IEM1801 Econometric Theory I

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

Information

Code IEM1801
Name Econometric Theory 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. HASAN ALTAN ÇABUK


Course Goal / Objective

The aim of this course is to teach econometrics methods at an advanced level to the graduates of Econometrics, Mathematics or Statistics.

Course Content

What is Econometrics, Review of Basic Statistical Concepts, Simple Linear Regression Model, Multivariate Regression Analysis, Deviations from Classical Assumptions, General Linear Model and Regression Determination Tests.

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 Explain the concepts of econometrics
LO02 It has economic infrastructure and forms economic models.
LO03 Models with the knowledge of 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 Students will be able to use advanced package programs related to econometrics, statistics and operations.
LO07 It uses different sources within the framework of academic rules in an area it does not research, synthesizes and provides information in an effective manner.
LO08 Uses Turkish and at least one foreign language in accordance with the requirements of academic life and business 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 It takes responsibility individually and / or in a team, takes leadership and works effectively.
LO13 Define statistics, operations research and mathematics.
LO14 Being aware of the necessity of lifelong learning, it follows current developments and renews itself continuously.
LO15 Will be able to follow current issues, interpret data on economic and social events.


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
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 5
PLO04 Beceriler - Bilişsel, Uygulamalı Using her knowledge, brings original solutions to problems in Economics, Business Administration and other social sciences
PLO05 Beceriler - Bilişsel, Uygulamalı Creates a new model using mathematics, statistics and econometrics knowledge to solve the problem encountered 5
PLO06 Beceriler - Bilişsel, Uygulamalı Interprets the results obtained from the most appropriate method to predict the model
PLO07 Beceriler - Bilişsel, Uygulamalı Performs conceptual analysis to develop solutions to problems 4
PLO08 Beceriler - Bilişsel, Uygulamalı Collects data on purpose
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 4
PLO10 Beceriler - Bilişsel, Uygulamalı Presents analysis results conveniently
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
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
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
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


Week Plan

Week Topic Preparation Methods
1 Introduction and introduction of the course. Basic Econometrics Damodar N.GUJARATI, review. Öğretim Yöntemleri:
Anlatım
2 The aim of econometrics, and the steps followed in an econometric research Basic Econometrics Damodar N.GUJARATI, review. Öğretim Yöntemleri:
Anlatım, Soru-Cevap
3 Simple Linear Regression Model (Two Variable Regression Model); Basis for Regression Estimation by Least Squares Method (SMC), Estimation of Coefficient, EKKY assumptions, Hypothesis testing, Regression and Analysis of Variance Basic Econometrics Damodar N.GUJARATI, review. Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Bireysel Çalışma, Problem Çözme
4 Multiple Regression Model Meaning of Multiple Regression and Comparison with Simple Regression Estimation of Multiple Regression Equation Basic Econometrics Damodar N.GUJARATI, review. Öğretim Yöntemleri:
Anlatım
5 Other Issues in Two Variable Regression Models; Fixed Offset Regression Analysis, Nonlinear Regression Models Complete Logarithmic Model, Semi-Logarithmic Models, Inverse Models. Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Problem Çözme
6 Other Tests in Single Equation Econometric Models, Model Selection Criteria Basic Econometrics Damodar N.GUJARATI, review. Öğretim Yöntemleri:
Anlatım
7 Definition and Tests of Normal Distribution Basic Econometrics Damodar N.GUJARATI, review. Öğretim Yöntemleri:
Anlatım
8 Mid-Term Exam Ölçme Yöntemleri:
Yazılı Sınav
9 Multiple Linear Link Meaning, OLS Estimates in the Form of Multiple Linear Connections, Results, Detection, Multiple Linear Connection Problems Basic Econometrics Damodar N.GUJARATI, review. Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
10 The Meaning of Varied Variance, OLS Estimates in the case of a Variable Variance, the Results it Finds, the Detection of Ways to Eliminate the Problem of Variation Basic Econometrics Damodar N.GUJARATI, review. Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Örnek Olay
11 Meaning of autocorrelation, OLS estimations in the case of autocorrelation, the results revealed, the detection, autocorrelation problem Basic Econometrics Damodar N.GUJARATI, review. Öğretim Yöntemleri:
Anlatım
12 Model building errors, specification errors, corrective measures in case of model building error Basic Econometrics Damodar N.GUJARATI, review. Öğretim Yöntemleri:
Anlatım
13 Explanation of simultaneous equation models Basic Econometrics Damodar N.GUJARATI, review. Öğretim Yöntemleri:
Anlatım
14 Dummy Variable Uses Basic Econometrics Damodar N.GUJARATI, review. Öğretim Yöntemleri:
Anlatım
15 sample final exam application, question solution Question and answer key preparation for students Öğretim Yöntemleri:
Anlatım, Problem Çözme
16 Term Exams Öğretim Yöntemleri:
Anlatım
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