Ekonometrika

Kurikulum lengkap Pilar 2 Ekonometrika untuk peneliti S2/S3 dan akademisi target Q1/ABDC: dari asumsi klasik OLS hingga causal inference modern, dengan kode R/Stata/Python dan konteks Indonesia.

Level 1 — OLS Lanjutan

• Asumsi Klasik Gauss-Markov (BLUE)
• Uji Normalitas (Jarque-Bera & Shapiro-Wilk)
• Heteroskedastisitas (Breusch-Pagan & White)
• Autokorelasi (Durbin-Watson & Breusch-Godfrey)
• Multikolinearitas (VIF & Condition Index)
• Dummy Variables & Interaction Terms
• Functional Forms (Log-Log, Polinomial)
• Clustered Standard Errors
• Influential Observations & Outlier
• Robust Standard Errors

Level 2 — Endogeneity

• Apa Itu Endogeneity (OVB, Simultaneity)
• Instrumental Variable: F-stat dan tF
• 2SLS Manual Step-by-Step
• Weak Instruments (Threshold Lee 2022)
• Anderson-Rubin Test (Weak-IV-Robust)
• Hausman Test
• Logit, Probit, dan Tobit
• Heckman Selection Model

Level 3 — Time Series

• Stationarity & Unit Root (ADF, KPSS)
• ARIMA Modeling
• VAR (Vector Autoregression)
• Cointegration & VECM
• GARCH untuk Volatilitas

Level 4 — Panel Data

• Panel Data: Fixed Effects vs Random Effects
• Common Effect Model (Pooled OLS)
• Fixed Effect Model
• Random Effect Model
• Panel Method Selection (CEM/FEM/REM)
• Clustered SE untuk Panel
• Dynamic Panel (Arellano-Bond GMM)

Level 5 — Causal Inference Modern (MOAT)

• DiD Klasik: Parallel Trends
• Modern DiD (Callaway-Sant’Anna 2021)
• Event Study Design
• Regression Discontinuity Design (RDD)
• Synthetic Control Method
• Propensity Score Matching (PSM)

SEM-PLS

• SEM-PLS dengan Hair 2022 Standards