IEM1821 Dynamic Panel Data Models I

8 ECTS - 4-0 Duration (T+A)- . Semester- 4 National Credit
Information About Course

Information
Goal, Content & Resources
Course Learning Outcomes
Relation with Program Learning Outcome
Week Plan
Student Workload - ECTS

Information

Code IEM1821
Name Dynamic Panel Data Models I
Term 2022-2023 Academic Year
Term Spring
Duration (T+A) 4-0 (T-A) (17 Week)
ECTS 8 ECTS
National Credit 4 National Credit
Teaching Language Türkçe
Level Doktora Dersi
Type Normal
Mode of study Yüz Yüze Öğretim
Catalog Information Coordinator Prof. Dr. KENAN LOPCU
Course Instructor
1


Course Goal / Objective

The aim of the course is to enable students to comprehend the panel unit root and panel cointegration issues and make applications related to these topics.

Course Content

This course introduces some advanced topics in panel data. After review of some fundamentals related to panel data, panel unit root and panel cointegration topics will be discussed.

Course Precondition

Successful completion of graduate courses in the fields of Econometrics and Time Series.

Resources

Dynamic Panel Data Models, Christopher F. Baum, SAGE Publications Limited, 2020.

Notes

Lecture Notes


Course Learning Outcomes

Order Course Learning Outcomes
LO01 Understands the fundementals of panel data
LO02 Learns how to apply panel unit root tests
LO03 Learns how to apply panel cointegration tests
LO04 Performs diagnostic tests in panel data analysis.
LO05 Evaluates economically the results of the panel data analysis


Relation with Program Learning Outcome

Order Type Program Learning Outcomes Level
PLO01 Bilgi - Kuramsal, Olgusal Identify an econometric problem and propose a new solution to it 5
PLO02 Bilgi - Kuramsal, Olgusal Develops new knowledge using current concepts in Econometrics, Statistics and Operations Research 4
PLO03 Bilgi - Kuramsal, Olgusal Explain for what purpose and how econometric methods are applied to other fields and disciplines 5
PLO04 Beceriler - Bilişsel, Uygulamalı Using her knowledge, brings original solutions to problems in Economics, Business Administration and other social sciences 4
PLO05 Beceriler - Bilişsel, Uygulamalı Creates a new model using mathematics, statistics and econometrics knowledge to solve the problem encountered 5
PLO06 Beceriler - Bilişsel, Uygulamalı Interprets the results obtained from the most appropriate method to predict the model 5
PLO07 Beceriler - Bilişsel, Uygulamalı Performs conceptual analysis to develop solutions to problems 5
PLO08 Beceriler - Bilişsel, Uygulamalı Collects data on purpose 4
PLO09 Beceriler - Bilişsel, Uygulamalı Synthesizes the information obtained by using different sources within the framework of academic rules in a field that does not research 3
PLO10 Beceriler - Bilişsel, Uygulamalı Presents analysis results conveniently 5
PLO11 Beceriler - Bilişsel, Uygulamalı Converts its findings into a master's thesis or a professional report in Turkish or a foreign language
PLO12 Beceriler - Bilişsel, Uygulamalı It researches current approaches and methods to solve the problems it encounters and proposes new solutions 5
PLO13 Beceriler - Bilişsel, Uygulamalı Develops long-term plans and strategies using econometric and statistical methods 3
PLO14 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Performs self-study using knowledge of Econometrics, Statistics and Operations to solve a problem 5
PLO15 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Leads the team by taking responsibility
PLO16 Yetkinlikler - Öğrenme Yetkinliği Being aware of the necessity of lifelong learning, it constantly renews itself by following the current developments in the field of study
PLO17 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses acquired knowledge in the field to determine the vision, aim, and goals for an organization/institution 4
PLO18 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses a package program of Econometrics, Statistics, and Operation Research or writes a new code
PLO19 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
PLO20 Yetkinlikler - Alana Özgü Yetkinlik Applies social, scientific and professional ethical values
PLO21 Yetkinlikler - Alana Özgü Yetkinlik Interprets data on economic and social events by following current issues


Week Plan

Week Topic Preparation Methods
1 Review of fundamentals related to panel data Related readings
2 Solving examples about fundamentals related to panel data Related readings
3 Review of fundamentals related to dynamic panel data Related readings
4 Solving examples about fundamentals related to dynamic panel data Related readings
5 Introduction to Panel unit root tests Related readings
6 Applying the Panel unit root tests Related readings
7 Intorduction to IPS Panel unit root test Related readings
8 Midterm Exam
9 Application of IPS Panel unit root test Related readings
10 Introduction to LL Panel unit root test Related readings
11 Application of LL Panel unit root test Related readings
12 Introduction to Panel cointegration analysis Related readings
13 Introduction to Panel cointegration tests Related readings
14 Panel eşbütünleşme testlerinin uygulanması Related readings
15 An overview Related readings
16 Practice and Applications Related readings
17 Term Exams


Student Workload - ECTS

Works Number Time (Hour) Workload (Hour)
Course Related Works
Class Time (Exam weeks are excluded) 14 4 56
Out of Class Study (Preliminary Work, Practice) 14 8 112
Assesment Related Works
Homeworks, Projects, Others 2 4 8
Mid-term Exams (Written, Oral, etc.) 1 12 12
Final Exam 1 24 24
Total Workload (Hour) 212
Total Workload / 25 (h) 8,48
ECTS 8 ECTS

Update Time: 17.11.2022 10:15