Jaya, Leman (2017) Penerapan Generalized Method Of Moment (GMM) Pada Persamaan Simultan Durbin Spasial Untuk Memodelkan Kemiskinan Jawa Timur. Masters thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Dalam model persamaan simultan spasial, variabel endogen pada persamaan tertentu, menjadi variabel eksplanatori pada persamaan lainnya, sehingga menimbulkan endogenitas. Selain itu, variabel dependen tidak hanya dipengaruhi oleh variabel eksplanatori, tetapi dipengaruhi juga oleh keterkaitan antar unit spasial yang disebut spatial dependence. Model durbin spasial (SDM) merupakan model spasial yang memasukan lag spasial pada variabel dependen dan variabel eksplanatori. Karena keterbatasan metode least square dalam menangani endogenitas dan spatial dependence, maka digunakan metode generalized metode moment (GMM). Penelitian ini bertujuan untuk mendapatkan estimator model durbin spasial pada persamaan simultan dengan metode GMM. Estimator GMM akan diterapkan pada pemodelan simultan spasial hubungan keterkaitan kemiskinan, pengangguran, dan PDRB di Jawa Timur periode 2012-2014 dengan pembobot rook contiguity dan pembobot costumized. Model simultan durbin spasial hubungan keterkaitan kemiskinan, pengangguran, dan PDRB di Jawa Timur dengan metode GMM dan bobot customized memberikan hasil estimasi yang relatif lebih baik. Variabel pengangguran berpengaruh positif dan signifikan, sedangkan rata-rata lama sekolah berpengaruh negatif dan signifikan terhadap peningkatan kemiskinan dengan elastisitas masing-masing sebesar 0,46 dan 1,50. Lag spasial variabel kemiskinan berpengaruh negatif, namun tidak signifikan terhadap peningkatan kemiskinan. Variabel kemiskinan dan upah minimum kabupaten berpengaruh positif dan signifikan dalam meningkatkan pengangguran dengan elastisitas masing-masing sebesar 0,46 dan 0,79. Lag spasial variabel pengangguran berpengaruh positif dan signifikan terhadap peningkatan pengangguran. Variabel belanja pembangunan modal dan upah minimum kabupaten berpengaruh positif dan signifikan terhadap peningkatan PDRB dengan elastisitas masing-masing sebesar 0,50 dan 1,55. Lag spasial variabel PDRB berpengaruh positif dan signifikan terhadap peningkatan PDRB.
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In a spatial simultaneous equation model, endogenous variables in the equation, it can be explanatory variables in the other equation, cause of endogeneity. In addition, the dependent variable is not only influenced by the explanatory variables, but also influenced by spatial effect which describes the pattern of interaction of these variables among spatial unit called spatial dependence. Spatial durbin models (SDM) is a spatial models that involve spatial lag on the dependent variable and the explanatory variables. Due to the limitations of the least squares method in dealing with endogeneity and spatial dependence, then used generalized method of moments (GMM). This study aims to get estimator for spatial durbin simultaneous equation with GMM method. GMM estimators will be applied to the spatial simultaneous modeling of the relationship of poverty, unemployment, and the GDP in Jawa Timur of 2012-2014 using rook contiguity weighting matrice and costumized weighting matrice. Spatial durbin simultaneous equation model of poverty, unemployment, and the GDP in East Java showed that models using customized weighting and GMM estimation are relatively better in results. Unemployment rate shows positive and significant effect, while the mean years of schooling shows negative and significant effect on increasing poverty rate with the elasticity respectively 0.46 and 1.50. Spatial lag of poverty shows negative, but no significant effect on increasing poverty rate. Poverty rate and official minimum wage shows positive and significant effect on increasing unemployment rate with the elasticity respectively 0.46 and 0.79. Spatial lag of unemployment rate shows positive and significant effect on increasing unemployment rate. Capital development expenditure and official minimum wage shows positive and significant effect on increasing GDP with the elasticity respectively by 0.50 and 1.55. Spatial lag of GDP shows positive and significant effect on increasing GDP.
| Item Type: | Thesis (Masters) |
|---|---|
| Uncontrolled Keywords: | GMM; Model Durbin Spasial; Persamaan simultan; Simultaneous Equation; Spatial Durbin Model |
| Subjects: | H Social Sciences > HA Statistics H Social Sciences > HB Economic Theory Q Science > QA Mathematics > QA278.2 Regression Analysis. Logistic regression |
| Divisions: | Faculty of Mathematics and Science > Statistics > 49101-(S2) Master Thesis |
| Depositing User: | - LEMAN JAYA |
| Date Deposited: | 07 Apr 2017 05:49 |
| Last Modified: | 06 Mar 2019 04:32 |
| URI: | http://repository.its.ac.id/id/eprint/3045 |
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