PERTEMUAN 1
Agenda
Silabus
Kontrak perkuliahan
Gambaran umum ekonometrika
Materi 1 : Jenis data
Kontrak Perkuliahan
1. Tugas Individu
2. Kuis 1 dan 2
3. UTS
4. UAS
5. Final Project (kelompok)
Ketua kelas ?
Materi semester ini
1. Pengantar ekonometrika
2. Jenis data
3. Review statistika deskriptif dan inferensi
4. Regresi sederhana
5. Regresi berganda
6. Regresi dengan variabel dummy
Referensi:
Gujarati, D. N. (2009). Basic econometrics. Tata McGraw-Hill Education.
Wooldridge, J. M. (2015). Introductory econometrics: A modern approach. Nelson Education.
Setiawan, D., & Kusrini, E. (2010). Ekonometrika. Yogyakarta: Andi.
Pengertian Ekonometrika
P.A. Samuelson dan T.C. Koopmans
Ekonometrika merupakan analisis kuantitatif dari
fenomena-fenomena ekonomi yang sebenarnya (aktual)
yang didasarkan pada pengembangan yang bersamaan
antara teori dengan pengamatan, yang dihubungkan
dengan metode inferensi yang sesuai.
Pengertian Ekonometrika menurut Arthur S.
Goldberger yaitu sebagi ilmu sosial dimana alat-alat
teori ekonomi, statistik dan matematika inferensi
diterapkan untuk menganalisis fenomena-fenomena
ekonomi.
Suatu bidang ilmu yang merupakan perpaduan atau kombinasi dari ilmu ekonomi (economic theory),
matematika ekonomi (mathematical economics) dan statistik (statistics) untuk menganalisis teori
ekonomi secara kuantitatif berdasarkan data empiris.
Contoh: Hukum permintaan
“Semakin turun tingkat harga, maka semakin banyak jumlah barang yang tersedia diminta,
dan sebaliknya semakin naik tingkat harga semakin sedikit jumlah barang yang bersedia
diminta.”
Pada hukum permintaan berlaku asumsi ceteris paribus. Artinya hukum permintaan tersebut
berlaku jika keadaan atau faktor-faktor selain harga tidak berubah (dianggap tetap).
Hampir sama dengan skala interval namun pada skala rasio, nilai 0
merupakan nilai mutlak. Data pada skala rasio dapat dijumlahkan,
Skala dikurangkan, dikalikan dan dibagi.
Rasio Contoh : Berat 0-50Kg. Berat A = 8Kg, 2 kali lebih berat dari berat B.
The Nature of Econometrics
and Economic Data
Econometric analysis requires data
Cross-sectional data
Panel/Longitudinal data
© 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
The Nature of Econometrics
and Economic Data
Cross-sectional data sets
© 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
The Nature of Econometrics
and Economic Data
Cross-sectional data set on wages and other characteristics
Indicator variables
(1=yes, 0=no)
© 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
The Nature of Econometrics
and Economic Data
Cross-sectional data on growth rates and country characteristics
© 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
The Nature of Econometrics
and Economic Data
Time series data
Observations of a variable or several variables over time
For example, stock prices, money supply, consumer price index,
gross domestic product, annual homicide rates, automobile sales, …
Time series observations are typically serially correlated
Ordering of observations conveys important information
Data frequency: daily, weekly, monthly, quarterly, annually, …
Typical features of time series: trends and seasonality
Typical applications: applied macroeconomics and finance
© 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
The Nature of Econometrics
and Economic Data
Time series data on minimum wages and related variables
© 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
The Nature of Econometrics
and Economic Data
Pooled cross sections
Two or more cross sections are combined in one data set
Cross sections are drawn independently of each other
Pooled cross sections often used to evaluate policy changes
Example:
• Evaluate effect of change in property taxes on house prices
• Random sample of house prices for the year 1993
• A new random sample of house prices for the year 1995
• Compare before/after (1993: before reform, 1995: after reform)
© 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
The Nature of Econometrics
and Economic Data
Pooled cross sections on housing prices Property tax
Size of house
in square feet
Number of bathrooms
Before reform
After reform
© 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
The Nature of Econometrics
and Economic Data
Panel or longitudinal data
The same cross-sectional units are followed over time
Panel data have a cross-sectional and a time series dimension
Panel data can be used to account for time-invariant unobservables
Panel data can be used to model lagged responses
Example:
• City crime statistics; each city is observed in two years
• Time-invariant unobserved city characteristics may be modeled
• Effect of police on crime rates may exhibit time lag
© 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
The Nature of Econometrics
and Economic Data
Two-year panel data on city crime statistics
Number of
police in 1986
Number of
police in 1990
© 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Tugas Individu
1. Jelaskan definisi dari istilah-istilah berikut:
Kausalitas (Causality)
Regresi (Regression)
Korelasi (Correlation)
Jelaskan hubungan dan perbedaan antar ketiganya!
(NB: Tulis di buku, dikumpulkan minggu depan)