COURSE INFORMATON
Course Title Code Semester L+P Hour Credits ECTS
Applied Econometrics I ECMZ   403 7 3 3 4

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
Yrd.Doç.Dr.CEVAT BİLGİN1. Öğretim Grup:A
 
Assistants
Goals
Modelling economic relations by using econometric methods, their computer based applications and interpreting the models
Content
Eviews applications of two-variable regression, multivariate regression, dummy variable regression, multicollinearity, heteroskedasticity and autocrrelation

Learning Outcomes
1) Estimating two-variable regression model and explaining the estimation
2) Estimating multivariate regression model and explaining the estimation
3) Estimating dummy variable regression model and explaining the estimation
4) Imposing the tests for detecting the problem of multicollinearity and applying remedail measures for fixing the problem
5) Imposing the tests for detecting the problem of heteroskedasticity and applying remedail measures for fixing the problem
6) Imposing the tests for detecting the problem of autocorrelation and applying remedail measures for fixing the problem
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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
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 Estimation of two-variable regression modl Reading the textbook Lecture
Drilland Practice
2 Hypotesis testing and ANOVA Reading the textbook Lecture
Drilland Practice
3 Estimation of various functional forms of regression models Reading the textbook Lecture
Drilland Practice
4 continue: Estimation of various functional forms of regression models Reading the textbook Lecture
Drilland Practice
5 Estimation of multivariate regression model Reading the textbook Lecture
Drilland Practice
6 Test of overall significance and tests of restrictions on coefficients Reading the textbook Lecture
Drilland Practice
7 Chow parameter stability test Reading the textbook Lecture
Drilland Practice
8 Midterm exam Studying the course content Testing
9 Estimation of dummy variable regression model Reading the textbook Lecture
Drilland Practice
10 Estimation of seasonal dummy variable models Reading the textbook Lecture
Drilland Practice
11 Tests for detecting multicollineartiy Reading the textbook Lecture
Drilland Practice
12 Remedial measures to fix the problem of multicollinearity Reading the textbook Lecture
Drilland Practice
13 Tests for detecting heteroskedasticity and remedial measures Reading the textbook Lecture
Drilland Practice
14 Tests for detecting autocorrelation Reading the textbook Lecture
Drilland Practice
15 Remedial measures to fix the problem of autocorrelation Reading the textbook Lecture
Drilland Practice
16-17 Final Exam Studying the whole course content Testing

Recommended or Required Reading
Textbook
Additional Resources