Artikel Jurnal :: Kembali

Artikel Jurnal :: Kembali

Tinjauan terhadap metode ekonometrika lanjutan

Telisa Aulia Falianty; ([Publisher not identified] , 2003)

 Abstrak

Econometric models have been played an increasingly important role in empirical analysis in economics. This paper provides an overview on some advanced econometric methods that increasingly used in empirical studies.
A panel data combines features of both time series and cross section data. Because of increasing availability of panel data in economic sciences, panel data regression models are being increasingly used by researcher. Related to panel data model, there are some methods that will be discussed here such as fixed effect and random effect. A new approach to panel data that developed by Im, Shin, and Pesaran (2002) for testing unit root in heterogenous panel is included in this overview.
When we work with time series data, there are many problems that we must handle, most of them are unit root test, cointegration among non stationary variables, and autoregressive conditional heteroscedasticity. Provided these problems, author also review about ADF and Philips-Perron test. An approch to cointegration analysis developed by Pesaran (1999), ARCH and GARCH model are also interesting to be discussed here.
Bayesian econometric, that less known than classical econometric, is includcd in this overview. The genctic algorithm, a relatively new method in econometric, has bcen increasingly employed the behavior of economic agents in macroeconomic models. The genetic algorithm is based on thc process of Darwin?s Theory of Evolution. By starting with a set of potential solutions and changing them during several iterations, the Genetic Algorithm hopes to converge on the most ?fit? solutions.

 Kata Kunci

 Metadata

Jenis Koleksi : Artikel Jurnal
No. Panggil : PDF
Entri utama-Nama orang :
Subjek :
Penerbitan : [Place of publication not identified]: [Publisher not identified], 2003
Sumber Pengatalogan : LibUI ind rda
ISSN : 24069280
Majalah/Jurnal : Jurnal Ekonomi Pembangunan Indoneia (JEPI)
Volume : Vol 4, No 1 Juli 2003 59-74
Tipe Konten : text
Tipe Media : computer
Tipe Carrier : online resource
Akses Elektronik : http://jepi.fe.ui.ac.id/index.php/JEPI/article/view/133
Institusi Pemilik : Universitas Indonesia
Lokasi :
  • Ketersediaan
  • Ulasan
  • Sampul
No. Panggil No. Barkod Ketersediaan
PDF 03-17-031616495 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 20451514
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