GMM estimation of simultaneous spatial panel data dynamic models with high order models approach

D. E. Kusrini; B. N. Ruchjana; H. Kuswanto

doi:10.1088/1755-1315/243/1/012048

GMM estimation of simultaneous spatial panel data dynamic models with high order models approach

D. E. Kusrini
, Setiawan
, B. N. Ruchjana
, H. Kuswanto

Research output: Contribution to journal › Conference article › peer-review

Abstract

This paper shows the process of changing Simultaneous Spatial panel data dynamic Equations (SSPDD) into a high order model, which is then, parameterized in the high order model using the General method of Moment (GMM). The estimation steps start by forming the reduced form equation, and then form the instrumental Variable (IV) vector which is used to form the moment matrix g_nt (θ). This moment matrix is used to calculate the estimated value of the model parameters. In this paper, the results of parameter estimation have not been tested with data or simulations so that it is recommended to do further testing using simulation data.

Original language	English
Article number	012048
Journal	IOP Conference Series: Earth and Environmental Science
Volume	243
Issue number	1
DOIs	https://doi.org/10.1088/1755-1315/243/1/012048
Publication status	Published - 9 Apr 2019
Event	1st International Conference on Environmental Geography and Geography Education, ICEGE 2018 - Jember, East Java, Indonesia Duration: 17 Nov 2018 → 18 Nov 2018

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10.1088/1755-1315/243/1/012048

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title = "GMM estimation of simultaneous spatial panel data dynamic models with high order models approach",

abstract = "This paper shows the process of changing Simultaneous Spatial panel data dynamic Equations (SSPDD) into a high order model, which is then, parameterized in the high order model using the General method of Moment (GMM). The estimation steps start by forming the reduced form equation, and then form the instrumental Variable (IV) vector which is used to form the moment matrix gnt (θ). This moment matrix is used to calculate the estimated value of the model parameters. In this paper, the results of parameter estimation have not been tested with data or simulations so that it is recommended to do further testing using simulation data.",

author = "Kusrini, \{D. E.\} and Setiawan and Ruchjana, \{B. N.\} and H. Kuswanto",

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T1 - GMM estimation of simultaneous spatial panel data dynamic models with high order models approach

AU - Kusrini, D. E.

AU - Setiawan,

AU - Ruchjana, B. N.

AU - Kuswanto, H.

PY - 2019/4/9

Y1 - 2019/4/9

N2 - This paper shows the process of changing Simultaneous Spatial panel data dynamic Equations (SSPDD) into a high order model, which is then, parameterized in the high order model using the General method of Moment (GMM). The estimation steps start by forming the reduced form equation, and then form the instrumental Variable (IV) vector which is used to form the moment matrix gnt (θ). This moment matrix is used to calculate the estimated value of the model parameters. In this paper, the results of parameter estimation have not been tested with data or simulations so that it is recommended to do further testing using simulation data.

AB - This paper shows the process of changing Simultaneous Spatial panel data dynamic Equations (SSPDD) into a high order model, which is then, parameterized in the high order model using the General method of Moment (GMM). The estimation steps start by forming the reduced form equation, and then form the instrumental Variable (IV) vector which is used to form the moment matrix gnt (θ). This moment matrix is used to calculate the estimated value of the model parameters. In this paper, the results of parameter estimation have not been tested with data or simulations so that it is recommended to do further testing using simulation data.

UR - https://www.scopus.com/pages/publications/85064853998

U2 - 10.1088/1755-1315/243/1/012048

DO - 10.1088/1755-1315/243/1/012048

M3 - Conference article

AN - SCOPUS:85064853998

SN - 1755-1307

VL - 243

JO - IOP Conference Series: Earth and Environmental Science

JF - IOP Conference Series: Earth and Environmental Science

IS - 1

M1 - 012048

T2 - 1st International Conference on Environmental Geography and Geography Education, ICEGE 2018

Y2 - 17 November 2018 through 18 November 2018

ER -

GMM estimation of simultaneous spatial panel data dynamic models with high order models approach

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