IEM722 Limited Dependent Variables Models II

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

Information

Code IEM722
Name Limited Dependent Variables Models II
Term 2023-2024 Academic Year
Semester . Semester
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 Prof. Dr. SEDA ŞENGÜL


Course Goal / Objective

This course is the second part of a two semester sequence designed to provide students with basic concepts and methods in limited dependent variable models.The aim of this course to teach the problem of censoring, censored and truncated distributions, Sample selection, Tobit, Heckman, Double Hurdle models .By the end of the semester students are expected to have a working knowledge of limited dependent variable models and to be able to apply them in a suitable programming language.Students are also expected to be able to interpret the result. obtained.

Course Content

The contents of this course are models like censored and truncated distributions, truncated and censored samples, truncated regression, censored regression, tobit model, heckman model, double hurdle model

Course Precondition

No prerequisites are required.

Resources

D. Gujarati "Introduction to Econometrics"

Notes

Lectures


Course Learning Outcomes

Order Course Learning Outcomes
LO01 Students comprehend truncated and censored distributions.
LO02 Students can apply goodness of fit tests for models with limited dependent variables.
LO03 Students comprehend and apply models with limited dependent variables.
LO04 Students apply models with limited dependent variables in a suitable programming language.
LO05 Students interpret the results of the analysis on limited dependent 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 3
PLO04 Beceriler - Bilişsel, Uygulamalı Performs conceptual analysis to develop solutions to problems 2
PLO05 Beceriler - Bilişsel, Uygulamalı Models problems with Mathematics, Statistics, and Econometrics 1
PLO06 Beceriler - Bilişsel, Uygulamalı Interprets the results obtained from the most appropriate method to predict the model 1
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 5
PLO09 Beceriler - Bilişsel, Uygulamalı Searches for new approaches and methods to solve problems being faced 4
PLO10 Beceriler - Bilişsel, Uygulamalı Presents analysis results conveniently 2
PLO11 Beceriler - Bilişsel, Uygulamalı Collects/analyzes data in a purposeful way 3
PLO12 Yetkinlikler - İletişim ve Sosyal Yetkinlik Converts its findings into a master's thesis or a professional report in Turkish or a foreign language 3
PLO13 Beceriler - Bilişsel, Uygulamalı Develops solutions for organizations using Econometrics, Statistics, and Operation Research 1
PLO14 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Performs an individual work to solve a problem with Econometrics, Statistics, and Operation Research 2
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 1
PLO17 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses a package program of Econometrics, Statistics, and Operation Research or writes a new code 1
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
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 The problem of censored data Reading related sources Öğretim Yöntemleri:
Anlatım
2 Truncated and censored distributions Reading related sources Öğretim Yöntemleri:
Anlatım
3 Truncated regression Reading related sources Öğretim Yöntemleri:
Anlatım
4 Censored regression Reading related sources Öğretim Yöntemleri:
Anlatım
5 Tobit Model Reading related sources Öğretim Yöntemleri:
Anlatım
6 Tobit Modeln (II) Reading related sources , problem set and application Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
7 The Characteristics of Double Hurdle Model Reading related sources Öğretim Yöntemleri:
Anlatım
8 Mid-Term Exam Ölçme Yöntemleri:
Yazılı Sınav
9 To compare Double Hurdle model with Tobit Model Reading related sources Öğretim Yöntemleri:
Anlatım
10 Independent and Dependent Double Hurdle Models Reading related sources and application Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
11 Independent and Dependent Double Hurdle Models (II) Reading related sources and application Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
12 Infrequency of purchase model Reading related sources and application Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
13 Heckman Model Reading related sources and application Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
14 Heckman Model (II) Reading related sources and application Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
15 Review of Limited Dependent Variable models Reading related sources and application Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
16 Term Exams Ölçme Yöntemleri:
Yazılı Sınav
17 Term Exams 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: 11.05.2023 04:32