PERBANDINGAN METODE DETEKSI PELANGGARAN ASUMSI KLASIK DALAM EKONOMETRIKA MODERN

Authors

  • Az-zhahra Ramadhani M Universitas Muhammadiyah Surakarta
  • Yuniar Tri Hidayah Universitas Muhammadiyah Surakarta
  • Fatma Nur A. Universitas Muhammadiyah Surakarta

DOI:

https://doi.org/10.46306/ncabet.v3i1.109

Keywords:

Violation Detection, Classical Assumptions, Modern Econometrics

Abstract

This research discusses a comparison of classical assumption violation detection methods in the context of modern econometrics. In econometrics, classic assumptions, such as homoscedasticity, normality, and the absence of multicollinearity, are often the basis of regression analysis. However, with advances in technology and more complex data, concerns about the validity of these assumptions have increased. This literature study involves an in-depth review of the literature related to detecting violations of classical assumptions in modern econometric regression. Current methods, such as the use of bootstrap techniques, robust tests, and non-parametric approaches, are the main focus in the literature. This research details the strengths and weaknesses of each method, and provides a better understanding of their effectiveness and applicability in addressing the problem of violation of assumptions. The results of the literature study show that classical assumption violation detection methods based on high technology, such as resampling techniques and robust approaches, can provide more reliable results in dealing with the complexity of modern data. It is hoped that an in-depth understanding of this framework can assist econometric researchers and practitioners in choosing the most appropriate method for their specific data conditions, thereby increasing the validity of regression analysis results

References

Dewi, S. R., & Santoso, P. (2020). "Penerapan Metode Kernel Density Estimation dalam Analisis Pelanggaran Asumsi Klasik." Jurnal Ekonometrika Terapan, 18(1), 88-105.

Hermawan, A., & Nugroho, T. (2019). "Analisis Metode Kernel Density Estimation dalam Mendeteksi Pelanggaran Asumsi Klasik." Jurnal Statistika Terapan, 36(2), 88-105.

Kurniawan, R., & Wijaya, A. (2019). "Uji White's sebagai Alat Deteksi Heteroskedastisitas: Studi Kasus pada Data Ekonomi Indonesia." Jurnal Statistik Ekonomi Indonesia, 32(4), 112-129.

Pranoto, H., & Haryanto, D. (2017). "Penggunaan Uji Breusch-Pagan pada Regresi Non-Parametrik." Jurnal Metode Statistika Terapan, 14(3), 205-220.

Prasetio, S., & Utami, H. (2018). "Perbandingan Metode Deteksi Pelanggaran Asumsi Klasik pada Data Panel: Studi Empiris pada Sektor Manufaktur." Jurnal Ekonometrika Panel, 26(4), 150-165.

Pratomo, R., & Widodo, B. (2016). "Implementasi Metode Bootstrap dalam Menganalisis Data Ekonomi Regional." Jurnal Ekonometrika Regional, 15(3), 112-128.

Rahayu, W., & Sutanto, B. (2018). "Analisis Perbandingan Metode Deteksi Pelanggaran Asumsi Klasik pada Data Keuangan." Jurnal Riset Ekonometrika, 22(1), 33-48.

Santoso, D., & Susilo, A. (2018). "Evaluasi Uji Breusch-Pagan dalam Deteksi Heteroskedastisitas pada Data Sosial." Jurnal Statistik Sosial, 19(4), 220-235.

Setiawan, M., & Wijaya, R. (2017). "Penerapan Metode Bootstrap dalam Mengatasi Keterbatasan Ukuran Sampel pada Analisis Keuangan Mikro." Jurnal Ekonometrika Mikro, 23(1), 65-80.

Subagio, T., & Adi, P. (2019). "Evaluasi Keandalan Metode Resampling dalam Menganalisis Regresi Nonlinear." Jurnal Inovasi Metode Statistik, 27(2), 75-92.

Sudarsono, A., & Pratama, B. (2018). "Metode Bootstrap dalam Deteksi Pelanggaran Asumsi Klasik." Jurnal Ekonometrika Indonesia, 25(2), 45-62.

Suryadi, B., & Nugroho, A. (2019). "Uji White's sebagai Deteksi Pelanggaran Asumsi Klasik pada Regresi Logistik." Jurnal Metode Statistika Logistik, 31(3), 112-127.

Utama, I. P., & Setiawan, D. (2020). "Pengaruh Outlier terhadap Uji Robust pada Analisis Regresi Keuangan." Jurnal Keuangan dan Statistika, 28(4), 150-165.

Widianto, P., & Kusuma, A. (2016). "Penerapan Metode Non-Parametrik dalam Menganalisis Keterkaitan Variabel Ekonomi." Jurnal Ekonometrika Terapan, 17(2), 75-92.

Widjaja, S., & Hartono, B. (2017). "Penerapan Uji Robust pada Data Eksperimental: Studi Kasus pada Ekonomi Pertanian." Jurnal Ekonometrika Pertanian, 24(1), 45-60.

Downloads

Published

2024-03-15

How to Cite

Ramadhani M, A.- zhahra ., Hidayah, Y. T. ., & Nur A., F. . (2024). PERBANDINGAN METODE DETEKSI PELANGGARAN ASUMSI KLASIK DALAM EKONOMETRIKA MODERN. National Conference on Applied Business, Education, &Amp; Technology (NCABET), 3(1), 101–112. https://doi.org/10.46306/ncabet.v3i1.109