IEM1804 Dynamic Econometric Models II

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

Information

Code IEM1804
Name Dynamic Econometric Models II
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

The aim of this course is to analyze using dynamic econometric models.

Course Content

In this course, theoretical issues and estimation methods related to advanced time series analysis are examined.

Course Precondition

None

Resources

James Douglas Hamilton, (1994) Time Series Analysis, Princeton University Press, ISBN: 9780691042893

Notes

Gebhard Kirchgässner, Jürgen Wolters (2007), Introduction to Modern Time Series Analysis, Springer, ISBN: 978-3-540-73291-4


Course Learning Outcomes

Order Course Learning Outcomes
LO01 Creating a new model by using mathematics, statistics and econometrics to solve the problem faced.
LO02 Apply the most appropriate method in order to estimate model and interpret the results.
LO03 Defines, collects, organizes and analyzes the data in an appropriate manner.
LO04 Presents the results of the analysis appropriately; translates his / her findings into a doctoral dissertation in Turkish or foreign languages or a professional report.
LO05 Uses a package program on Econometrics, Statistics and Operations Research, or writes a new computer code


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 2
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 2
PLO05 Beceriler - Bilişsel, Uygulamalı Creates a new model using mathematics, statistics and econometrics knowledge to solve the problem encountered
PLO06 Beceriler - Bilişsel, Uygulamalı Interprets the results obtained from the most appropriate method to predict the model 5
PLO07 Beceriler - Bilişsel, Uygulamalı Performs conceptual analysis to develop solutions to problems
PLO08 Beceriler - Bilişsel, Uygulamalı Collects data on purpose 5
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 3
PLO11 Beceriler - Bilişsel, Uygulamalı Converts its findings into a master's thesis or a professional report in Turkish or a foreign language
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
PLO14 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Performs self-study using knowledge of Econometrics, Statistics and Operations to solve a problem 3
PLO15 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Leads the team by taking responsibility
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 4
PLO17 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses acquired knowledge in the field to determine the vision, aim, and goals for an organization/institution
PLO18 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses a package program of Econometrics, Statistics, and Operation Research or writes a new code
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
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 Intorduction and Topics Readings and Problem Set Öğretim Yöntemleri:
Anlatım
2 Asypmtotic Distriburion Theory I Readings and Problem Set Öğretim Yöntemleri:
Anlatım
3 Asypmtotic Distriburion Theory II Readings and Problem Set Öğretim Yöntemleri:
Anlatım
4 Linear Regression Model I Readings and Problem Set Öğretim Yöntemleri:
Anlatım
5 Linear Regression Model II Readings and Problem Set Öğretim Yöntemleri:
Anlatım
6 Linear Systems of Simultaneous Equations I Readings and Problem Set Öğretim Yöntemleri:
Anlatım
7 Linear Systems of Simultaneous Equations II Readings and Problem Set Öğretim Yöntemleri:
Anlatım
8 Mid-Term Exam Ölçme Yöntemleri:
Yazılı Sınav
9 Covariance Stationary Vector Processes I Readings and Problem Set Öğretim Yöntemleri:
Anlatım
10 Covariance Stationary Vector Processes II Readings and Problem Set Öğretim Yöntemleri:
Anlatım
11 Vector Autoregressive Processes I Readings and Problem Set Öğretim Yöntemleri:
Anlatım
12 Vector Autoregressive Processes II Readings and Problem Set Öğretim Yöntemleri:
Anlatım
13 Generalized Method of Moments I Readings and Problem Set Öğretim Yöntemleri:
Anlatım
14 Generalized Method of Moments II Readings and Problem Set Öğretim Yöntemleri:
Anlatım
15 Review Readings and Problem Set 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 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