IEM1805 Panel Data Analysis I

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

Information

Code IEM1805
Name Panel Data Analysis I
Term 2024-2025 Academic Year
Semester . Semester
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 Goal / Objective

It is aimed that students learn the basic econometric methods of Panel Data Analysis and can use these methods with economic applications.

Course Content

This course is the first of two semesters designed to provide students with applications of panel data analysis and methods.

Course Precondition

No prerequisites

Resources

Hsiao, C. (2022). Analysis of panel data. Cambridge university press. Raj, B., & Baltagi, B. H. (Eds.). (2012). Panel data analysis. Springer Science & Business Media. Tatoğlu, F. Y. (2012). Panel veri ekonometrisi. Beta Yayınevi.

Notes

Related Articles


Course Learning Outcomes

Order Course Learning Outcomes
LO01 The student understands the basic concepts of Panel Data Analysis.
LO02 Students understand the features of basic panel econometric models
LO03 Students gain the ability to estimate basic panel econometric models.
LO04 Students gain the ability to interpret the basic panel econometric models they predict economically.
LO05 Students gain the ability to check for violations of panel estimators' assumptions.
LO06 Students gain the ability to use methods and techniques to correct violations of panel estimators' assumptions.


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 3
PLO02 Bilgi - Kuramsal, Olgusal Develops new knowledge using current concepts in Econometrics, Statistics and Operations Research 3
PLO03 Bilgi - Kuramsal, Olgusal Explain for what purpose and how econometric methods are applied to other fields and disciplines 3
PLO04 Beceriler - Bilişsel, Uygulamalı Using her knowledge, brings original solutions to problems in Economics, Business Administration and other social sciences 3
PLO05 Beceriler - Bilişsel, Uygulamalı Creates a new model using mathematics, statistics and econometrics knowledge to solve the problem encountered 4
PLO06 Beceriler - Bilişsel, Uygulamalı Interprets the results obtained from the most appropriate method to predict the model 4
PLO07 Beceriler - Bilişsel, Uygulamalı Performs conceptual analysis to develop solutions to problems 3
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 4
PLO11 Beceriler - Bilişsel, Uygulamalı Converts its findings into a master's thesis or a professional report in Turkish or a foreign language 3
PLO12 Beceriler - Bilişsel, Uygulamalı It researches current approaches and methods to solve the problems it encounters and proposes new solutions 2
PLO13 Beceriler - Bilişsel, Uygulamalı Develops long-term plans and strategies using econometric and statistical methods 4
PLO14 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Performs self-study using knowledge of Econometrics, Statistics and Operations to solve a problem 4
PLO15 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Leads the team by taking responsibility 3
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 2
PLO17 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses acquired knowledge in the field to determine the vision, aim, and goals for an organization/institution 3
PLO18 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses a package program of Econometrics, Statistics, and Operation Research or writes a new code 4
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 3
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 3


Week Plan

Week Topic Preparation Methods
1 The basic concept of panel data econometrics Readings Öğretim Yöntemleri:
Anlatım, Tartışma
2 Panel data models 1 Readings Öğretim Yöntemleri:
Anlatım, Tartışma
3 Panel data models 2 Readings Öğretim Yöntemleri:
Anlatım, Tartışma
4 Estimation of panel data models Reading and problem set Öğretim Yöntemleri:
Anlatım, Gösterip Yaptırma
5 Pooled Least Squares Method Reading and problem set Öğretim Yöntemleri:
Anlatım, Gösterip Yaptırma
6 First Difference Estimator Reading and problem set Öğretim Yöntemleri:
Anlatım, Gösterip Yaptırma
7 Within Estimator Reading and problem set Öğretim Yöntemleri:
Anlatım, Gösterip Yaptırma
8 mid-term exam Ölçme Yöntemleri:
Ödev, Yazılı Sınav
9 Between Estimator Readings and problem set Öğretim Yöntemleri:
Anlatım, Gösterip Yaptırma
10 The maximum likelihood estimator of the fixed effects model Reading and problem set Öğretim Yöntemleri:
Anlatım, Gösterip Yaptırma
11 Random effects model Readings and problem set Öğretim Yöntemleri:
Anlatım, Gösterip Yaptırma
12 Generalized least squares method Readings and problem set Öğretim Yöntemleri:
Anlatım, Gösterip Yaptırma
13 Testing assumptions about panel data models Reading and problem set Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
14 Heterogeneity tests for panel data models reading and problem set Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
15 Cross-section dependency tests for panel data models Reading and problem set Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
16 Relaxing the assumptions about panel data models Reading and problem set Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
17 Final exam Ölçme Yöntemleri:
Yazılı Sınav, Ödev


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: 08.05.2024 11:17