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Journal : ComTech: Computer, Mathematics and Engineering Applications

Estimator’s Property of Spatially Corrected Blundell-Bond on Dynamic of Spatial Durbin Panel Model Using Monte Carlo Simulation reza, widya; Pramoedyo, Henny; Fitriani, Rahma
ComTech: Computer, Mathematics and Engineering Applications Vol 10, No 2 (2019): ComTech
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/comtech.v10i2.5665

Abstract

This research discussed the properties of Spatially Corrected Blundell-Bond (SCBB) in overcoming the problem of endogeneity and spatial dependence that occur in dynamic Spatial Durbin Model (SDM) panels. The properties of the estimator tested were unbiased and normality. The properties test of the estimator was carried out using the Monte Carlo simulation approach. From the results of this research, it finds that the SCBB estimator has unbiased properties and follows a normal distribution. Based on the property of the estimator obtained, the SCBB parameter estimation method in the dynamic SDM panel model works well in overcoming endogeneity and spatial dependence problems.
Co-Authors Abdila, Naufal Shela Agung Murti Nugroho Agus Dwi Sulistyono, Agus Dwi Akhmad Mansyur, Akhmad Al Jauhar, Hafizh Syihabuddin Alfi Fadliana Ani Budi Astuti Antonius Totok Priyadi Atiek Iriani, Atiek Atiek Iriany Azizah, Amelia Nur Darmanto Darmanto Dianiati, Aldila Nur Eddi Basuki Kurniawan Encep Supriatna Eni Sumarminingsih Fernandes, Adji Achmad Rinaldo Firdausi, Rizka Firsa, Pocut Zahran Nada Gusganda Suria Manda Handoyo, Samingun Hapsari, Ulfalina Henny Pramoedyo Herman Cahyo Diartho Hermanto, Tutut Istiqomah, Nur Jaka Pratama Musashi Jannah, Friendtika Miftaqul Jannah, Friendtika Miftaqul Korniasari, Leli Dwi Kusdarwati, Heni La Onu, La Ola Lestari, Kartika Ayu Liduina Asih Primandari, Liduina Asih Loekito Adi Soehono Luthfatul Amaliana, Luthfatul Maharani, Kasih Mahendra, Di Aidil Menufandu, Dahlia Gladiola Rurina Mitakda, Maria Bernadetha Ni Wayan Surya Wardhani Ni Wayan Surya Wardhani Nofriadi Nofriadi Nugroho, Salma Fitri Nur Aisyah Nurachmad Sujudwijono Pasca, Paunfia Meiditha pramoedyo, henny Pratama, Muhamad Liswansyah Pribadi, Teddy Ramadhan, Apry Zakaria Ramifidisoa, Lucius Risfandi Ry, Mohd Dzaky Sarini Yusuf Septya Hadiningrum Sesilia Seli Sholihah, Suma Suci Solimun, Solimun Suci Astutik Sumarminingsih, Eni Sundyni, Reza Chyta Syukrilla, Wara Alfa Tampubolon, Risma Hartati Tri Pratiwi, Elly Andita Umami, Asri Rizza Vierkury Metyopandi Vivit Senja, Dinda Rinai Waego Hadi Nugroho Widya Reza Wigbertus Ngabu Yusrina Nur Dianati Zakaria Zamelina, Armando Jacquis Federal