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Heterocedasticity and Cointegration Test Relationship (Case Study GDP and Gov. Expenditure in 194 Country)

Authors(1) :-Dr. Siti Chanifah

The purpose of this study to see if there is a relationship heterocedasticity test and cointegration test on the use of economic variables such as GDP and Gov. Expenditure. In this study used regression analysis and cointegration to get the proof of their relationship to the occurrence heterocedasticity co integration of data in the long term. Of the studies that have been performed concluded that, with the form data that is homocedasticitas used regression models 1, 2 and 3 and not heterocedasticity on regressions 4 and 5, the data on economic variables GDP and Gov. Expenditure in 194 countries in 2014 cointegrated.
Dr. Siti Chanifah
Heterocedasticity, Cointegration, GDP, Gov. Expenditure
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Publication Details
  Published in : Volume 3 | Issue 3 | March-April 2017
  Date of Publication : 2017-04-30
License:  This work is licensed under a Creative Commons Attribution 4.0 International License.
Page(s) : 294-296
Manuscript Number : IJSRST173387
Publisher : Technoscience Academy
PRINT ISSN : 2395-6011
ONLINE ISSN : 2395-602X
Cite This Article :
Dr. Siti Chanifah, "Heterocedasticity and Cointegration Test Relationship (Case Study GDP and Gov. Expenditure in 194 Country) ", International Journal of Scientific Research in Science and Technology(IJSRST), Print ISSN : 2395-6011, Online ISSN : 2395-602X, Volume 3, Issue 3, pp.294-296, March-April-2017
URL : http://ijsrst.com/IJSRST173387