Record Details


Field	Value

Title	Komparasi Regresi Ekonometri pada Perekonomian Indonesia 2SLS, VEC, dan ARIMA

Creator	Surya, Henry Viriya Cahjadi, Prastowo

Subject	— Ekonometri; Perekonomian; 2SLS; VEC; ARIMA —

Description	This paper compares three models of econometric analysis on economy, in this case the Indonesian economy. The regression models are the two stage least squares (2SLS) which has a strong support from the economic theory of aggregate expenditure, the Vector Error Correction (VEC) and Autoregressive Integrated Moving Average (ARIMA) which both comes from the time series analysis, that do not have to be economic time series. The study tries to find out which are most suitable in analyzing the time series of Indonesian economy. After all the estimation and comparison process, we finally agree that the use of those different methods must be sinchronized with the purpose of the user's study of the economic time series.

Publisher	Department of Economics-FEB UI

Contributor	—

Date	2016-04-11

Type	info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion Peer-reviewed Article —

Format	application/pdf

Identifier	http://jepi.fe.ui.ac.id/index.php/JEPI/article/view/627 10.21002/jepi.v2i2.627

Source	Jurnal Ekonomi dan Pembangunan Indonesia; Vol 2, No 2 (2002): Januari; 88-112 2406-9280 1411-5212

Language	eng

Relation	http://jepi.fe.ui.ac.id/index.php/JEPI/article/view/627/221

Coverage	Indonesia — —

Rights	Copyright (c) 2016 Jurnal Ekonomi dan Pembangunan Indonesia

Since 2014