     •
• Information on Degree Programmes COURSE INFORMATON
Course Title Code Semester L+P Hour Credits ECTS
Econometrics II ECMZ   302 6 3 3 5

 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 Assist.Prof.Dr. Cevat BİLGİN
Instructors
 Prof.Dr. KENAN LOPCU 1. Öğretim Grup:A

Assistants
Goals
Providing theoretical equipment in analyzing economics relations. For this aim, understanding econometric definitions and concepts, doing statistical analysis and explaiing these.
Content
The problems of multicollinearity, heteroskedasticity and autocorrelation, econometric modelling, simultaneous equations models

Learning Outcomes
1) Defining and explaining the problem of multicollinearity
2) Detection of the problem of multicollinearity
3) Defining and imposing the remedial measures for multicollinearity
4) Defining and explaining the problem of heteroskedasticity
5) Detection of the problem of heteroskedasticity
6) Defining and imposing the remedial measures for heteroskedasticity
7) Defining and explaining the problem of autocorrelation
8) Detection of the problem of autocorrelation
9) Defining and imposing the remedial measures for autocrrelation
10) Defining model and diagnostic testing in modelling
11) Explaining simultaneous equations models and practicing proper estimation methods
12)
13)
14)
15)

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
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
11
Awareness towards life-long learning and follow-up of the new information and knowledge in the field of study
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
15
Improves his/herself constantly by defining educational requirements considering interests and talents in scientific, cultural, art and social fields besides career development
16
Questions traditional approaches and their implementation while developing alternative study programs when required
17
Recognizes and implements social, scientific, and professional ethic values
18
Follows actuality, and interprets the data about economic and social events
X

Course Content
WeekTopicsStudy Materials _ocw_rs_drs_yontem
1 The problem of multicollinearity and practical consequences of the problem Reading the textbook Lecture
2 The tests for detecting multicollinearity Reading the textbook Lecture
Drilland Practice
3 Remedial measures for multicollieanirity Reading the textbook Lecture
Drilland Practice
4 The problem of heteroskedasticity and practical consequences of the problem Reading the textbook Lecture
5 The tests for detecting heteroskedasticity Reading the textbook Lecture
Drilland Practice
6 Remedial measures for heteroskedasticty Reading the textbook Lecture
Drilland Practice
7 The problem of autocorrelation and practical consequences of the problem Reading the textbook Lecture
8 Midterm Exam Studying the course content Testing
9 The tests for detecting autocorrelation Reading the textbook Lecture
Drilland Practice
10 Remedial measures for autocorrelation Reading the textbook Lecture
Drilland Practice
11 Model specification errors in econometric modelling Reading the textbook
12 Tests for specification erros Reading the textbook Lecture
Drilland Practice
13 The structure and content of simultaneous equations models Reading the textbook Lecture
14 The identification problem in simultaneous equations models Reading the textbook Lecture
Drilland Practice
15 Estimation methods in simultaneous equations models Reading the textbook Lecture
Drilland Practice
16-17 Final Exam Studying the whole course content Testing  