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Information
| Unit | INSTITUTE OF SOCIAL SCIENCES |
| ECONOMICS (MASTER) (WITH THESIS) | |
| Code | İKT721 |
| Name | Applied Econometrics |
| Term | 2018-2019 Academic Year |
| Term | Fall |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 5 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Belirsiz |
| Type | Normal |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Prof. Dr. SEDA ŞENGÜL |
| Course Instructor |
The current term course schedule has not been prepared yet.
|
Course Goal / Objective
The aim of thiscourse isto teach advancedmethods of econometricsto students who received BA Degree in Econometrics, Mathematicsand Statistics.
Course Content
Multiple linear regressionmodel, least squares estimation, finite sample properties of OLS estimators, asymptotic properties. Functionaland structuralchangesin the format, binaryvariables, andmodeling of structural break test model stabilitytest. Non-linear regressionmodels, generalized regressionmodel, the problem of heteroscedasticity, multiple correlation, panel data models, regression equations of mysite, simultaneous equationsmodel, maximum likelihood estimation, models with lagged variables, time seriesmodels.
Course Precondition
Resources
Notes
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Models problems withMathematics, Statistics, and Econometrics |
| LO02 | Applies the most suitable method to estimate the model and interprets its results |
| LO03 | Acquires the ability to analyze, evaluate and interpret at conceptual levels to develop solutions to problems |
| LO04 | Uses a package program of Econometrics |
| LO05 | Follows actuality, and interprets the data about economic and social events |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | - | Explains the importance of demand and supply and the conditions of the market economy to work better | |
| PLO02 | - | Specifies the role of the market economy, the price advantage of the event. | |
| PLO03 | - | Specifies the role of the price advantage in market economy | |
| PLO04 | - | Faces with challenges, produces a numerical and policy options. | |
| PLO05 | - | Applies the methods of economic analysis. | |
| PLO06 | - | Builds, decodes and interprets models by using quantitative and qualitative techniques | |
| PLO07 | - | Uses the theory of economics in analyzing the economic events | |
| PLO08 | - | Acquires the ability of analyzing in the conceptual level ,compares interprets, evaluates and synthesizes ideas in order to develop solutions to the problems. | |
| PLO09 | - | Takes responsibility individually and / or in a team,leads a team and works effectively | |
| PLO10 | - | With the awareness of the necessity of life-long learning, follows the latest developments about his field and improves himself | |
| PLO11 | - | Speaks Turkish, and at least one other foreign language in accordance with the requirements of academic and business life. | |
| PLO12 | - | Questions traditional approaches, implementations, and methods ;develops and practises alternative study programs when required |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Multiple Linear RegressionModeland Linear HypothesisTesting | Reading relavant partsin source books according to weekly program | |
| 2 | Deviations from the classical linear regressionmodel: Multicollinearity | Reading relavant partsin source books according to weekly program | |
| 3 | Deviations from the classical linear regression model: autocorrelation | Reading relavant partsin source books according to weekly program | |
| 4 | Deviationsfrom the classical linear regression model: heterocedasticity | Reading relavant partsin source books according to weekly program | |
| 5 | Deviationsfrom the classical linear regressionmodel: Revision | Reading relavant partsin source books according to weekly program | |
| 6 | Structuralchange and chow test | Reading relavant partsin source books according to weekly program | |
| 7 | Paper work | Reading relavant partsin source books according to weekly program | |
| 8 | Mid-Term Exam | MİD-TERM EXAM | |
| 9 | Structural change and Dummy variables | Reading relavant partsin source books according to weekly program | |
| 10 | Multi-Equation Econometric Models: Structural Modeland Reduced-Form | Reading relavant partsin source books according to weekly program | |
| 11 | Multiple Equation Econometric Models: Investigation of identifiability of structural model | Reading relavant partsin source books according to weekly program | |
| 12 | Multiple Equation Econometric Models:Investigation of identifiability of reduced form | Reading relavant partsin source books according to weekly program | |
| 13 | Writing article | Reading relavant article | |
| 14 | Application with Econometric Methods | Reading relavant article and collecting data | |
| 15 | Application with Econometric Methods | Applying with appropriate techniques | |
| 16 | Term Exams | TERM EXAM | |
| 17 | Term Exams | TERM EXAM |