index (HDI)
KW  -  School Lenght Expectancy (SLE)
KW  -  Life
Expectancy (LE)
KW  -  Expenditures per Capita (EC).
M1  - skripsi
TI  - ANALISIS REGRESI DATA PANEL DINAMIS
MENGGUNAKAN GENERALIZED METHOD OF MOMENT
ARELLANO AND BOND
AV  - restricted
EP  - 143
ER  -