Page 2 - MODUL PEMBELAJARAN EKONOMETRIKA
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DAFTAR ISI
DAFTAR ISI.............................................................................................................................ii
BAB 1. KONSEP DASAR
A. Pengertian Ekonometrika ................................................................................................ 1
B. Data Ekonometrika ......................................................................................................... 3
C. Metode Ekonometrika ..................................................................................................... 4
D. Kegunaan Ekonometrika ................................................................................................. 6
BAB 2. MENGENAL PROGRAM EVIEWS
A. Pengertian ........................................................................................................................ 8
B. Tahapan Penggunaan E-Views ........................................................................................ 9
BAB 3. PENGUJIAN HIPOTESIS
A. Pengantar ....................................................................................................................... 22
B. Merumuskan Pernyataan Hipotesis ............................................................................... 23
C. Tipe-Tipe Kesalahan Uji Hipotesis ............................................................................... 25
D. Jenis Pengujian Hipotesis .............................................................................................. 27
E. Prosedur Pengujian Hipotesis ........................................................................................ 28
BAB 4. MODEL REGRESI SEDERHANA
A. Autokorelasi .................................................................................................................. 31
B. Heteroskedastisitas ....................................................................................................... 34
C. Multikolinearitas ........................................................................................................... 36
BAB 5. MODEL REGRESI BERGANDA
A. Skala Unit Pengukuran .................................................................................................. 40
B. Pilihan Bentuk Fungsional............................................................................................. 40
C. Spesifik Model ............................................................................................................... 42
D. Penggunaan Variabel Kategori ...................................................................................... 43
E. Peramalan....................................................................................................................... 44
BAB 6. EVALUASI MODEL REGRESI LINIER
A. Fundamental dan Representasi ADL ............................................................................. 45
B. Estimasi dan Evaluasi .................................................................................................... 46
C. Vector Auto Regression................................................................................................. 47
BAB 7. NONSTATIONARY DAN KOINTEGRASI
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