BibTex Citation Data :
@article{J.Gauss35778, author = {Muhammad Emir Wicaksono and Di Asih I Maruddani and Iut Tri Utami}, title = {MODEL REGRESI DATA PANEL DINAMIS DENGAN ESTIMASI PARAMETER ARELLANO-BOND PADA PERTUMBUHAN EKONOMI DI INDONESIA}, journal = {Jurnal Gaussian}, volume = {12}, number = {2}, year = {2023}, keywords = {GMM Arellano-Bond Estimation; Economic Growth; Dynamic Panel Data Regression}, abstract = { Economic growth is one of factor for knowing rate of income in some country and knowing the rate of income from the indicator the value of Gross Domestic Product (GDP). The factor to be expected that affected GDP are Human Development Index (HDI), Foreign Investment, Domestic Investment, inflation, export net, Labour Participation Rate, and Government Spending. The research to determine a model and short-term effect also long-term effect from the variable that suspected to affect economic growth in Indonesia. The research does with dynamic panel data model defined as model involved lag from dependent variable as their independent variable. Usage of lag on the model caused of estimation with Ordinary Least Square (OLS) produced bias and inconsistent estimation. Generalized Method of Moment (GMM) Arellano-Bond estimation which is the parameter estimation with first differencing and instrumental variable method used to clear the solution of OLS produced bias and inconsistent estimation. The research produced model from variable influence to economic growth in Indonesia, HDI and Government Spending. Short-term effect from HDI for GDP has increased 2,410332 percent and long-term effect has increased 18,7610975 percent. Short-term effect from Government Spending for GDP has decreased 0,1025608 percent and long-term effect has decreased 0,798293831 percent. }, issn = {2339-2541}, pages = {266--275} doi = {10.14710/j.gauss.12.2.266-275}, url = {https://ejournal3.undip.ac.id/index.php/gaussian/article/view/35778} }
Refworks Citation Data :
Economic growth is one of factor for knowing rate of income in some country and knowing the rate of income from the indicator the value of Gross Domestic Product (GDP). The factor to be expected that affected GDP are Human Development Index (HDI), Foreign Investment, Domestic Investment, inflation, export net, Labour Participation Rate, and Government Spending. The research to determine a model and short-term effect also long-term effect from the variable that suspected to affect economic growth in Indonesia. The research does with dynamic panel data model defined as model involved lag from dependent variable as their independent variable. Usage of lag on the model caused of estimation with Ordinary Least Square (OLS) produced bias and inconsistent estimation. Generalized Method of Moment (GMM) Arellano-Bond estimation which is the parameter estimation with first differencing and instrumental variable method used to clear the solution of OLS produced bias and inconsistent estimation. The research produced model from variable influence to economic growth in Indonesia, HDI and Government Spending. Short-term effect from HDI for GDP has increased 2,410332 percent and long-term effect has increased 18,7610975 percent. Short-term effect from Government Spending for GDP has decreased 0,1025608 percent and long-term effect has decreased 0,798293831 percent.
Note: This article has supplementary file(s).
Article Metrics:
Last update:
The Authors submitting a manuscript do so on the understanding that if accepted for publication, copyright of the article shall be assigned to Media Statistika journal and Department of Statistics, Universitas Diponegoro as the publisher of the journal. Copyright encompasses the rights to reproduce and deliver the article in all form and media, including reprints, photographs, microfilms, and any other similar reproductions, as well as translations.
Jurnal Gaussian and Department of Statistics, Universitas Diponegoro and the Editors make every effort to ensure that no wrong or misleading data, opinions or statements be published in the journal. In any way, the contents of the articles and advertisements published in Jurnal Gaussian journal are the sole and exclusive responsibility of their respective authors and advertisers.
The Copyright Transfer Form can be downloaded here: [Copyright Transfer Form Jurnal Gaussian]. The copyright form should be signed originally and send to the Editorial Office in the form of original mail, scanned document or fax :
Dr. Rukun Santoso (Editor-in-Chief) Editorial Office of Jurnal GaussianDepartment of Statistics, Universitas DiponegoroJl. Prof. Soedarto, Kampus Undip Tembalang, Semarang, Central Java, Indonesia 50275Telp./Fax: +62-24-7474754Email: jurnalgaussian@gmail.com
Jurnal Gaussian by Departemen Statistika Undip is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Visitor Number:
View statistics