PEMODELAN INDEKS GINI RATIO INDONESIA DENGAN PERSAMAAN REGRESI DATA PANEL DINAMIS MENGGUNAKAN ESTIMASI GENERALIZED METHOD OF MOMENT BLUNDELL-BOND (GMM-BB)

Alivia Rahmadhani, NIM.: 20106010020 (2024) PEMODELAN INDEKS GINI RATIO INDONESIA DENGAN PERSAMAAN REGRESI DATA PANEL DINAMIS MENGGUNAKAN ESTIMASI GENERALIZED METHOD OF MOMENT BLUNDELL-BOND (GMM-BB). Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

Dynamic panel data regression model is a model in which there is a lag of the dependent variable as an explanatory variable that is correlated with the error. The lag causes the estimation of parameter estimates using the OLS method in dynamic panel data regression to produce biased and inconsistent parameter estimates. Therefore, another method is needed in estimating parameters, one of which uses the GMM estimator. There are two methods in GMM, namely GMM Arellano-Bond and GMM Blundell-Bond. In this case, the GMM Blundell-Bond method is considered more efficient than GMM Arellano-Bond because the resulting variance or standard error value is smaller. GMM Blundell-Bond can also overcome the weak instrument in the Arellano-Bond method. In estimating parameters with GMM Blundell-Bond, a combination of condition moments and instrument matrices between the first difference model and the level model is performed so that unbiased, consistent and more efficient parameter estimates are obtained. In this study, income inequality was modelled using the Gini ratio coefficient index in Indonesia. The results showed that the gini ratio index of the previous period, GRDP and provincial minimum wage have a significant effect on the gini ratio index

Item Type: Thesis (Skripsi)
Additional Information: Pembimbing: Dr. Sugiyanto, S.Si., ST., M.Si. dan Arya Fendha Ibnu Shina, M.Si.
Uncontrolled Keywords: Model data panel dinamis, Metode GMM Blundell and Bond, Indeks gini ratio, PDRB, Investasi, Upah Minimum Provinsi (UMP).
Subjects: 500 Sains Murni > 510 Mathematics (Matematika) > 515.6 Metode Analitik - Matematika
Divisions: Fakultas Sains dan Teknologi > Matematika (S1)
Depositing User: Muh Khabib, SIP.
Date Deposited: 08 Jul 2024 09:25
Last Modified: 08 Jul 2024 09:25
URI: http://digilib.uin-suka.ac.id/id/eprint/65640

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