COURSE INFORMATON
Course Title Code Semester L+P Hour Credits ECTS
Econometric Models II * ECMS   402 8 3 3 6

Prerequisites and co-requisites
Recommended Optional Programme Components None

Language of Instruction English
Course Level First Cycle Programmes (Bachelor's Degree)
Course Type
Course Coordinator Prof. Dr.Dr. Kenan LOPCU
Instructors
Dr. Öğr. ÜyesiHALİL İBRAHİM KESKİN1. Öğretim Grup:A
 
Assistants
Goals
By the end of the course, students are expected to be completely mastered funfamental aspects of theTime Series Models, Univariate; Multivariate Time Series Models and be able to use different modelling methods in this regard.
Content
This course is the second of two semesters designed to provide students with the application of economic theory and econometric methods. A detailed overview of the econometric methods will be provided and the applications considered most useful will be presented. Economic inferences will be made with taking into account different data types and advanced estimation methods.

Learning Outcomes
-


Course's Contribution To Program
NoProgram Learning OutcomesContribution
12345
1
Explains Econometric concepts
X
2
Acquires basic Mathematics, Statistics and Operation Research concepts
X
3
Equipped with the foundations of Economics, and develops Economic models
X
4
Describes the necessary concepts of Business
X
5
Models problems with Mathematics, Statistics, and Econometrics
X
6
Estimates the model consistently and analyzes & interprets its results
X
7
Acquires the ability to analyze, benchmark, evaluate and interpret at conceptual levels to develop solutions to problems
X
8
Collects, edits, and analyzes data
X
9
Uses a package program of Econometrics, Statistics, and Operation Research
X
10
Effectively works, take responsibility, and the leadership individually or as a member of a team
X
11
Awareness towards life-long learning and follow-up of the new information and knowledge in the field of study
X
12
Develops the ability of using different resources in the form of academic rules, synthesis the information gathered, and effective presentation in an area which has not been studied
X
13
Uses Turkish and at least one other foreign language, academically and in the business context
X
14
Good understanding, interpretation, efficient written and oral expression of the people involved
X
15
Improves his/herself constantly by defining educational requirements considering interests and talents in scientific, cultural, art and social fields besides career development
X
16
Questions traditional approaches and their implementation while developing alternative study programs when required
X
17
Recognizes and implements social, scientific, and professional ethic values
X
18
Follows actuality, and interprets the data about economic and social events
X

Course Content
WeekTopicsStudy Materials _ocw_rs_drs_yontem
1 Time Series Models Readings and problem set
2 Time Series Models: a Classification Readings and problem set
3 Time Series Models: a Classification Readings and problem set
4 Univariate Time Series Models Readings and problem set
5 Univariate Time Series Models Readings and problem set
6 Multivariate Time Series Models Readings and problem set
7 Multivariate Time Series Models Readings and problem set
8 Midterm
9 Modelling Time-Varying Volatility Readings and problem set
10 Modelling Time-Varying Volatility Readings and problem set
11 Modelling Time-Varying Volatility Readings and problem set
12 Univariate GARCH Models Readings and problem set
13 Univariate GARCH Models Readings and problem set
14 Multivariate GARCH Models Readings and problem set
15 Multivariate GARCH Models Readings and problem set
16-17 Final Exam

Recommended or Required Reading
Textbook
Additional Resources