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Information
| Unit | FACULTY OF ECONOMICS AND ADMINISTRATIVE SCIENCES |
| ECONOMICS PR. | |
| Code | EKMS412 |
| Name | Econometrics II |
| Term | 2020-2021 Academic Year |
| Semester | 8. Semester |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 6 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Lisans Dersi |
| Type | Normal |
| Label | E Elective |
| Mode of study | Uzaktan Öğretim |
| Catalog Information Coordinator | Prof. Dr. HASAN ALTAN ÇABUK |
| Course Instructor |
Prof. Dr. SEDA ŞENGÜL
(Bahar)
(A 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
Econometrics, econometrics methods, econometrics models
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 | Makes econometric analysis. |
| LO05 | Interprets the results. |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | - | Explain the importance of demand and supply in economy science and the well-running conditions of the market economy | 5 |
| PLO02 | - | Define the role of pricing within the event advantage of the market economy. | 5 |
| PLO03 | - | Define the role of the state in economy, money and financial policies, the central bank and the structure of the market. | 4 |
| PLO04 | - | Perceive the costs and benefits arising from the global economy | 1 |
| PLO05 | - | Produce numerical and policy options when confronted with problems. | 5 |
| PLO06 | - | Use quantitative and qualitative techniques of model building, decoding and interpretation. | 5 |
| PLO07 | - | Use the theory of economics in the analysis of economic events. | 4 |
| PLO08 | - | Use computer programs, do synthesis and present prepared data efficiently. | 5 |
| PLO09 | - | Apply the methods of economic analysis. | 3 |
| PLO10 | - | Analyze at conceptual level and acquires ability in comparing, interpreting, evaluating and synthesizing in order to develop solutions to problems | 3 |
| PLO11 | - | Take responsibility individually and / or in a team, take leadership and work effectively. | 4 |
| PLO12 | - | Follow innovative developments in the field being aware of the necessity of lifelong learning and improving him-/herself.. | 3 |
| PLO13 | - | Use of different sources about an unfamiliar field within academic principles, synthesize gained data and presents effectively. | 4 |
| PLO14 | - | Use Turkish and at least one foreign language in accordance with the requirements of academic and work life. | 4 |
| PLO15 | - | Understand and interpret related people´s feelings, thoughts, and behaviours correctly; expresse him-/herself accurately in written and oral language. | 4 |
| PLO16 | - | Question traditional attitudes, applications and methods, develop and apply new methods when needed. | 5 |
| PLO17 | - | Recognize and apply social, scientific and professional ethical values. | 5 |
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 | 5 | 70 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 0 | 0 | 0 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 15 | 15 |
| Final Exam | 1 | 30 | 30 |
| Total Workload (Hour) | 157 | ||
| Total Workload / 25 (h) | 6,28 | ||
| ECTS | 6 ECTS | ||