Perbandingan Penduga Ordinary Least Squares (Ols) Dan Generalized Least Squares (Gls) Pada Model Regresi Linier Dengan Regresor Bersifat Stokastik Dan Galat Model Berautokorelasi

Iswati, Helmi; Syahni, Rahmat; Maiyastri,

doi:10.25077/jmu.3.4.168-176.2014

Cited by 3 publications

(3 citation statements)

References 0 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…After carrying out various stages to get the best model for panel data regression, it was found that the Common Effect Model with the Generalized Least Square (GLS) method and the cross-section Seemingly Unrelated Regression (SUR) was the best model. CEM by weighing the covariance coefficient of cross-section SUR is more efficient than the OLS method for estimating data with autoclave residuals (Iswati et al, 2014). Table 3 shows the estimation results used in this study are the Common Effect Model with the Generalized Least Square (GLS) method and the cross-section Seemingly Unrelated Regression (SUR).…”

Section: Resultsmentioning

confidence: 99%

The Impact of Human Capital and Corruption on ICOR in ASEAN Countries

Utomo¹

2023

jef

View full text Add to dashboard Cite

This study aims to analyze the effect of the Capital-Labor Ratio, Mean Years of Schooling, Corruption Perception Index, FDI to GFCF Ratio, and Trade Openness on the Incremental Capital-Output Ratio (ICOR) as a measure of investment efficiency in 8 ASEAN countries. The results of this study indicate that Capital per Worker, Corruption Perception Index, FDI to GFCF Ratio, and Trade Openness have a significant effect on ICOR in 8 ASEAN Countries. While the Mean Years of Schooling have no significant effect on ICOR in 8 ASEAN Countries. Suggestions in this study to create investment efficiency in 8 ASEAN countries are to maintain and select the growth of Capital per worker by recognizing that increasing investment in the capital-intensive sector is a critical sector with a large spillover effect on the economy, increasing the quantity and quality of education, eradicating corruption, increasing FDI flows by increasing the country's competitiveness through the creation of a conducive business climate and providing various monetary and fiscal incentive, lowering export trade barriers, and attempting to limit and substitute imported consumptive and high-dependence products by developing and producing them domestically.

show abstract

Section: Resultsmentioning

confidence: 99%

The Impact of Human Capital and Corruption on ICOR in ASEAN Countries

Utomo¹

2023

jef

View full text Add to dashboard Cite

show abstract

“…Repair of classical assumptions for this model is carried out using the Generalized Least Square (GLS) method. GLS efficiently estimates data with model errors autocorrelation (GLS) (Iswati, Syahni, & Maiyastri, 2014). Based on Table 3, the results of the regression equation are as follows:…”

Section: Data Estimation Resultsmentioning

confidence: 99%

Analysis of Determining Factors for Indonesian Coal Exports to 11 Regional Comprehensive Economic Partnership (RCEP) Countries

Nisa¹,

Puspitawati

2022

j. Int. relat. ener. relat.

View full text Add to dashboard Cite

This study aims to determine export price, real GDP, exchange rates, geographic distance, and coal reserves of export destination countries on Indonesia coal export value to 11 RCEP countries for period 2010-2019 and describe the growth of Indonesian coal export value to 11 RCEP countries for period 2010-2019. The eleven RCEP countries are China, Australia, Japan, Korea, New Zealand, Singapore, Malaysia, Thailand, Philippines, Vietnam, dan Cambodia. This study used quantitative data with panel data regression. The results of the simultaneous significance test indicate that globally the independent variables in the model significantly affect the dependent variable. These results are supported by the partial test that export price, real GDP, and exchange rates has a positive significant effect on value of Indonesia coal export, while geographic distance and coal reserves of export destination countries has a negative significant effect on Indonesia coal export value.

show abstract

“…Therefore, the regression test was carried out using the Generalized Least Squares (GLS) model. GLS produces more stable and efficient estimates than OLS (Iswati et al, 2014) due to its ability to overcome the problems of time series and cross-sectional autocorrelation and violation of homoscedastic assumptions (Kosmaryati et al, 2019).…”

Section: Methodsmentioning

confidence: 99%

Stock Information on Social Media and Stock Return

Syafitri

Suryani

2022

IJAR

View full text Add to dashboard Cite

Information on social media, both positive and negative, can spread quickly so that it can affect the company's stock price. This study aims to determine the effect of posting on Instagram on abnormal returns. The sample used is 2,675 posts from 18 stock news accounts. Generalized Least Squares (GLS) regression is used to determine the impact of posting on Instagram on abnormal returns. The results showed that sentiment on social media had a positive effect on abnormal returns. However, there is a possibility of misinterpretation by investors and the participation of impostors, so the impact of information on social media on abnormal returns is only temporary. This study contributes to the behavioral finance literature by examining the effect of sentiment on Instagram on abnormal returns. In addition, information on social media can be utilized by investors by selling their ownership when the stock gets positive sentiment to get abnormal returns. Investors can buy stocks when there is a negative sentiment on social media because the stock price is lower than its intrinsic value, so it has the potential to increase again.

show abstract

Perbandingan Penduga Ordinary Least Squares (Ols) Dan Generalized Least Squares (Gls) Pada Model Regresi Linier Dengan Regresor Bersifat Stokastik Dan Galat Model Berautokorelasi

Cited by 3 publications

References 0 publications

The Impact of Human Capital and Corruption on ICOR in ASEAN Countries

The Impact of Human Capital and Corruption on ICOR in ASEAN Countries

Analysis of Determining Factors for Indonesian Coal Exports to 11 Regional Comprehensive Economic Partnership (RCEP) Countries

Stock Information on Social Media and Stock Return

Contact Info

Product

Resources

About