Metode Quasi-Maximum Likelihood Pada Spatial Autoregressive Fixed Effect Untuk Memodelkan Pertumbuhan Ekonomi Negara ASEAN

Brilliant, Indira Ihnu (2019) Metode Quasi-Maximum Likelihood Pada Spatial Autoregressive Fixed Effect Untuk Memodelkan Pertumbuhan Ekonomi Negara ASEAN. Masters thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Pertumbuhan ekonomi merupakan hal penting dalam kegiatan perekonomian suatu negara karena dapat menjadi salah satu indikator keberhasilan kegiatan ekonomi suatu negara. Pertumbuhan ekonomi suatu negara dihitung berdasarkan Produk Domestik Bruto (PDB) atas harga konstan. Beberapa variabel yang diduga berpengaruh terhadap PDB antara lain konsumsi energi, perdagangan terbuka, pembangunan keuangan, dan populasi penduduk perkotaan. Masyarakat Ekonomi ASEAN melibatkan kegiatan perdagangan yang digambarkan dengan ekspor-impor, sehingga menandakan adanya keterkaitan hubungan antar negara ASEAN. Model yang dapat digunakan untuk menganalisis hubungan yang terjadi antar negara tersebut adalah pendekatan ekonometrika spasial. Data yang digunakan pada model spasial berupa data cross section, di sisi lain jumlah negara ASEAN hanya sepuluh, sehingga digunakan data panel. Data dikumpulkan selama periode 2008-2014, sedangkan metode yang digunakan dalam penelitian ini yaitu Quasi-Maximum Likelihood Estimation yang diterapkan pada data panel spasial. Hasil yang diperoleh menunjukkan bahwa model terbaik yang dibentuk dengan statistik uji QMLE dengan sandwich-HC covariance memiliki nilai CIC terkecil yaitu sebesar 0,0581 diperoleh tiga variabel independen yang berpengaruh terhadap PDB per kapita yaitu konsumsi energi, pembangunan keuangan, dan populasi penduduk perkotaan. Berdasarkan tiga variabel yang signifikan terbukti bahwa ada keterkaitan antar lokasi ditunjukkan dengan koefisien spatial autoregressive signifikan pada model panel fixed effects sebesar 0,5177. Kemudian besar koefisien elastisitas untuk variabel konsumsi energi, pembangunan keuangan, dan populasi penduduk perkotaan masing-masing sebesar 0,1029; 0,1433, dan 0,2693.
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Economic growth is an important thing in a country's economic activities because it can be one indicator of the success of a country's economic activities. A country's economic growth is calculated based on the Gross Domestic Product (GDP) at constant prices. Some variables that are thought to influence GDP include energy consumption, trade openness, financial development, and urban population. The ASEAN Economic Community involves trade activities that are portrayed by exports and imports, thus signaling a link between ASEAN countries. The model that can be used to analyze the relationships that occur between countries is the spatial econometrics approach. The data that used in the spatial model in the form of cross-section data. On the other hand, the number of ASEAN countries is only ten, so the panel data is used in this study. Data was collected for the period 2008-2014, while the method used in this study was Quasi-Maximum Likelihood Estimation applied to spatial panel data. The results obtained show that the best model formed with QMLE test statistics with sandwich-HC covariance has the smallest CIC value of 0.0581 obtained by three independent variables that influence GDP per capita, namely energy consumption, financial development, and urban population. Based on three significant variables it is proven that there is a correlation between locations indicated by significant spatial autoregressive coefficients in the fixed effects panel model of 0,5177. Then the magnitude of the elasticity coefficient for the variable energy consumption, financial development, and urban population is 0,1029; 0.1433; and 0,2693.

Item Type:	Thesis (Masters)
Uncontrolled Keywords:	fixed effect, pertumbuhan ekonomi, quasi-maximum likelihood, spatial autoregressive, CIC
Subjects:	H Social Sciences > HA Statistics > HA30.6 Spatial analysis H Social Sciences > HA Statistics > HA31.35 Analysis of variance H Social Sciences > HA Statistics > HA31.7 Estimation H Social Sciences > HB Economic Theory > Economic forecasting--Mathematical models. Q Science > QA Mathematics > QA278.2 Regression Analysis. Logistic regression
Divisions:	Faculty of Mathematics and Science > Statistics > 49101-(S2) Master Thesis
Depositing User:	Brilliant Indira Ihnu
Date Deposited:	23 Jul 2026 04:55
Last Modified:	23 Jul 2026 04:55
URI:	http://repository.its.ac.id/id/eprint/68503

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