Jurnal Ekonomi
Vol 11, No 1 (2006): March 2006

Kointegrasi dalam ekonometrlka

Aritonang, Lerbin R (Unknown)

Article Info

Publish Date
12 Dec 2017

Abstract

Economics researchers use frequently OLS regression for time series variables without considering if the time series are stationary. These time series would provide many problems (challenges) in regression analysis. We may avoid the problems by transforming the series 10 be stationary and then use the appriate analysis. This paper explains the problems and how to solve it. The conclusion of this paper is that we must consider the stationary of time series before using OLS regression. If there is stationary, we must transfor it first and then use cointegrated regression.

Copyrights © 2006




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Journal Info
Jurnal Ekonomi
Website

Abbrev

EJE

Publisher

Universitas Tarumanagara

Subject

Economics, Econometrics & Finance

Description

Jurnal Ekonomi [p-ISSN 0854-9842 : e-ISSN 2580-4901] is a peer-reviewed journal published three times a year (March, July, and November) by Faculty of Economics, Universitas Tarumanagara. Jurnal Ekonomi is intended to be the journal for publishing articles reporting the results of research on ...