Materi

51ECONOMETRIC MODEL WITH QUALITATIVE VARIABLES [.pdf] [67.4 KB]
Materi kuliah Econometrics: Lecture 9, Dosen : Prof. Nachrowi D. Nachrowi, Ph.D Fakultas Ekonomi Universitas Indonesia
ECONOMETRIC MODEL WITH QUALITATIVE VARIABLES How to quantify qualitative variables to quantitative variables ? Why do we need to do this ? Econometric model needs quantitative variables to estimate its parameters What are the differences among these variables: Dummy? Indicator? Binary? Dichotomy? Categorical ECONOMETRIC MODEL WITH DUMMY VARIABLES Specifically: What if the variables are not quantitative variables, like: I. Male-female; Urban-rural; Yes-No; foreign-domestic II. Level of education: SD, SL
52Econometrics : ECONOMETRIC MODEL WITH QUALITATIVE VARIABLES [.pdf] [131.5 KB]
Materi kuliah Econometrics: Lecture 8, Dosen : Prof. Nachrowi D. Nachrowi, Ph.D Fakultas Ekonomi Universitas Indonesia
ECONOMETRIC MODEL WITH QUALITATIVE VARIABLES How to quantify qualitative variables to quantitative variables ? Why do we need to do this ? Econometric model needs quantitative variables to estimate its parameters What are the differences among these variables: Dummy? Indicator? Binary? Dichotomy? Categorical ECONOMETRIC MODEL WITH DUMMY VARIABLES Specifically: What if the variables are not quantitative variables, like: I. Male-female; Urban-rural; Yes-No; foreign-domestic II. Level of education: SD, SL
53Econometrics : MULTIPLE REGRESSION: FURTHER ISSUES: scaling [.pdf] [51.3 KB]
Materi kuliah Econometrics: Lecture 7, Dosen : Prof. Nachrowi D. Nachrowi, Ph.D Fakultas Ekonomi Universitas Indonesia
MULTIPLE REGRESSION: FURTHER ISSUES: scaling Effect of scaling on parameter estimators Y = b0 + b1X1 + b2X2 Y : Child birth weight, in ounces X1 : Number of cigarettes smoked by mother, per day X2 : Annual family income, in 000 dollar What happened if: Weight is in Pound; 1 pound = 16 ounces Cigarettes smoked in pack; 1 pack = 20 unit Annual income in million rupiah, 1 usd = 10 000 rup MULTIPLE REGRESSION: FURTHER ISSUES: scaling Weight is in Pound; 1 pound = 16 ounces New Estimators will be Y/16 =
54Econometrics : MULTIPLE REGRESSION: AUTOCORRELATION; ASSYMPTOTIC [.pdf] [52.2 KB]
Materi kuliah Econometrics: Lecture 6, Dosen : Prof. Nachrowi D. Nachrowi, Ph.D Fakultas Ekonomi Universitas Indonesia
MULTIPLE REGRESSION: AUTOCORRELATION; ASSYMPTOTIC What happened if cov (ui ,uj xi , xi) 0 ; i j Recall: 1. 2. Cross section data tends to be heteroscedastis Time series data tends to be autocorrelated (successive observations are likely to exhibit intercorrelations) However: Error terms of cross section data could be correlated too (spatial autocorrelation) AUTOCORRELATIONS: ISSUES The nature Consequences How do we know How to cure AUTOCORRELATIONS: NATURE Inertia When economic recovery start, d
55Econometrics : MULTIPLE REGRESSION: MULTICOLINEARITIES, HETEROSCEDASTICITY [.pdf] [100.6 KB]
Materi kuliah Econometrics: Lecture 5, Dosen : Prof. Nachrowi D. Nachrowi, Ph.D Fakultas Ekonomi Universitas Indonesia
MULTIPLE REGRESSION: MULTICOLINEARITIES, HETEROSCEDASTICITY Y = 0 + 1X1 + 2X2 + 3X3 + u Y : Consumption X1 : Total Income X2 : Income from work X3 : Income from non-work If the model is estimated using Ordinary Least Square (OLS), we will have a problem of perfect multicollinearity since: X1 = X2 + X3 So what? Recall that OLS estimator: = ( XT X )-1 XTY and we might have a problem of finding (XTX )-1 MULTICOLINEARITY: STRUCTURAL PROBLEM Y = 0 + 1X1 + 2X2 + 3X3 + u Y : Consumption X1 : Total Income X2 :
56Econometrics : Basic Assumptions of Regression [.pdf] [94.5 KB]
Materi kuliah Econometrics: Lecture 4, Dosen : Prof. Nachrowi D. Nachrowi, Ph.D Fakultas Ekonomi Universitas Indonesia
MULTIPLE REGRESSION: PROPERTIES OF ESTIMATORS, GAUSS-MARKOV, INFERENCES REGRESSION A method of analyzing relationship between: (i)One dependent variable with one independent variable (Simple Regression) (ii)One dependent variable with several independent variables (Multiple Regression) Example of Simple Regression Model A Simple Regression Model: Y = 0 + 1X + u Y: wage; dollars per hour X: education; years of education u: residual, represents other factors that influence wage, like experience, ability,
57Econometrics : MULTPLE REGRESSION [.pdf] [72.0 KB]
Materi kuliah Econometrics: Lecture 3, Dosen : Prof. Nachrowi D. Nachrowi, Ph.D Fakultas Ekonomi Universitas Indonesia
MULTPLE REGRESSION REGRESSION A method of analyzing relationship between: (i)One dependent variable with one independent variable (Simple Regression) (ii)One dependent variable with several independent variablel (Multiple Regression) Simple Regression (Review) Model: Yi = 0 + 1Xi + ui Y: Consumption X: Income u: residual The OLS estimated slope is ^ 1 = (x - x )( y - y) i =1 i i n ( x - x ) i =1 i n i =1 n 2 providedthat (xi - x ) > 0 2 The estimated intercept: ^ + x ^ y = 0 1 The Gauss-Ma
58Econometrics : SIMPLE LINEAR REGRES REGRESSION [.pdf] [74.7 KB]
Materi kuliah Econometrics: Lecture 2, Dosen : Prof. Nachrowi D. Nachrowi, Ph.D Fakultas Ekonomi Universitas Indonesia
SIMPLE LINEAR REGRESSION REGRESSION A method of analyzing relationship between: one dependent variable and one independent variable (Simple Regression) or One dependent variabel with several independent variable (Multiple Regression) One-way relationship: From Regressor to Regressand or from Independent Variable to Dependent Variable The Simple Regression Model y = 0 + 1x + u Some Terminology In the simple linear regression model, where y = 0 + 1x + u, we typically refer to y as the ? ? ? ? Dependen
59Econometrics [.pdf] [77.9 KB]
Materi kuliah Econometrics: Lecture 1, Dosen : Prof. Nachrowi D. Nachrowi, Ph.D Fakultas Ekonomi Universitas Indonesia
Econometrics Nachrowi Djalal Nachrowi Course Coverage Introducing a framework of quantitative analysis based on econometric methodology to analyze causality relationships among variables that are related and to analyze movements of time series data. Application to economics and financial data analysis. Introduction to Concept and Econometric Methodology Nachrowi Djalal Nachrowi Econometrics What kind of a creature? Literal Meaning Economics measurements General Meaning A science that studi
60Migrasi dalam Perspektif Multiregional [.pdf] [498.5 KB]
Materi Kuliah Program Pasca Sarjana Universitas Indonesia; Migrasi dalam Perspektif Multiregional; Dosen : Drs. M.Chotib,M.Si.; Upload : 29 Mei 2009
Mobilitas Penduduk Pertemuan # 6 Migrasi dalam Perspektif Multiregional : Model Skedul Migrasi Drs. Chotib, M.Si chotib@ldfeui.org Kajian Kependudukan dan Ketenagakerjaan Program Pascasarjana Universitas Indonesia PERBEDAAN ANTARA DEMOGRAFI UNIREGIONAL DAN DEMOGRAFI MULTIREGIONAL UNIREGIONAL: ? Terpisah dengan komponen lain seperti fertilitas dan mortalitas. ? Mobilitas bukan merupakan "primadona" ? Pengukurannya memperhatikan migrasi masuk, migrasi keluar, migrasi neto ? Pengukuran tsb tidak selalu m
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