IEM701 Econometrics I

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

Information

Code IEM701
Name Econometrics I
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. HASAN ALTAN ÇABUK


Course Goal / Objective

Econometrics is concerned with the estimation of the economic relations and testing hypotheses regarding economic behavior and the prediction of behavior of economic variables. The course covers matrices and economic problems in the context of the implementation of the single-equation linear regression model, method of least squares, generalized least squares, and other extensions of the standard model, the development of a single-equation model and the model equation under special circumstances.

Course Content

Topics in econometrics, its history, some of the basic rules of mathematics and statistics, economics posited a mold mathematical theorem, a simple classical linear regression model, multiple classical linear regression model, some deviations from the classical linear regression model, some other issues related to linear regression

Course Precondition

There are no prerequisites for the course

Resources

Domar N. Gujarati (Çevirenler Ümit Şenesen ve Gülay Günlük Şenesen), Temel Ekonometri, Literatür Yayıncılık, 1. Baskı, İstanbul, 1999

Notes

Ekonometriye Giriş: Modern Yaklaşım Çeviren Ebru Çağlayan Akay Nobel Yayıncılık


Course Learning Outcomes

Order Course Learning Outcomes
LO01 Students taking this course will have knowledge about basic econometric methods.
LO02 Gains knowledge to do research in econometrics.
LO03 Models the problems encountered with mathematics, statistics and econometrics.
LO04 Have the ability to analyze, compare, evaluate and interpret at a conceptual level to develop solutions to problems.
LO05 Collects, organizes and analyzes data
LO06 Use advanced package programs related to econometrics, statistics and operations
LO07 Utilize different sources within the framework of academic rules in an area that they are not researched, synthesizes and provides information effectively
LO08 Use Turkish and at least one foreign language in accordance with the requirements of academic life and work life
LO09 Question the traditional approach, application and methods, develop and implement new working methods when necessary.
LO10 Recognize and apply social, scientific and professional ethical values
LO11 Estimate the model and analyze and interpret the results
LO12 Takes responsibility individually and / or in a team, takes leadership and works effectively
LO13 İstatistik, yöneylem araştırması ve Matematik bilgilerini tanımlar 66/5000 Define statistics, operations research and mathematics
LO14 Being aware of the necessity of lifelong learning, follows current developments in its field and renews itself continuously
LO15 81/5000 Follows current issues, interprets the data on economic and social events


Relation with Program Learning Outcome

Order Type Program Learning Outcomes Level
PLO01 Bilgi - Kuramsal, Olgusal Explains contemporary concepts about Econometrics, Statistics, and Operation Research
PLO02 Bilgi - Kuramsal, Olgusal Explains relationships between acquired knowledge about Econometrics, Statistics, and Operation Research
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 5
PLO05 Beceriler - Bilişsel, Uygulamalı Models problems with Mathematics, Statistics, and Econometrics
PLO06 Beceriler - Bilişsel, Uygulamalı Interprets the results obtained from the most appropriate method to predict the model 4
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
PLO08 Beceriler - Bilişsel, Uygulamalı Uses acquired knowledge in the field to determine the vision, aim, and goals for an organization/institution 3
PLO09 Beceriler - Bilişsel, Uygulamalı Searches for new approaches and methods to solve problems being faced
PLO10 Beceriler - Bilişsel, Uygulamalı Presents analysis results conveniently
PLO11 Beceriler - Bilişsel, Uygulamalı Collects/analyzes data in a purposeful way
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
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 Topics in Econometrics Reading relevant parts in the source books according to weekly program Öğretim Yöntemleri:
Anlatım
2 History of Econometrics Reading relevant parts in the source books according to weekly program Öğretim Yöntemleri:
Anlatım
3 Some Basic Rules of Mathematics and Statistics Reading relevant parts in the source books according to weekly program Öğretim Yöntemleri:
Anlatım
4 Mathematical form of economic theory Reading relevant parts in the source books according to weekly program Öğretim Yöntemleri:
Anlatım
5 Classical Linear Regression Model Reading relevant parts in the source books according to weekly program Öğretim Yöntemleri:
Anlatım
6 Multi-Classical Linear Regression Model Reading relevant parts in the source books according to weekly program Öğretim Yöntemleri:
Anlatım
7 Deviations from Classical Linear Regression Model Reading relevant parts in the source books according to weekly program Öğretim Yöntemleri:
Anlatım
8 Mid-Term Exam Öğretim Yöntemleri:
Anlatım
9 Some other topics related to Linear Regression Reading relevant parts in the source books according to weekly program Öğretim Yöntemleri:
Anlatım
10 Repetition of Multivariate Linear Regression Model and Linear Hypothesis Testing Reading relevant parts in the source books according to weekly program Öğretim Yöntemleri:
Anlatım
11 Deviations from Multivariate linear regression model Reading relevant parts in the source books according to weekly program Öğretim Yöntemleri:
Anlatım
12 Structural Change and Dummy Variables Reading relevant parts in the source books according to weekly program Öğretim Yöntemleri:
Anlatım
13 Repetition of some other topics related to the linear regression model Reading relevant parts in the source books according to weekly program Öğretim Yöntemleri:
Anlatım
14 Multiple Equation Econometric Models Reading relevant parts in the source books according to weekly program Öğretim Yöntemleri:
Anlatım
15 Multiple Equation Econometric Models, Introduction to modern time series analysis Reading relevant parts in the source books according to weekly program Öğretim Yöntemleri:
Anlatım
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 04:22