Astuti, Alfira Mulya (2021) The extended algorithm for quasi maximum likelihood parameter estimation. In: THE 6TH INTERNATIONAL CONFERENCE ON BASIC SCIENCES (ICBS) 2020, 3-4 November 2020, Virtual Conference. (Submitted)
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Abstract
ENGLISH This research aims to develop an algorithm of the quasi-maximum likelihood estimation method. The model used is the spatial Durbin panel model with dynamic effect for the single equation. The weighted matrix used in this study is equal for each variables This study proposes the generalized estimation equation approach and the Gauss-Newton iteration method for parameter estimation. Modeling of Foreign Direct Investment (FDI) in ASEAN countries from 2010 - 2017 is used for illustration. The best model selection based on the smallest correlation information criterion (CIC) value.
Item Type: | Conference or Workshop Item (Paper) |
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Uncontrolled Keywords: | Quasi Maximum Likelihood, Spatial Model, Dynamic Effect, Single Equation |
Subjects: | 01 MATHEMATICAL SCIENCES > 0103 Numerical and Computational mathematics > 010303 Optimisation 01 MATHEMATICAL SCIENCES > 0104 Statistics > 010401 Applied Statistics 14 ECONOMICS > 1403 Econometrics > 140302 Econometric and Statistical Methods 14 ECONOMICS > 1403 Econometrics > 140304 Panel Data Analysis |
Divisions: | Fakultas Tarbiyah dan Keguruan > Jurusan Tadris Matematika |
Depositing User: | Dr. Alfira Mulya Astuti |
Date Deposited: | 13 Jun 2023 05:06 |
Last Modified: | 20 Jun 2023 10:50 |
URI: | http://repository.uinmataram.ac.id/id/eprint/3177 |
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