ComTech: Computer, Mathematics and Engineering Applications
Vol 10, No 2 (2019): ComTech

Estimator’s Property of Spatially Corrected Blundell-Bond on Dynamic of Spatial Durbin Panel Model Using Monte Carlo Simulation

reza, widya (Unknown)
Pramoedyo, Henny (Unknown)
Fitriani, Rahma (Unknown)

Article Info

Publish Date
31 Dec 2019

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.

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Journal Info
ComTech: Computer, Mathematics and Engineering Applications
Website

Abbrev

comtech

Publisher

Universitas Bina Nusantara

Subject

Computer Science & IT Engineering Mathematics

Description

The journal invites professionals in the world of education, research, and entrepreneurship to participate in disseminating ideas, concepts, new theories, or science development in the field of Information Systems, Architecture, Civil Engineering, Computer Engineering, Industrial Engineering, Food ...