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Information
| Code | ECMS302 |
| Name | Selected Topics in Econometrics |
| Term | 2023-2024 Academic Year |
| Semester | 6. Semester |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 7 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | İngilizce |
| Level | Lisans Dersi |
| Type | Normal |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Prof. Dr. KENAN LOPCU |
| Course Instructor |
Doç. Dr. ÇİLER SİGEZE GÜNEY
(A Group)
(Ins. in Charge)
|
Course Goal / Objective
The purpose of this course is to develop the research ability of students through intensive discussion of set readings
Course Content
Special topics may be offered from time to time which reflect the interests of faculty members. So the topics may vary but typically covers recent developments in econometrics research.
Course Precondition
No Prerequisites
Resources
Ross, S. M. (2022). Simulation. academic press. Anselin, L. (2001). Spatial econometrics. A companion to theoretical econometrics, 310330.
Notes
Related lecture notes
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Develop the research ability of the special topics covered. |
| LO02 | Be able to estimate and make the statistical inferences of the advanced methods learned. |
| LO03 | Be able to apply the methods learned to analyze relevant economic problems. |
| LO04 | Learns the necessary software for the estimation of the relevant models. |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Explain the basic concepts and theorems in the fields of Econometrics, Statistics and Operations research | 3 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Acquires basic Mathematics, Statistics and Operation Research concepts | 4 |
| PLO03 | Bilgi - Kuramsal, Olgusal | Describes the necessary concepts of Business | |
| PLO04 | Beceriler - Bilişsel, Uygulamalı | Equipped with the foundations of Economics, and develops Economic models | 2 |
| PLO05 | Beceriler - Bilişsel, Uygulamalı | Models problems with Mathematics, Statistics, and Econometrics | 3 |
| PLO06 | Beceriler - Bilişsel, Uygulamalı | Has the ability to analyze/interpret at the conceptual level to develop solutions to problems | 3 |
| PLO07 | Beceriler - Bilişsel, Uygulamalı | Collects/analyses data | 4 |
| PLO08 | Bilgi - Kuramsal, Olgusal | Interprets the results analyzed with the model | 3 |
| PLO09 | Beceriler - Bilişsel, Uygulamalı | Combines the information obtained from different sources within the framework of academic rules in a field which does not research | |
| PLO10 | Beceriler - Bilişsel, Uygulamalı | It develops traditional approaches, practices and methods into new working methods when it deems necessary | |
| PLO11 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Leads by taking responsibility individually and/or within the team | |
| PLO12 | Yetkinlikler - Öğrenme Yetkinliği | In addition to herself/himself professional development, constantly improves in scientific, cultural, artistic and social fields in line with interests and abilities | 4 |
| PLO13 | Yetkinlikler - Öğrenme Yetkinliği | Being aware of the necessity of lifelong learning, it follows the current developments in the field / constantly renews itself | |
| PLO14 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Uses a package program of Econometrics, Statistics, and Operation Research | 2 |
| PLO15 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Uses Turkish and at least one other foreign language, academically and in the business context | 3 |
| PLO16 | 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 |
| PLO17 | Yetkinlikler - Alana Özgü Yetkinlik | Interprets data on current economic and social issues | 2 |
| PLO18 | Yetkinlikler - Alana Özgü Yetkinlik | Applies social, scientific and professional ethical values |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Bayesian econometrics 1 | Readings and problem set | Öğretim Yöntemleri: Anlatım |
| 2 | Bayesian econometrics 2 | Readings and problem set | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 3 | Simulation techniques 1 | Readings and problem set | Öğretim Yöntemleri: Anlatım |
| 4 | Simulation techniques 2 | Readings and problem set | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 5 | Latent variable models 1 | Readings and problem set | Öğretim Yöntemleri: Anlatım |
| 6 | Latent variable models 2 | Readings and problem set | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 7 | Non-Gaussian time series models 1 | Readings and problem set | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 8 | Midterm | Ölçme Yöntemleri: Yazılı Sınav |
|
| 9 | Non-Gaussian time series models 2 | Readings and problem set | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 10 | Distribution theory 1 | Readings and problem set | Öğretim Yöntemleri: Anlatım |
| 11 | Distribution theory 2 | Readings and problem set | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 12 | Non-parametric inference 1 | Readings and problem set | Öğretim Yöntemleri: Anlatım |
| 13 | Non-parametric inference 2 | Readings and problem set | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 14 | Panel data models 1 | Readings and problem set | Öğretim Yöntemleri: Anlatım |
| 15 | Panel data models 2 | Readings and problem set | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 16 | General application | problem set | Öğretim Yöntemleri: Alıştırma ve Uygulama |
| 17 | Final Exam | Ölçme Yöntemleri: Ödev |
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 | 2 | 5 | 10 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 18 | 18 |
| Final Exam | 1 | 30 | 30 |
| Total Workload (Hour) | 170 | ||
| Total Workload / 25 (h) | 6,80 | ||
| ECTS | 7 ECTS | ||