A practical test for strict exogeneity in linear panel data models with fixed effects

Su, Liangjun; Zhang, Yonghui; Wei, Jie

doi:10.1016/j.econlet.2016.08.012

Cited by 16 publications

(26 citation statements)

References 6 publications

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“…This can be relaxed by considering a vector autoregressive version of (1) and 2where z it = (y it ; x 0 it ) 0 is modelled jointly as in Holtz-Eakin et al (1988) and Binder et al (2005). While in practice the choice of strictly exogenous variables is typically driven by economic theory and prior knowledge, tests for strict exogeneity are also available, see for example Su et al (2016). Regarding possible correlation between i and the regressors x i ; this can be controlled for by using the methods of Mundlak (1978) and Chamberlain (1982).…”

Section: A Dynamic Panel Data Model With Interactive Error Componentsmentioning

confidence: 99%

Short T Dynamic Panel Data Models with Individual and Interactive Time Effects

2018

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Section: A Dynamic Panel Data Model With Interactive Error Componentsmentioning

confidence: 99%

Short T Dynamic Panel Data Models with Individual and Interactive Time Effects

2018

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“…Dalam melakukan estimasi dengan metode regresi data panel terdapat tiga model yang dapat digunakan, diantaranya (Baltagi, 2005) (2) Indeks i pada intersep (α i ) menunjukkan bahwa intersep dari masing-masing individu berbeda, namun intersep individu antarwaktu sama (time invariant). Apabila terdapat korelasi antara variabel bebas (X it ) dan karakteristik individu (α i ), pendekatan FEM biasanya lebih sering digunakan (Su et al, 2016…”

Section: Metode Regresi Data Panelunclassified

Kecenderungan Konvergensi Ekonomi Antardaerah di Provinsi Sumatera Utara

Septian

2018

JP2WD

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The province of North Sumatera, as one of advanced provinces in Sumatera Island, is expected to boost economies of other provinces. However, good economic level in North Sumatera Province has not been followed by equitable distribution of income between regions within. The value of Williamson Index shows the disparity that occurred in North Sumatera Province is still quite high. Nevertheless, someday relatively backward regions could catch up with relatively developed regions, so that inter-regional income levels may reach a relatively similar level, which is called economic convergence. This research aims to identify the tendency of economic convergence among regions in North Sumatera Province and to analyze the variables that influence the economic growth in order to realize economic convergence by using panel data regression approach. The result of the research shows the tendency of economic convergence in North Sumatera Province, while the variables that influence the economic convergence are capital expenditure, Human Development Index (HDI) and open unemployment rate.

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“…Aspek kesehatan yaitu jumlah sarana kesehatan, jumlah tenaga kesehatan, jumlah perawat-bidan, jumlah puskesmas, jumlah dokter, rasio tenaga kesehatan terhadap puskesmas, rasio perawat-bidan terhadap jumlah penduduk. (Su et al, 2016). Tolak H 0 jika t-Statistik > t α/2 (NT -K -1) atau tStatistik < α. Jika Ho ditolak, maka artinya dengan tingkat keyakinan 1-α kita dapat menyimpulkan bahwa variabel independen ke-i secara parsial signifikan mempengaruhi variabel dependen.…”

Section: Pendahuluanunclassified

Analisis Faktor-faktor yang Mempengaruhi Indeks Pembangunan Manusia Kabupaten Malang Berbasis Pendekatan Perwilayahan dan Regresi Panel

Latuconsina

2017

JP2WD

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Regionalization approach is a kind of approach to manage and to achieve the development goals based on the characteristics of a region. The development system of Malang Regency is conducted through regionalization approach which divided the area into six Development Areas (WP). Furthermore, the typology of development area in Malang Regency can be divided into three typology (urban, peri-urban and rural ABSTRAKPendekatan perwilayahan merupakan salah satu pendekatan untuk mengelola dan mencapai tujuan pembangunan sesuai dengan karakteristik wilayah. Sistem pembangunan Kabupaten Malang dilaksanakan melalui pendekatan perwilayahan dimana Kabupaten Malang dibagi menjadi enam wilayah pengembangan (WP). Tipologi wilayah pengembangan di Kabupaten Malang terbagi menjadi tiga (perkotaan, peri-urban, dan perdesaan). Tujuan penelitian ini adalah menganalisis faktor-faktor yang mempengaruhi indeks pembangunan manusia (IPM) di Kabupaten Malang berbasis pendekatan perwilayahan dan regresi panel. Teknik analisis yang digunakan adalah analisis regresi panel data. Hasil penelitian menunjukkan variabel-variabel yang berpengaruh positif dan signifikan terhadap indeks pembangunan manusia pada tiap tipologi wilayah pengembangan Kabupaten Malang, diantaranya: faktor jumlah sarana kesehatan, jumlah perawat-bidan dan kepadatan penduduk pada tipologi I (urban); faktor rasio sekolah per siswa SD dan kepadatan penduduk pada tipologi II (peri-urban); dan faktor jumlah perawat-bidan pada tipologi III (rural).Kata kunci: wilayah pengembangan, indeks pembangunan manusia, tipologi wilayah, regresi panel

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A practical test for strict exogeneity in linear panel data models with fixed effects

Cited by 16 publications

References 6 publications

Short T Dynamic Panel Data Models with Individual and Interactive Time Effects

Short T Dynamic Panel Data Models with Individual and Interactive Time Effects

Kecenderungan Konvergensi Ekonomi Antardaerah di Provinsi Sumatera Utara

Analisis Faktor-faktor yang Mempengaruhi Indeks Pembangunan Manusia Kabupaten Malang Berbasis Pendekatan Perwilayahan dan Regresi Panel

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