COURSE INFORMATON
Course Title Code Semester L+P Hour Credits ECTS
Applied Econometrics II ECMZ   404 8 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
FATMA İDİL BAKTEMUR1. Öğretim Grup:A
 
Assistants
Goals
Modelling economic relations by using econometric methods, their computer based applications and interpreting the models.
Content
DF and ADF unit root tests, Engel-Granger and Johansen cointegration tests, estimation of VEC model, estimation of ARIMA models, estimation of VAR model

Learning Outcomes
1) Imposing unit root tests and interpreting the results
2) Exercising cointegration tests and explaining the results
3) Estimating ARIMA models and explaining them
4) Estimating VAR models and explaining them
5)
6)
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8)
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10)
11)
12)
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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
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 Stationary and and unit roots Reading the textbook Lecture
Drilland Practice
2 DF unit root test Reading the textbook Lecture
Drilland Practice
3 ADF unit root test Reading the textbook Lecture
Drilland Practice
4 continue: ADF unit root test Reading the textbook Lecture
Drilland Practice
5 Engle-Granger cointegration test Reading the textbook Lecture
Drilland Practice
6 Johansen cointegration test Reading the textbook Lecture
Drilland Practice
7 continue: Johansen cointegration test Reading the textbook Lecture
Drilland Practice
8 Midterm Exam Studying the course content Testing
9 Estimation of AR model Reading the textbook Lecture
Drilland Practice
10 Estimation of MA model Reading the textbook Lecture
Drilland Practice
11 Estimation of ARMA model Reading the textbook Lecture
Drilland Practice
12 Estimation of ARIMA model Reading the textbook Lecture
Drilland Practice
13 Estimation of VAR model Reading the textbook Lecture
Drilland Practice
14 Estimation of ARCH model Reading the textbook Lecture
Drilland Practice
15 Review before the final exam Reading the textbook Lecture
Drilland Practice
16-17 Final Exam Studying the whole content of the course Testing

Recommended or Required Reading
Textbook
Additional Resources