Penentuan Distribusi Sample Terbatas Uji-J Davidson dan Mackinnon dengan Metode Bootstrap pada Model Regresi Tak Tersarang

Authors

  • Georgina M. Tinungki

DOI:

https://doi.org/10.20956/jmsk.v15i2.5708

Keywords:

un-nested hypothesis, J-Davidson Test, MacKinnon Test

Abstract

Georgina Maria Tinungki* AbstractThere are some tests proposed for un-nested hypothesis between J-Davidson Test  and MacKinnon Test. J’s Test is often bad result, but it always works very well when used bootstrap. Bootstrapping   for J’s Test is expected to be able to show that by using bounded sample is better, because there is no fault in counting process. Moreover, bootstrapping J-Test will omit the possibility of inconsistence of the results test previously. Simulation result of Monte Carlo will compare the proposed bounded sample test with Cox and J’s Test previously. Keywords: un-nested hypothesis, J-Davidson Test, MacKinnon Test                                                                 AbstrakTerdapat beberapa pengujian yang diusulkan untuk hipotesis tak tersarang antara lain Uji-J Davidson dan MacKinnon. Uji-J sering bekerja buruk, tetapi biasanya bekerja sangat baik ketika dibootstrapkan.. Bootstrapping Uji-J diharapkan mampuh menunjukkan sampel terbatas lebih baik karena tidak mempunyai kesalahan didalam proses perhitungan. Lebih dari itu, bootstrapping J-Tests akan mengeluarkan kemungkinan dari ketidak konsistenan hasil uji yang sebelumnya. Hasil Simulasi Monte Carlo membandingkan uji sampel terbatas yang diusulkan dengan test yang sebelumnya seperti Uji Cox  dan J-Test. Kata Kunci:    Hipotesis tak tersarang,,  Uji-J Davidson,  Uji MacKinnon

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References

. Bain, L.J and Max Engelhardt, 1992. Introduction to Probability and Mathematical Statistics.Duxbury

. Davidson Russel, 1997. Bootstrap Tests of Nonnested Linear regression Models, Canada,Ontario,Kingston

. Jeong Jinook, 2006. “R2-based bootstrap Tests for Nonnested Hypotheses in Regression Models,”Department of Economics,Yonsei University

. James G.MacKinnon, 1999. Bootstrap Testing in Econometrics, Queen’s University at Kingston

. Hashem Pesaran, M dan Melvyn Weeks., 1999. Non-nested Hypotesis testing:An Overview, Faculty of Economics and Politic,University of Cambrige.

. Abdul Halid Nusi., 2005. Metode Bootstrap Nonparametrik Pada Model Regresi Linear: Skripsi, Fakultas Matematika dan Ilmu Pengetahuan Alam,Universitas Hasanuddin.

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Published

2018-12-20

How to Cite

Tinungki, G. M. (2018). Penentuan Distribusi Sample Terbatas Uji-J Davidson dan Mackinnon dengan Metode Bootstrap pada Model Regresi Tak Tersarang. Jurnal Matematika, Statistika Dan Komputasi, 15(2), 1-9. https://doi.org/10.20956/jmsk.v15i2.5708

Issue

Vol. 15 No. 2 (2019): JMSK Vol. 15, No. 2, January 2019

Section

Research Articles

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