Relevant bibliographies by topics / Breusch-Pagan test

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Academic literature on the topic 'Breusch-Pagan test'

Author: Grafiati
Published: 24 April 2022

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Journal articles on the topic "Breusch-Pagan test"

1

Andriani, Siska. "Uji Park Dan Uji Breusch Pagan Godfrey Dalam Pendeteksian Heteroskedastisitas Pada Analisis Regresi." Al-Jabar : Jurnal Pendidikan Matematika 8, no. 1 (June 19, 2017): 63. http://dx.doi.org/10.24042/ajpm.v8i1.1014.

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Homoskedastisitas is one of the conditions are fulfilled classical assumptions in the regression analysis, if not met this means homoskedastisitas error variance is not constant and is said to occur heteroscedasticity problem. Test Park and Pagan Godfrey Breusch test is a statistical test to detect whether there is a problem of heteroscedasticity in the regression equation. The problem is how to test the results of detection heteroskedastisitas Park and Breusch Pagan Godfrey test, which is more effective test.Based on the results of research and discussion can be concluded that the detection of the three cases of data acquired two pieces of data in the test with both test detected heteroskedasticity problems, while one case is detected by the test Breusch heteroskedastisitas Pagan Godfrey Park but the test was not detected. Values mean square error (MSE) test Breusch Pagan Godfrey smaller than the test Park so it can be said Pagan Godfrey Breusch method used more effectively. Thus, in detecting problems hetereoskedastisitas should use Breusch Pagan Godfrey test because they have better accuracy than tests Park.
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2

Halunga, Andreea G., Chris D. Orme, and Takashi Yamagata. "A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models." Journal of Econometrics 198, no. 2 (June 2017): 209–30. http://dx.doi.org/10.1016/j.jeconom.2016.12.005.

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3

Amoako, Esther Akoto. "A spatial Analysis of Crime and Neighborhood Characteristics in Detroit Census Block Groups." Proceedings of the ICA 4 (December 3, 2021): 1–8. http://dx.doi.org/10.5194/ica-proc-4-5-2021.

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Abstract. Crime has an inherent geographical quality and when a crime occurs, it happens within a particular space making spatiality essential component in crime studies. To prevent and respond to crimes, it is first essential to identify the factors that trigger crimes and then design policy and strategy based on each factor. This project investigates the spatial dimension of violent crime rates in the city of Detroit for 2019. Crime data were obtained from the City of Detroit Data Portal and demographic data relating to social disorganization theory were obtained from the Census Bureau. In the presence of spatial spill over and spatial dependence, the assumptions of classical statistics are violated, and Ordinary Least Squares estimations are inefficient in explaining spatial dimensions of crime. This paper uses explanatory variables relating to the social disorganization theory of crime and spatial autoregressive models to determine the predictors of violent crime in the City for the period. Using GeoDa 1.18 and ArcGIS Desktop 10.7.1 software package, Spatial Lag Models (SLM) and Spatial Error Models were carried out to determine which model has high performance in identifying predictors of violent crime. SLM outperformed SEM in terms of efficiency with (AIC:5268.52; Breusch-Pagan test: 9.8402; R2: 16% & Log Likelihood: −2627.26) > SEM (AIC: 5275.24; Breusch-Pagan test: 9.7601; R2: 15% & Log Likelihood: −2630.6194). Strong support is found for the spatial disorganization theory of crime. High percent ethnic heterogeneity (% black) and high college graduates are the strongest predictors of violent crime in the study area.
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4

Anderu, KEJI Sunday. "An empirical nexus between poverty and unemployment on economic growth." Jurnal Perspektif Pembiayaan dan Pembangunan Daerah 9, no. 1 (April 30, 2021): 85–94. http://dx.doi.org/10.22437/ppd.v9i1.12005.

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The study examines the empirical nexus between poverty and unemployment on economic growth in Nigeria between 1980 and 2016. Auto-Regressive Distributed Lag (ARDL), Bound cointegration testing, and Error Correction Methods (ECM) were used to investigate the link between unemployment, poverty rate, and economic growth in Nigeria. Post estimation tests such as the Jarque-Bera test, Breusch-Pagan, ARCH test, and Ramsey reset test were also adopted in order to validate the research finding. The diagnostic tests further disclosed that the estimated model follows the Ordinary Least Square technique assumptions to attain efficiency and consistency of the model employed. The Jarque-Bera test suggests that residuals for both models are normally distributed, and the Breusch-Godfrey Serial Correlation (LM) test indicates that the hypothesis of no autocorrelation cannot be rejected. Interestingly, the ARDL and ECM results show that unemployment and poverty significantly impact economic growth both in the short and long run. Hence, the study recommended that the Nigeria government should ensure that adequate measures are put in place: Such as investment in education, agricultural sector reform, expansionary fiscal policy, intervention in micro-lending for small scale businesses by the government should be implemented to reduce the level of unemployment and poverty rate both in the short run and long run.
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5

Pula, Lekë, and Alban Elshani. "Role of Public Expenditure in Economic Growth: Econometric Evidence from Kosovo 2002–2015." Baltic Journal of Real Estate Economics and Construction Management 6, no. 1 (June 28, 2018): 74–87. http://dx.doi.org/10.2478/bjreecm-2018-0006.

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Abstract The aim of the study is to examine the impact of public expenditure on economic growth of Kosovo. Time series data span for the period of time 2002-2015. The structure of the econometric model is built on Keynesian theories and endogenous growth model. The model estimation is performed only after implementing the Augmented Dickey-Fuller (ADF) Unit Root test to estimate if time series are stationary. Several tests have been implemented to determine model validity. The model has met all the assumptions of statistical tests: error term residuals have a normal distribution (Jarque-Bera test), there is no auto-correlation between variables (Breusch-Godfrey Serial test), and error variances are constant, known as the principle of homoscedasticity (Breusch-Pagan-Godfrey test). Gross domestic product is used as a dependent variable in the model, while public expenditure (G), foreign direct investment (FDI), export (EXP) and total budget revenue (TrTax) are used as the endogenous variables. The study results have revealed that there is a positive and statistically significant effect of public expenditures and exports on economic growth. Total budget revenue has a positive impact on economic growth but this has not been proved to be statistically significant. The authors of the research have also found out that FDI is negative and statistically insignificant.
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6

Ozturk, Mustafa, Serdar Durdyev, Osman Nuri Aras, Syuhaida Ismail, and Nerija Banaitienė. "HOW EFFECTIVE ARE LABOR WAGES ON LABOR PRODUCTIVITY?: AN EMPIRICAL INVESTIGATION ON THE CONSTRUCTION INDUSTRY OF NEW ZEALAND." Technological and Economic Development of Economy 26, no. 1 (January 24, 2020): 258–70. http://dx.doi.org/10.3846/tede.2020.11917.

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This study empirically investigates (for the period of 1983–2017) the relationships between the parameters (labour wage (LW), labour productivity (LP) and unemployment (UNM) rate) of the construction sector in New Zealand. This study employs the Johansen co-integration test to determine if the relationship in the long run does exist among the investigated variables as well as to assess the relationships. The results show that the LW has a positive effect on the LP, while the UNM affects negatively, which indicates that the higher salary, the more productive labour. In other words, increase in salary stimulates the belief of the workforce that they are substantially paid for their work, which ultimately increases their trust and loyalty to the employer; hence, productivity. Moreover, the results show adverse effect of UNM on LP, which indicates that labours may also lose his/her productivity due to fear of losing his/her job. The model stability is verified by Histogram Normality Test, Breusch-Godfrey Serial Correlation, Heteroscedasticity Breusch-Pagan-Godfrey tests. Thus, the forefront of the construction sector is recommended to consider the empirical relationships determined in this study in order to improve the productivity level at various levels.
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7

Adekeye, Kayode S., Kelvin E. Igwe, and Olaniyi M. Olayiwola. "On Pooled OLS and Panel Regression Models for Assessing the Contributions of Electronic Payment System on Commercial Banks Profitability." Journal of Statistics: Advances in Theory and Applications 25, no. 2 (July 10, 2021): 61–81. http://dx.doi.org/10.18642/jsata_7100122206.

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This study examined the impact of electronic payment system on the profitability of commercial banks in Nigeria. Pooled OLS and Panel regression models were fitted on the data extracted from the banks’ annual reports, Nigerian interbank settlement scheme, and central bank of Nigeria website. The assessment of the contribution of the various electronic payment systems considered were measured using Breusch and Pagan Lagrangian Multiplier (LM) Test, the Hausman Test, Stationarity Test, The Schwarz Criterion, and the Akaike Information Criterion. Results obtained showed that the random effect model was more appropriate than the fixed effect model for all the electronic payment systems considered in this study. Furthermore, it was discovered that there exists a positive relationship between the electronic payment systems and profitability of the commercial banks in Nigeria.
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8

Rehman, Obaid Ur. "Firms' Aggressiveness and Respective Performance: An Empirical Study Under Pakistani Scenery." International Journal of Entrepreneurial Knowledge 5, no. 1 (June 1, 2017): 5–19. http://dx.doi.org/10.1515/ijek-2017-0001.

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Abstract The study investigates capital structure of all non-financial listed firms on Pakistan Stock Exchange (PSX) for the period of 2008 to 2014. To test the relation between firm aggressive behavior and its performance, the study uses exponential generalized least square regression by employing control variables. Levin, Hadri and ADF test are used to know the stationarity of data. Furthermore different diagnostic tests like VIF, Weisberg test for heteroskedasticity and Breusch and Pagan Lagrangian multiplier test for random effects are used to check the data normality. Results of the study reveals that financial managers’ aggressiveness regarding financial policy is negatively, while aggressiveness regarding investment policy is positively effecting the firm’s performance. The study also found that with the passage of time, firms in Pakistan have been devastating their performance. That’s why study found negative relation between firms’ age and dependent variables.
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9

Wicaksono, Agung Prasetyo Nugroho. "GENDER DIVERSITY, FINANCIAL EXPERTISE, CEO DUALITY AND FIRM PERFORMANCE." Jurnal Ilmiah Bisnis dan Ekonomi Asia 16, no. 1 (February 6, 2022): 1–14. http://dx.doi.org/10.32815/jibeka.v16i1.473.

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This study aims to examine gender diversity, financial expertise, CEO duality on company performance in Indonesia. The author uses panel data testing with three years starting from 2018 - 2020 using STATA software. Panel data testing was carried out by conducting three tests: common effect model, fixed-effect model, and random effect model, including the model selection test, namely the Chow test, the Hausmann test, and the Breusch pagan LM test. The author also tested by conducting factor analysis with principal component analysis to carry out a linear transformation to change from most of the original variables used (ROA & ROE), and make them correlated into a new set of variables (firm performance). The results of this study conclude that the gender diversity variable has no effect on firm performance, but the variables of financial expertise and CEO duality affect firm performance.
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10

Elian, Mohammad I., Nabeel Sawalha, and Ahmad Bani-Mustafa. "Revisiting the FDI–Growth Nexus: ARDL Bound Test for BRICS Standalone Economies." Modern Applied Science 14, no. 6 (May 13, 2020): 1. http://dx.doi.org/10.5539/mas.v14n6p1.

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In this paper the author tests for the short-run dynamics and long-run cointegration relationship between foreign direct investment (FDI) inflows and economic growth for the BRICS (Brazil, Russia, India, China, and South Africa) standalone economies controlling for real exchange rate, trade openness, and domestic investment. The autoregressive distributed lag (ARDL) bounds testing method of cointegration is used to test for the long-run relationship of our FDI time series model by investigating annual macroeconomic datasets for the years 1981 to 2018 (inclusive). Coupled with the ARDL, the error correction model is applied to test for the short-run dynamics, while the Toda Yamamoto test is used to examine the causality direction between the constructs of interest. The Breusch-Godfrey and Ljung-Box are used as diagnostic tests for the ARDL assumptions of normality, independency, and autocorrelation in residuals, while the Breusch-Pagan-Godfrey test is used to test for heteroscedasticity. According to the short-run estimates, all variables have a significant lagged impact on FDI inflows with slight differences among countries. As for the long run, estimates reveal a positive and significant impact of GDP on FDI inflows for Russia, India, China, and South Africa but a positive and insignificant relationship for Brazil. The long-run estimates for the controlling variables evidence varied results among the BRICS countries. In contrast to Brazil and Russia, the Toda Yamamoto causality test discloses a significant and unidirectional flow between the GDP growth and FDI inflows for India, China, and South Africa. The results have meaningful implications for policy reform structures, economic integration among economies, multinational firms, and portfolio managers.
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