Course Content
WeekTopicsStudy Materials _ocw_rs_drs_yontem
1 Introduction to Econometrics, examination of the deviations from the assumptions of multiple regression analysis Source reading
2 Investigate the properties of the estimators, hypothesis testing in multiple lnear regession model Source reading
3 Confidence interval in multiple lnear regession model, matrix approximaitons to multiple linear regression model Source reading
4 Multicollinearity problem (identification and correction of multicollinearity) Source reading
5 Some biased estimators in the problem of multicollinearity Source reading
6 Determination of heteroscedasticity, systematic and non-systematic tests (Goldfeld Quant, Park ve Glejser testsi) Source reading
7 Breusch Pagan Godfrey test from systematic test and correction of heteroscedasticity Source reading
8 Midterm exam Review the topics discussed in the lecture notes and sources
9 Dummy variable models Source reading
10 Dummy variable models Source reading
11 Qualitative dependent variable regression models (DOM and Logit models) Source reading
12 Qualitative dependent variable regression models (Logit and Probit models) Source reading
13 Distributed Lag models (estimation by least squares, Koyck model and Almon polynomial lag model) Source reading
14 Distributed Lag models (estimation by Nerlove s partial adjustment model and Cagan s adptive expectation model) Source reading
15 Autoregressive models Source reading
16-17 Final exam Review the topics discussed in the lecture notes and sources

Recommended or Required Reading
Textbook
Additional Resources
1. Gujarati, D. N. (çev. Şenesen, Ü., Şenesen, G. G.) (1999), Temel Ekonometri. Literatür Yayıncılık 2. Koutsoyiannis, A. (çev. Şenesen, Ü., Şenesen, G. G.) (1989), Ekonometri Kuramı. Verso Yayıncılık