PEMODELAN IPM DAN PDRB DI INDONESIA DENGAN PERSAMAAN SIMULTAN MENGGUNAKAN METODE 2SLS GMM BLUNDELL-BOND (STUDI KASUS: IPM DAN PDRB PADA 34 PROVINSI DI INDONESIA TAHUN 2019-2023)

Fitriana Nur Latifah, NIM.: 21106010075 (2025) PEMODELAN IPM DAN PDRB DI INDONESIA DENGAN PERSAMAAN SIMULTAN MENGGUNAKAN METODE 2SLS GMM BLUNDELL-BOND (STUDI KASUS: IPM DAN PDRB PADA 34 PROVINSI DI INDONESIA TAHUN 2019-2023). Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

The relationships between variables in the field of economics cannot be described by a single equation, such as the relationship between the Human Development Index (HDI), which interacts with the Gross Regional Domestic Product (GRDP) and other variables. To determine which estimators influence HDI and GRDP, a bidirectional relationship between variables is used and illustrated in simultaneous equations. The use of Ordinary Least Squares (OLS) in simultaneous equation models will produce biased and inconsistent parameters. Therefore, an estimation technique is needed to address this issue, namely Two Stage Least Square (2SLS) with the Generalized Method of Moments (GMM) estimator. The GMM method is divided into Arellano-Bond and Blundell-Bond. In this study, the Blundell-Bond GMM was used because it is considered more efficient due to the use of additional level information, especially when dealing with small time series data. The data used is panel data from 34 provinces in Indonesia for the years 2019–2023. The results of this study indicate that the significant variables influencing HDI in Indonesia are the previous year's HDI, GRDP, and the average length of schooling. Meanwhile, the variables influencing GRDP are the previous year's GRDP, investment, and the open unemployment rate.

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