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Information
| Unit | FACULTY OF ECONOMICS AND ADMINISTRATIVE SCIENCES |
| ECONOMETRICS PR. | |
| Code | EKMZ403 |
| Name | Applied Econometrics I |
| Term | 2017-2018 Academic Year |
| Semester | 7. Semester |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 4 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Lisans Dersi |
| Type | Normal |
| Label | C Compulsory |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Prof. Dr. MEHMET ÖZMEN |
| Course Instructor |
Prof. Dr. MEHMET ÖZMEN
(Güz)
(A Group)
(Ins. in Charge)
Prof. Dr. MEHMET ÖZMEN (Güz) (B Group) (Ins. in Charge) |
Course Goal / Objective
Modelling economic relations by using econometric methods, their computer based applications and interpreting the models
Course Content
Eviews applications of two-variable regression, multivariate regression, dummy variable regression, multicollinearity, heteroskedasticity and autocorrelation
Course Precondition
Resources
Notes
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Applying two-variable regression estimation in Eviews package program |
| LO02 | Performing the analysis of multivariate regression estimation |
| LO03 | Exemplifying dummy variable regression model estimation |
| LO04 | Discussing the remedial measures to fix the multicollinearity problem |
| LO05 | Implementing the remedial measures for solving heteroscedasticity problem |
| LO06 | Listing the tests related to the detection of the autocorrelation problem |
| LO07 | Using statistical tools in the analysis of empirical researches |
| LO08 | Calculating the descriptive statistics of variables |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Explain the basic concepts and theorems in the fields of Econometrics, Statistics and Operations research | 4 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Acquires basic Mathematics, Statistics and Operation Research concepts | 3 |
| PLO03 | Bilgi - Kuramsal, Olgusal | Describes the necessary concepts of Business | |
| PLO04 | Beceriler - Bilişsel, Uygulamalı | Equipped with the foundations of Economics, and develops Economic models | 5 |
| PLO05 | Beceriler - Bilişsel, Uygulamalı | Models problems with Mathematics, Statistics, and Econometrics | 5 |
| PLO06 | Beceriler - Bilişsel, Uygulamalı | Analyzes/interprets at the conceptual level to develop solutions to problems | 5 |
| PLO07 | Beceriler - Bilişsel, Uygulamalı | Collects/analyses data from reliable data sources for the purpose of study | 5 |
| PLO08 | Beceriler - Bilişsel, Uygulamalı | Interprets the results analyzed with the model | 5 |
| PLO09 | Beceriler - Bilişsel, Uygulamalı | Combines the information obtained from different sources within the framework of academic rules in a field of research | 4 |
| PLO10 | Beceriler - Bilişsel, Uygulamalı | Adapts traditional approaches, practices and methods to a new study when necessary | 4 |
| PLO11 | Beceriler - Bilişsel, Uygulamalı | Uses a package program of Econometrics, Statistics, and Operation Research | 5 |
| PLO12 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Leads by taking responsibility individually and/or within the team | 4 |
| PLO13 | Yetkinlikler - Öğrenme Yetkinliği | In addition to herself/himself professional development, constantly improves in scientific, cultural, artistic and social fields in line with interests and abilities | |
| PLO14 | Yetkinlikler - Öğrenme Yetkinliği | Being aware of the necessity of lifelong learning, it constantly renews itself by following the current developments in its field. | 3 |
| PLO15 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Uses Turkish and at least one other foreign language, academically and in the business context | |
| PLO16 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Interprets the feelings, thoughts and behaviors of the related persons correctly/expresses himself/herself correctly in written and verbal form | |
| PLO17 | Yetkinlikler - Alana Özgü Yetkinlik | Interprets data on current economic and social issues | 5 |
| PLO18 | Yetkinlikler - Alana Özgü Yetkinlik | Applies social, scientific and professional ethical values |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Estimation of two-variable regression modl | Reading the textbook | |
| 2 | Hypotesis testing and ANOVA | Reading the textbook | |
| 3 | Estimation of various functional forms of regression models | Reading the textbook | |
| 4 | continue: Estimation of various functional forms of regression models | Reading the textbook | |
| 5 | Estimation of multivariate regression model | Reading the textbook | |
| 6 | Test of overall significance and tests of restrictions on coefficients | Reading the textbook | |
| 7 | Chow parameter stability test | Reading the textbook | |
| 8 | Midterm exam | Studying the course content | |
| 9 | Estimation of dummy variable regression model | Reading the textbook | |
| 10 | Estimation of seasonal dummy variable models | Reading the textbook | |
| 11 | Tests for detecting multicollineartiy | Reading the textbook | |
| 12 | Remedial measures to fix the problem of multicollinearity | Reading the textbook | |
| 13 | Tests for detecting heteroskedasticity and remedial measures | Reading the textbook | |
| 14 | Tests for detecting autocorrelation | Reading the textbook | |
| 15 | Remedial measures to fix the problem of autocorrelation | Reading the textbook | |
| 16 | Final Exam | Studying the whole course content | |
| 17 | Final Exam | Studying the whole course content |
Assessment (Exam) Methods and Criteria
| Assessment Type | Midterm / Year Impact | End of Term / End of Year Impact |
|---|---|---|
| 1. Midterm Exam | 100 | 40 |
| General Assessment | ||
| Midterm / Year Total | 100 | 40 |
| 1. Final Exam | - | 60 |
| Grand Total | - | 100 |
Student Workload - ECTS
| Works | Number | Time (Hour) | Workload (Hour) |
|---|---|---|---|
| Course Related Works | |||
| Class Time (Exam weeks are excluded) | 14 | 3 | 42 |
| Out of Class Study (Preliminary Work, Practice) | 14 | 3 | 42 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 0 | 0 | 0 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 7 | 7 |
| Final Exam | 1 | 18 | 18 |
| Total Workload (Hour) | 109 | ||
| Total Workload / 25 (h) | 4,36 | ||
| ECTS | 4 ECTS | ||