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LAMPIRAN
Lampiran 1. Perbandingan Hasil Estimasi Koefisien ‘Model Inflasi’ dengan Metode Data Panel Statis, Dinamis, dan OLS
Variabel Dependen:
∆ln_cpi Model Statis
Model Dinamis FD-GMM OLS
FEM REM
Twostep Twostep-robust
1
1 2
3 4
5 6
∆ln_cpi L1 -0,1865
0,7755 0,6252
0,6252 0,7755
0,1600 0,1054
0,4203 0,3847
0,1054 ∆ln_gdp
-0,2310 -0,1117
-1,3241 -1,3241
-0,1117 0,1114
0,0984 0,5140
0,5067 0,0984
∆ln_opi 0,0680
0,0241 0,0553
0,0553 0,0241
0,0175 0,0221
0,0134 0,0148
0,0221 ∆rir
0,0007 -0,0011
-0,0032 -0,0032
-0,0011 0,0008
0,0010 0,0019
0,0020 0,0010
∆openness -0,0003
0,0001 -0,0002
-0,0002 0,0001
0,0002 0,0003
0,0001 0,0004
0,0003 Konstan
0,0408 0,0133
0,0133 0,0064
0,0063 0,0063
Uji F 3,41 [0,0099]
12,72[0,0000] Uji Chow
8,01[0,0000] Uji Breusch-Pagan
0,05[0,8255] Wald-Test
63,60[0,0000] 31,45[0,0000] 40,16 [0,0000]
Uji Hausman 85,75[0,0000]
Arelano-Bond m
1
-2,48[0,0129] -2,66 [0,0079]
Arelano-Bond m
2
-1,41[0,1583] -1,38 [0,1671]
Uji Sargan 1,49[1,0000]
Catatan:
1
Hasil twostep-robust menggunakan robust standard error yang terkoreksi untuk sampel terbatas Windmeijer, 2000
Keterangan: : Signifikan pada taraf nyata 1 : Signifikan pada taraf nyata 5
: Signifikan pada taraf nyata 10 : Simpangan baku standard error
[ ] : P-value