Multicollinearity dalam Kasus Permintaan Impor Indonesia : 1969 - 2000  

Oleh:

Effendi, Rustam ; Aliasuddin

Jenis: Article from Journal - ilmiah nasional
Dalam koleksi: Jurnal Ekonomi dan Bisnis vol. 1 no. 2 (Aug. 2002), page 241.
Topik: import; multicollinearity; import; spurious regression

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: EE43 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

Multicollinearity is a violation of classical linear regression assumptions. This assumption is very important to be fullfilled in order to obtain the results of regression estimates. According to this, the study tries to detect the multicollinearity in the import demand functions of Indonesia. The study uses time series data for period 1969 - 2000. The usual OLS method is employed in this study to estimate the import demand functions. The results show that the presence of multicollinearity leads the spurious regression. To overcome the problem, the Koyck model is utilized and the final result is better than before. Theoretically, the sign should be negative, but the sign of relatibve price is positive. It is caused y the import activitis. The importers have to import the goods to support the domestic esssential industries. Even though the price increases, the importers have to import in order to allow them to produce essential goods for domestic use and exports. Because of this, it is proposed another research of import demand function by using import and export price indexed to represent the relative price.

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