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| Unit | INSTITUTE OF SOCIAL SCIENCES |
| ECONOMETRICS (MASTER) (WITH THESIS) | |
| Code | IEM750 |
| Name | Panel Data Analysis II |
| Term | 2022-2023 Academic Year |
| Term | Spring |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 6 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Yüksek Lisans Dersi |
| Type | Normal |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | |
| Course Instructor |
The current term course schedule has not been prepared yet.
|
Course Goal / Objective
It is aimed that students learn Panel Data Analysis methods and can apply these methods with economic examples.
Course Content
A detailed look at panel data analysis and the applications made with these analysis methods will be mentioned.
Course Precondition
No prerequisites
Resources
Raj, B., & Baltagi, B. H. (Eds.). (2012). Panel data analysis. Springer Science & Business Media.
Notes
Related Articles
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Student completely master the fundamental aspects of the panel data analysis |
| LO02 | Students estimate the basic panel data models and interpret them economically |
| LO03 | Students learn the fundamental panel methods of discrete and limited dependent variables |
| LO04 | Estimates basic econometric models related to discrete and limited dependent variable models |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Explains contemporary concepts about Econometrics, Statistics, and Operation Research | 4 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Explains relationships between acquired knowledge about Econometrics, Statistics, and Operation Research | 3 |
| PLO03 | Bilgi - Kuramsal, Olgusal | Explains how to apply acquired knowledge in the field to Economics, Business, and other social sciences | |
| PLO04 | Beceriler - Bilişsel, Uygulamalı | Performs conceptual analysis to develop solutions to problems | 3 |
| PLO05 | Beceriler - Bilişsel, Uygulamalı | Models problems with Mathematics, Statistics, and Econometrics | 4 |
| PLO06 | Beceriler - Bilişsel, Uygulamalı | Interprets the results obtained from the most appropriate method to predict the model | 3 |
| PLO07 | Beceriler - Bilişsel, Uygulamalı | Synthesizes the information obtained by using different sources within the framework of academic rules in a field that does not research | 2 |
| PLO08 | Beceriler - Bilişsel, Uygulamalı | Uses acquired knowledge in the field to determine the vision, aim, and goals for an organization/institution | |
| PLO09 | Beceriler - Bilişsel, Uygulamalı | Searches for new approaches and methods to solve problems being faced | |
| PLO10 | Beceriler - Bilişsel, Uygulamalı | Presents analysis results conveniently | 4 |
| PLO11 | Beceriler - Bilişsel, Uygulamalı | Collects/analyzes data in a purposeful way | 4 |
| PLO12 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Converts its findings into a master's thesis or a professional report in Turkish or a foreign language | |
| PLO13 | Beceriler - Bilişsel, Uygulamalı | Develops solutions for organizations using Econometrics, Statistics, and Operation Research | |
| PLO14 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Performs an individual work to solve a problem with Econometrics, Statistics, and Operation Research | |
| PLO15 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Leads by taking responsibility individually and/or within the team | |
| 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 a package program of Econometrics, Statistics, and Operation Research or writes a new code | |
| PLO18 | 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 | 4 |
| PLO19 | Yetkinlikler - Alana Özgü Yetkinlik | Interprets data on economic and social events by following current issues | |
| PLO20 | Yetkinlikler - Alana Özgü Yetkinlik | Applies social, scientific and professional ethical values |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Unbalanced Panels | readings | Öğretim Yöntemleri: Anlatım |
| 2 | reflexive panel | readings | Öğretim Yöntemleri: Anlatım |
| 3 | Pseudo Panels | reading | Öğretim Yöntemleri: Anlatım |
| 4 | Heterogeneous Panels | readings | Öğretim Yöntemleri: Anlatım |
| 5 | Random Coefficient Models | readings | Öğretim Yöntemleri: Anlatım |
| 6 | Seemingly Unrelated Regression | readings | Öğretim Yöntemleri: Anlatım |
| 7 | Models for Limited dependent variables | readings | Öğretim Yöntemleri: Anlatım |
| 8 | mid-term exam | Ölçme Yöntemleri: Yazılı Sınav |
|
| 9 | Panel unit root tests | readings | Öğretim Yöntemleri: Anlatım |
| 10 | first generation panel unit root | readings | Öğretim Yöntemleri: Anlatım, Gösterip Yaptırma |
| 11 | second generation panel unit root | readings | Öğretim Yöntemleri: Anlatım, Gösterip Yaptırma |
| 12 | Application of panel unit root | readings and data prepairing | Öğretim Yöntemleri: Alıştırma ve Uygulama, Gösterip Yaptırma |
| 13 | Panel Coentegration | readings and data prepairing | Öğretim Yöntemleri: Anlatım |
| 14 | Tests of panel coentegration | readings and data analysis | Öğretim Yöntemleri: Alıştırma ve Uygulama, Gösterip Yaptırma |
| 15 | Short and long run estimator | reading | Öğretim Yöntemleri: Anlatım |
| 16 | Aplication of short and long term estimators | reading and data analysis | Öğretim Yöntemleri: Alıştırma ve Uygulama, Gösterip Yaptırma |
| 17 | Final exam | Ölçme Yöntemleri: Ödev, 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 | ||