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Information
| Unit | FACULTY OF ECONOMICS AND ADMINISTRATIVE SCIENCES |
| ECONOMETRICS PR. | |
| Code | EKMZ302 |
| Name | Econometrics II |
| Term | 2020-2021 Academic Year |
| Semester | 6. Semester |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 5 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Lisans Dersi |
| Type | Normal |
| Label | C Compulsory |
| Mode of study | Uzaktan Öğretim |
| Catalog Information Coordinator | Prof. Dr. HASAN ALTAN ÇABUK |
| Course Instructor |
Prof. Dr. HASAN ALTAN ÇABUK
(Bahar)
(A Group)
(Ins. in Charge)
Prof. Dr. SEDA ŞENGÜL (Bahar) (B Group) (Ins. in Charge) |
Course Goal / Objective
This course Econometrics, Economics and Finance Sections are registered with the knowledge of basic mathematics and statistics İ.İ.B. School aims to teach students the methods of basic econometrics. This course titles contained in the above-mentioned branches of econometric applications for students who want to do the research aims to support their work areas
Course Content
Multivariable models sapmlar classical linear regression model, the structural changes and dummy variables, some of the issues related to linear regression, multiple-equation econometric models, time series analysis of the introduction of modern
Course Precondition
Resources
Notes
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Understands econometrics. |
| LO02 | Establishes econometrics model. |
| LO03 | Increases his/her knowledge of econometrics. |
| LO04 | Learns advanced econometric subjects. |
| LO05 | Interprets by econometric the economics problems. |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | - | Explains Econometric concepts | 5 |
| PLO02 | - | Acquires basic Mathematics, Statistics and Operation Research concepts | 5 |
| PLO03 | - | Equipped with the foundations of Economics, and develops Economic models | 4 |
| PLO04 | - | Describes the necessary concepts of Business | 1 |
| PLO05 | - | Models problems with Mathematics, Statistics, and Econometrics | 5 |
| PLO06 | - | Estimates the model consistently and analyzes & interprets its results | 5 |
| PLO07 | - | Acquires the ability to analyze, benchmark, evaluate and interpret at conceptual levels to develop solutions to problems | 4 |
| PLO08 | - | Collects, edits, and analyzes data | 5 |
| PLO09 | - | Uses a package program of Econometrics, Statistics, and Operation Research | 3 |
| PLO10 | - | Effectively works, take responsibility, and the leadership individually or as a member of a team | 3 |
| PLO11 | - | Awareness towards life-long learning and follow-up of the new information and knowledge in the field of study | 4 |
| PLO12 | - | 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 | 3 |
| PLO13 | - | Uses Turkish and at least one other foreign language, academically and in the business context | 4 |
| PLO14 | - | Good understanding, interpretation, efficient written and oral expression of the people involved | 4 |
| PLO15 | - | Improves himself/herself constantly by defining educational requirements considering interests and talents in scientific, cultural, art and social fields besides career development | 3 |
| PLO16 | - | Questions traditional approaches and their implementation while developing alternative study programs when required | 5 |
| PLO17 | - | Recognizes and implements social, scientific, and professional ethic values | 5 |
| PLO18 | - | Follows actuality, and interprets the data about economic and social events | 3 |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Repeating Multiple Linear Regression Model and Linear Hypothesis Testing | Students will be prepared by studying relevant subjects from source books according to weekly program | |
| 2 | Deviations from the classical linear regression model: Multicollinearity | Students will be prepared by studying relevant subjects from source books according to weekly program | |
| 3 | Deviations from the classical linear regression model: Autocorrelation | Students will be prepared by studying relevant subjects from source books according to weekly program | |
| 4 | Deviations from the classical linear regression model: Heterocedasticity | Students will be prepared by studying relevant subjects from source books according to weekly program | |
| 5 | Deviations from the classical linear regression model: General repetition | Students will be prepared by studying relevant subjects from source books according to weekly program | |
| 6 | Structural Change and Chow Test | Students will be prepared by studying relevant subjects from source books according to weekly program | |
| 7 | Problems solving | Students will be prepared by studying relevant subjects from source books according to weekly program | |
| 8 | Mid-Term Exam | Repeat subjects before exam | |
| 9 | Structural Change and Dummy Variables | Students will be prepared by studying relevant subjects from source books according to weekly program | |
| 10 | Multiple Equation Econometric Models: Structural Model and Reduced-Form | Students will be prepared by studying relevant subjects from source books according to weekly program | |
| 11 | Multiple Equation Econometric Models: Determination of Structural Model | Students will be prepared by studying relevant subjects from source books according to weekly program | |
| 12 | Multiple Equation Econometric Models: Dtermination of Reduced-Form | Students will be prepared by studying relevant subjects from source books according to weekly program | |
| 13 | Multiple Equation Econometric Models: Indirect OLS and Two stage OLS | Students will be prepared by studying relevant subjects from source books according to weekly program | |
| 14 | Multiple Equation Econometric Models: Two stage OLS | Students will be prepared by studying relevant subjects from source books according to weekly program | |
| 15 | Problem solving | Students will be prepared by studying relevant subjects from source books according to weekly program | |
| 16 | Term Exams | Repeat subjects before exam | |
| 17 | Term Exams | Repeat subjects before exam |
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 | 12 | 12 |
| Final Exam | 1 | 18 | 18 |
| Total Workload (Hour) | 114 | ||
| Total Workload / 25 (h) | 4,56 | ||
| ECTS | 5 ECTS | ||