Pemilihan Dan Bentuk Fungsi Model Empirik: Studi Kasus Permintaan Uang Kartal Riil Di Indonesia
ABSTRACT This paper attempts to introduce and apply some methods of model selection in order to avoid a specification error. In general, the specification error can be indicated by three possibilities which are possible problems with: (I) disturbances, (2) explanatory variable and (3) parameters. In...
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| Format: | Article |
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[Yogyakarta] : Universitas Gadjah Mada
1999
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| _version_ | 1797019468191236096 |
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| author | Perpustakaan UGM, i-lib |
| author_facet | Perpustakaan UGM, i-lib |
| author_sort | Perpustakaan UGM, i-lib |
| collection | UGM |
| description | ABSTRACT
This paper attempts to introduce and apply some methods of model selection in order to avoid a specification error. In general, the specification error can be indicated by three possibilities which are possible problems with: (I) disturbances, (2) explanatory variable and (3) parameters. In this paper, our discussion is concentrated on the functional form of our estimable model. The estimated model in this paper is the demandfbr real currency in Indonesia for the period of 1984(1)� 1997(1V).
The empirical result show that MacKinnon, White and Davidson (MWD Test), Bera and McAleer (B-M Test) and Zaremhka tests are fail to identify the best function at form of our empirical model. However, using error correction approach, the findings show the best functional form of the demand for real currency in Indonesia is the log linear regression model
Keywords: methods of model selection, functional form and error correction approach. |
| first_indexed | 2024-03-13T19:00:12Z |
| format | Article |
| id | oai:generic.eprints.org:26387 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T19:00:12Z |
| publishDate | 1999 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:263872014-06-18T00:35:42Z https://repository.ugm.ac.id/26387/ Pemilihan Dan Bentuk Fungsi Model Empirik: Studi Kasus Permintaan Uang Kartal Riil Di Indonesia Perpustakaan UGM, i-lib Jurnal i-lib UGM ABSTRACT This paper attempts to introduce and apply some methods of model selection in order to avoid a specification error. In general, the specification error can be indicated by three possibilities which are possible problems with: (I) disturbances, (2) explanatory variable and (3) parameters. In this paper, our discussion is concentrated on the functional form of our estimable model. The estimated model in this paper is the demandfbr real currency in Indonesia for the period of 1984(1)� 1997(1V). The empirical result show that MacKinnon, White and Davidson (MWD Test), Bera and McAleer (B-M Test) and Zaremhka tests are fail to identify the best function at form of our empirical model. However, using error correction approach, the findings show the best functional form of the demand for real currency in Indonesia is the log linear regression model Keywords: methods of model selection, functional form and error correction approach. [Yogyakarta] : Universitas Gadjah Mada 1999 Article NonPeerReviewed Perpustakaan UGM, i-lib (1999) Pemilihan Dan Bentuk Fungsi Model Empirik: Studi Kasus Permintaan Uang Kartal Riil Di Indonesia. Jurnal i-lib UGM. http://i-lib.ugm.ac.id/jurnal/download.php?dataId=9407 |
| spellingShingle | Jurnal i-lib UGM Perpustakaan UGM, i-lib Pemilihan Dan Bentuk Fungsi Model Empirik: Studi Kasus Permintaan Uang Kartal Riil Di Indonesia |
| title | Pemilihan Dan Bentuk Fungsi Model Empirik: Studi Kasus Permintaan Uang Kartal Riil Di Indonesia |
| title_full | Pemilihan Dan Bentuk Fungsi Model Empirik: Studi Kasus Permintaan Uang Kartal Riil Di Indonesia |
| title_fullStr | Pemilihan Dan Bentuk Fungsi Model Empirik: Studi Kasus Permintaan Uang Kartal Riil Di Indonesia |
| title_full_unstemmed | Pemilihan Dan Bentuk Fungsi Model Empirik: Studi Kasus Permintaan Uang Kartal Riil Di Indonesia |
| title_short | Pemilihan Dan Bentuk Fungsi Model Empirik: Studi Kasus Permintaan Uang Kartal Riil Di Indonesia |
| title_sort | pemilihan dan bentuk fungsi model empirik studi kasus permintaan uang kartal riil di indonesia |
| topic | Jurnal i-lib UGM |
| work_keys_str_mv | AT perpustakaanugmilib pemilihandanbentukfungsimodelempirikstudikasuspermintaanuangkartalriildiindonesia |