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 ......................................................................................................... 2
C. Metode Ekonometrika ..................................................................................................... 3
D. Kegunaan Ekonometrika ................................................................................................. 4
BAB 2. MENGENAL PROGRAM EVIEWS
A. Pengertian ........................................................................................................................ 5
B. Tahapan Penggunaan E-Views ........................................................................................ 5
BAB 3. PENGUJIAN HIPOTESIS
A. Pengantar ....................................................................................................................... 17
B. Merumuskan Pernyataan Hipotesis ............................................................................... 17
C. Tipe-Tipe Kesalahan Uji Hipotesis ............................................................................... 19
D. Jenis Pengujian Hipotesis .............................................................................................. 20
E. Prosedur Pengujian Hipotesis ........................................................................................ 20
BAB 4. MODEL REGRESI SEDERHANA
A. Autokorelasi .................................................................................................................. 23
B. Heteroskedastisitas ....................................................................................................... 24
C. Multikolinearitas ........................................................................................................... 25
BAB 5. MODEL REGRESI BERGANDA
A. Skala Unit Pengukuran .................................................................................................. 28
B. Pilihan Bentuk Fungsional............................................................................................. 28
C. Spesifik Model ............................................................................................................... 29
D. Penggunaan Variabel Kategori ...................................................................................... 30
E. Peramalan....................................................................................................................... 30
BAB 6. EVALUASI MODEL REGRESI LINIER
A. Fundamental dan Representasi ADL ............................................................................. 31
B. Estimasi dan Evaluasi .................................................................................................... 31
C. Vector Auto Regression................................................................................................. 32
BAB 7. NONSTATIONARY DAN KOINTEGRASI
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