EKMS412 Econometrics II

6 ECTS - 3-0 Duration (T+A)- 8. Semester- 3 National Credit

Information

Code EKMS412
Name Econometrics II
Term 2022-2023 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
Mode of study Yüz Yüze Öğretim
Catalog Information Coordinator Prof. Dr. HASAN ALTAN ÇABUK
Course Instructor Prof. Dr. SEDA ŞENGÜL (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

There are no course prerequisites.

Resources

Gujarathi, D. M. (2022). Gujarati: Basic Econometrics. McGraw-hill.

Notes

Lecture 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 Obtaining interprets the results.


Relation with Program Learning Outcome

Order Type Program Learning Outcomes Level
PLO01 Bilgi - Kuramsal, Olgusal Explain the importance of demand and supply in economy science and the well-running conditions of the market economy 5
PLO02 Bilgi - Kuramsal, Olgusal Define the role of pricing within the event advantage of the market economy.
PLO03 Bilgi - Kuramsal, Olgusal Define the role of the state in economy, money and financial policies, the central bank and the structure of the market.
PLO04 Bilgi - Kuramsal, Olgusal Perceive the costs and benefits arising from the global economy
PLO05 Bilgi - Kuramsal, Olgusal Produce numerical and policy options when confronted with problems.
PLO06 Bilgi - Kuramsal, Olgusal Use quantitative and qualitative techniques of model building, decoding and interpretation. 5
PLO07 Beceriler - Bilişsel, Uygulamalı Use the theory of economics in the analysis of economic events. 5
PLO08 Beceriler - Bilişsel, Uygulamalı Use computer programs, do synthesis and present prepared data efficiently.
PLO09 Beceriler - Bilişsel, Uygulamalı Apply the methods of economic analysis. 5
PLO10 Bilgi - Kuramsal, Olgusal Analyze at conceptual level and acquires ability in comparing, interpreting, evaluating and synthesizing in order to develop solutions to problems
PLO11 Beceriler - Bilişsel, Uygulamalı Use of different sources about an unfamiliar field within academic principles, synthesize gained data and presents effectively.
PLO12 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Take responsibility individually and / or in a team, take leadership and work effectively.
PLO13 Yetkinlikler - Öğrenme Yetkinliği Follow innovative developments in the field being aware of the necessity of lifelong learning and improving him-/herself..
PLO14 Yetkinlikler - İletişim ve Sosyal Yetkinlik Use Turkish and at least one foreign language in accordance with the requirements of academic and work life.
PLO15 Yetkinlikler - İletişim ve Sosyal Yetkinlik Understand and interpret related people´s feelings, thoughts, and behaviours correctly; expresse him-/herself accurately in written and oral language.
PLO16 Yetkinlikler - Alana Özgü Yetkinlik Question traditional approaches, practices and methods. 5
PLO17 Yetkinlikler - Alana Özgü Yetkinlik Recognize and apply social, scientific and professional ethical values.


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 Öğretim Yöntemleri:
Anlatım
2 Deviations from the classical linear regression model: Multicollinearity Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
3 Deviations from the classical linear regression model: Autocorrelation Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
4 Deviations from the classical linear regression model: Heterocedasticity Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
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 Öğretim Yöntemleri:
Problem Çözme
6 Structural Change and Chow Test Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım
7 Making sample question solutions Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Problem Çözme
8 Mid-Term Exam Repeat subjects before exam Öğretim Yöntemleri:
Problem Çözme
9 Structural Change and Dummy Variables Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
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 Öğretim Yöntemleri:
Anlatım
11 Multiple Equation Econometric Models: Determination of Structural Model Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Problem Çözme
12 Multiple Equation Econometric Models: Dtermination of Reduced-Form Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
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 Öğretim Yöntemleri:
Anlatım
14 Multiple Equation Econometric Models: Two stage OLS Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Problem Çözme
15 Problem solving Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Problem Çözme
16 Term Exams Repeat subjects before exam Öğretim Yöntemleri:
Problem Çözme
17 Term Exams Repeat subjects before exam Ölçme Yöntemleri:
Yazılı Sınav


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

Update Time: 17.11.2022 09:34