Sriliana, Idhia and Herlin, Fransiska (2017) ANALISIS MODEL INDEKS HARGA SAHAM DENGAN METODE REGRESI DATA PANEL. In: SEMIRATA 2017 Bidang MIPA BKS-PTN Wilayah Barat, 12-14 Mei 2017, Ratu Convention Center, Jambi.
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Text (SEMIRATA 2017 Bidang MIPA BKS-PTN Wilayah Barat)
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Abstract
This study aims to analyze composite index model in Indonesia and Malaysia using panel data regression method. Panel data regression is derived from the combination of cross section data and time series data in order to obtain a larger data and it can improve the precision of the regression model. The data used in this study is IDX composite data and Kuala Lumpur Composite Index (KLCI) data from July 2005 to March 2008. Based on the analysis, the best panel data regression model for the composite index is Common Effect Model (CEM) with generalized least squares. The results show that the variables of bank interest rates and the money supply significantly affect the composite index in Indonesia and Malaysia. Keywords: Panel Data Regression, Common Effect Model, IDX Composite, Kuala Lumpur Composite Index (KLCI)
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Subjects: | Q Science > Q Science (General) |
| Divisions: | Faculty of Math & Natural Science > Department of Math Science |
| Depositing User: | 034 Septi Septi |
| Date Deposited: | 07 Apr 2023 08:13 |
| Last Modified: | 09 Apr 2023 07:49 |
| URI: | http://repository.unib.ac.id/id/eprint/11839 |
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