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

Autor:	widya reza, Henny Pramoedyo, Rahma Fitriani
Jazyk:	angličtina
Rok vydání:	2019
Předmět:	estimator’s property spatially corrected blundell-bond panel dynamics monte carlo simulation Technology Engineering (General). Civil engineering (General) TA1-2040 Science
Zdroj:	ComTech, Vol 10, Iss 2 (2019)
Druh dokumentu:	article
ISSN:	2087-1244 2476-907X
DOI:	10.21512/comtech.v10i2.5665
Popis:	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.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/4989a0556fe84589b30deeac70b6054a Zobrazit plný text záznamu View record in DOAJ