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Information
| Code | IEM1801 |
| Name | Econometric Theory I |
| Term | 2024-2025 Academic Year |
| Term | Fall and Spring |
| 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 Instructor |
Prof. Dr. SEDA ŞENGÜL
(A Group)
(Ins. in Charge)
|
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 | ||