Part IV Measurement, 15 Statistical Evidence

2020 ◽  
Author(s):  
Veljanovski Cento
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Time Series Analysis ◽  
Multiple Regression Analysis ◽  
Multiple Regression ◽  
Event Studies ◽  
Statistical Techniques ◽  
Difference In Differences ◽  
Dummy Variable ◽  
Econometric Approach

This chapter discusses the econometric approach, and its forensic use and misuse. Econometrics is a set of statistical techniques which estimate the overall and individual effects of variables that affects a variable of interest whether it be prices, output, and so on. The major attraction of multiple regression analysis is its ability to simultaneously account for, estimate, and quantify the myriad factors which influence prices or output. Specifically, in the context of cartel damage, it holds out the possibility of estimating the ‘but for’ price adjusted for the non-cartel factors which affect prices in a systematic and credible way. There are three general multiple regression approaches to estimating overcharges: dummy variable (DVA), predictive, and difference-in-differences. Other statistical techniques can be useful in damages cases such as time series analysis and event studies.

Part V Pass-On, 21 Proving Pass-on

2020 ◽  
Author(s):  
Veljanovski Cento
Keyword(s):  
Regression Analysis ◽  
Multiple Regression Analysis ◽  
Multiple Regression ◽  
Volume Effect ◽  
Event Studies ◽  
Third Party ◽  
Standard Of Proof ◽  
The Past ◽  
Statistical Approaches ◽  
The Way

This chapter addresses the difficulty of establishing pass-on. Indeed, estimating pass-on is difficult and often impossible. Even where estimates of the pass-on rate can be generated, estimates of the overcharge are still required to quantify the amount of pass-on. For indirect purchasers, this will add to the difficulty because they may not have the necessary data and knowledge of successive upstream markets. There is also uncertainty to the standard of proof and evidential burden required to establish credible pass-on rates. However, there are a range of approaches that can be used to estimate or quantify the pass-on rate, which are set out in the European Commission’s Pass-on Guidelines. These include documentary evidence on firms’ pricing policies; economic theory/simulations; evidence on the way the direct and indirect purchasers have passed on cost increases in the past, arguing that they would react similarly to an overcharge; third party research on the way the industry has been passed on in the past; and statistical approaches either using multiple regression analysis, time series analysis, or event studies. The volume effect can be estimated using similar approaches although the Pass-on Guidelines suggest multiple regression analysis and the ‘elasticity approach’.

scholarly journals Analisis Faktor-Faktor Yang Mempengaruhi Non Performing Financing (Npf) Di Industri Bank Pembiayaan Rakyat (Bpr) Syariah Di Indonesia

2014 ◽  
Vol 5 (2) ◽  
pp. 205
Author(s):  
Achmad Yasin
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Gross Domestic Product ◽  
Multiple Regression Analysis ◽  
Multiple Regression ◽  
Inflation Rate ◽  
Time Series Data ◽  
Revenue Sharing ◽  
Series Data ◽  
Financial Report

AbstractThe study was conducted to examined and analyzed factors that affect non-performing finance in Islamic Rural Bank Industry in Indonesia. The study used quantitative approach with time series data in the form of Islamic Rural Bank financial report of the first quarter of 2007 to the second quarter of 2014. There were 163 Islamic Rural Banks used as sample which was analyzed by multiple regression analysis. The result indicated that Gross Domestic Product (GDP), inflation rate (INF), ratio of the revenue sharing to total financing (MMR), and margin murabahah affected NPF, whereas FDR had no effect to NPF of Islamic Rural Bank in Indonesia.

scholarly journals FAKTOR-FAKTOR YANG MEMPENGARUHI PERMINTAAN CABAI RAWIT DI KOTA TOMOHON

2018 ◽  
Vol 14 (2) ◽  
pp. 309
Author(s):  
Yosi ., Ratag ◽  
Paulus A. Pangemanan ◽  
Lorraine W. Th. Sondak
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Multiple Regression Analysis ◽  
Multiple Regression ◽  
Time Series Data ◽  
Secondary Data ◽  
Series Data ◽  
Complementary Goods

The study aims to analyze the factors that affected demand of cayenne pepper in Tomohon City. This study conducted for 3 months from September to November 2017. Data used secondary data was time series data per quarter from year 2012 to 2016. Analysis used is multiple regression analysis. The result showed that factor of, cayenne pepper price, substitution goods (curly pepper) and complementary goods (shallots) significantly affected on cayenne pepper demand.*lrr*.

scholarly journals PENGARUH INFLASI DAN INVESTASI TERHADAP TINGKAT PENGANGGURAN TERBUKA DI INDONESIA PERIODE 2002-2019

NIAGAWAN ◽  
2021 ◽  
Vol 10 (2) ◽  
pp. 109
Author(s):  
Putri Sari MJ Silaban ◽  
Stevi Jesika Siagian
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Hypothesis Testing ◽  
Labor Force ◽  
Multiple Regression Analysis ◽  
Multiple Regression ◽  
Time Series Data ◽  
Series Data ◽  
Analysis Technique ◽  
The Government

Open Unemployment is a labor force that truly does not have a job. This study was conducted aiming to examine the effect of inflation and investment on open unemployment in Indonesia from 2002 to 2019. The data used are time series data. The analysis technique used in this study is the classical assumption testing, hypothesis testing and multiple regression analysis. The analysis shows that partially positive and significant effect on open unemployment means that the higher the inflation, the higher the open unemployment will be, and vice versa. Investment is partially negative and significant effect on open unemployment means that the higher the investment, the open unemployment will decrease, and vice versa. And inflation and investment simultaneously have a significant effect on open unemployment. The results can be expected to provide input to the government so that it can maintain a stable inflation and investment rate so that the level of open unemployment can remain stable.Keywords: Inflation, Investment, and Open Unemployment.

scholarly journals Factors Determine Cash Waqf Participation in Kedah, Malaysia: Perception from Students in Kolej University Insaniah

IKONOMIKA ◽  
2019 ◽  
Vol 4 (1) ◽  
pp. 53-59
Author(s):  
Abobakr Ramadhan Salem Al-Harethi
Keyword(s):  
Regression Analysis ◽  
Multiple Regression Analysis ◽  
Multiple Regression ◽  
Significant Relationship ◽  
Subjective Norm ◽  
Statistical Techniques ◽  
Islamic Banking ◽  
Future Studies ◽  
Attitude Theory

ABSTRACT The advertisement made by the Bank Muamalat Malaysia Berhad (BMMB) was the major cause for a CashWaqf gained popularity in Malaysia partly, the first Islamic banking establishment to manage CashWaqf together with Perbadanan Wakaf Selangor (PWS). The aim of this study is to investigate the determinants of CashWaqf participation from the Malaysian perspective. This study is based on three variables used to determine factors that affect CashWaqf participation in Malaysia. The three variables that are measured in this current study are religiosity, subjective norm, and attitude.used an attitude theory as a baseline theory. The data were collected through the distribution of questionnaires to 100 participants from Students at Kolej Insaniah Universiti.  Based on multiple regression analysis and other statistical techniques, the findings of the study showed a significant relationship between religiosity, subjective norm, and attitude with CashWaqf participation. Given the results from the study, it highlights some limitations and suggestions for future studies that may be conducted in this scope.Keywords: Cash Waqf, Religiosity, Subjective Norm, Attitude 

scholarly journals Pengaruh Firm Size, Free Cash Flow dan Risiko Keuangan terhadap Manajemen Laba dengan Discretionary Acrual Modified Jones Model pada perusahaan LQ45

2017 ◽  
Vol 26 (02) ◽  
pp. 246-276
Author(s):  
Diana Supriati ◽  
R Kananto Kananto
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Multiple Regression Analysis ◽  
Multiple Regression ◽  
Cash Flow ◽  
Firm Size ◽  
Free Cash Flow ◽  
Time Series Model ◽  
Jones Model

Penelitian ini bertujuan untuk mengetahui pengaruh Firm Size, Free Cash Flow dan Risiko keuangan terhadap manajemen laba dengan Discretionary Acrual Modified Jones Model pada perusahaan LQ45, baik secara parsial maupun simultan. Metode penelitian yang digunakan adalah metode asosiatif. Jenis penelitian ini merupakan penelitian kuantitatif. Desain penelitian ini merupakan penelitian time series. Model pengujian hipotesis Multiple Regression Analysis. Populasi umum dalam penelitian ini yaitu 45 perusahaan yang terdaftar di Bursa Efek Indonesia dan masuk dalam LQ 45 periode Februari 2016. Sedangkan populasi sasaran dalam penelitian ini adalah perusahaan perusahaan non perbankan yang terdaftar di Bursa Efek Indonesia dan masuk dalam LQ 45 periode Februari 2016.Berdasarkan kriteria sampel penelitian, diperoleh 23 perusahaan yang memenuhi kriteria sampel tersebut. Metode analisis data yang digunakan adalah uji statistik deskriptif, uji asumsi klasik, uji regresi linier berganda, uji statistik t dan F serta uji koefisien beta. Hasil penelitian membuktikan bahwa (1) Firm size secara parsial mempunyai pengaruh yang signifikan terhadap manajemen laba dengan Discretionary Acrual Modified Jones Model pada perusahaan LQ45, (2) Free Cash Flow secara parsial tidak mempunyai pengaruh yang signifikan terhadap manajemen laba dengan Discretionary Acrual Modified Jones Model pada perusahaan LQ45, (3) Risiko keuangan secara parsial mempunyai pengaruh yang signifikan terhadap manajemen laba dengan Discretionary Acrual Modified Jones Model pada perusahaan LQ45 dan (4) Firm Size, Free Cash Flow dan Risiko keuanga0n secara simultan berpengaruh signifikan terhadap manajemen laba dengan Discretionary Acrual Modified Jones Model pada perusahaan LQ45.

scholarly journals PENGARUH JUMLAH UANG BEREDAR, INVESTASI DOMESTIK DAN TENAGA KERJA TERHADAP KINERJA PEREKONOMIAN INDONESIA

2020 ◽  
Vol 2 (1) ◽  
pp. 85
Author(s):  
Lorenza Ayu Ningsih ◽  
Syamsul Amar
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Multiple Regression Analysis ◽  
Multiple Regression ◽  
Money Supply ◽  
Economic Performance ◽  
Secondary Data ◽  
Domestic Investment ◽  
Comprehensive Understanding ◽  
Policy Measures

This study aims to determine the effect of the money supply, domestic investment and labor on the performance of the Indonesia economy with secondary data in the form of time series from 1987 to 2018 and multiple regression analysis (OLS)  techniques are used which show that partially the money supply had a negative and not significant effect on the performance of the Indonesia economy with a probability of 0.5226 >α =5%; domestic investment and labor had a positive and significant effect on economic performance Indonesia with a probability of 0.0000 < α = 5%; the money supply, domestic investment and labor together have a positive and significant effect with F-Statistic probability of 0.0000 <α = 5% on the performance of the Indonesia economy. Appropriate controls are needed from Bank Indonesia to avoid excessive money supply  and the goverment must implement other policy measures that will encourage the performance of the Indonesia economy wih a comprehensive understanding of the development of domestic investment and Indonesia labor. 

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