İKT831 Advanced Econometrics

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

Information

Code İKT831
Name Advanced Econometrics
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

Modelling economic relations by using econometric methods, their computer based applications and interpreting the models

Course Content

DF and ADF unit root tests, Engel-Granger and Johansen cointegration tests, estimation of VEC model, estimation of ARIMA models, estimation of VAR model

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 Explains Econometric concepts
LO02 Equipped with the foundations of Economics, develops Economic models
LO03 Models problems using the knowledge of Mathematics, Statistics, and Econometrics
LO04 Being aware of the necessity of lifelong learning, it follows current developments and renews itself continuously
LO05 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 Explains the importance of demand and supply and the conditions of the market economy to work better
PLO02 Bilgi - Kuramsal, Olgusal Conducts new research that contributes to science.
PLO03 Bilgi - Kuramsal, Olgusal Specifies the role of the market economy, the price advantage of the event.
PLO04 Bilgi - Kuramsal, Olgusal Specifies the role of the price advantage in market economy
PLO05 Bilgi - Kuramsal, Olgusal Faces with challenges, produces a numerical and policy options. 5
PLO06 Bilgi - Kuramsal, Olgusal Applies the methods of economic analysis. 5
PLO07 Bilgi - Kuramsal, Olgusal Acquires the ability of analyzing in the conceptual level ,compares interprets, evaluates and synthesizes ideas in order to develop solutions to the problems.
PLO08 Bilgi - Kuramsal, Olgusal Has the knowledge of quantitative and qualitative techniques used in Economics. 4
PLO09 Yetkinlikler - Alana Özgü Yetkinlik Builds, decodes and interprets models by using quantitative and qualitative techniques
PLO10 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Takes responsibility individually and / or in a team,leads a team and works effectively 4
PLO11 Yetkinlikler - Öğrenme Yetkinliği With the awareness of the necessity of life-long learning, follows the latest developments about his field and improves himself
PLO12 Bilgi - Kuramsal, Olgusal Speaks Turkish, and at least one other foreign language in accordance with the requirements of academic and business life.
PLO13 Yetkinlikler - Öğrenme Yetkinliği Recognize and apply social, scientific and professional ethical values.
PLO14 Yetkinlikler - İletişim ve Sosyal Yetkinlik Expresses himself/herself accurately, both orally and in writing.
PLO15 Beceriler - Bilişsel, Uygulamalı Publishes original studies in the field of economics in scientific journals.
PLO16 Beceriler - Bilişsel, Uygulamalı Knows where and how to find all scientific resources and data with information technologies to do research.
PLO17 Yetkinlikler - Alana Özgü Yetkinlik Understands the necessity and importance of research in social sciences.


Week Plan

Week Topic Preparation Methods
1 Estimation of AR model Reading related sources ,Problem Set and Application Öğretim Yöntemleri:
Anlatım
2 Estimation of MA model Reading related sources ,Problem Set and Application Öğretim Yöntemleri:
Anlatım
3 Estimation of ARMA model Reading related sources ,Problem Set and Application Öğretim Yöntemleri:
Anlatım
4 Estimation of ARIMA model Reading related sources ,Problem Set and Application Öğretim Yöntemleri:
Anlatım
5 Estimation of VAR model Reading related sources ,Problem Set and Application Öğretim Yöntemleri:
Anlatım
6 Estimation of ARCH model Reading related sources ,Problem Set and Application Öğretim Yöntemleri:
Anlatım
7 Review before the midterm exam Reading related sources ,Problem Set and Application Öğretim Yöntemleri:
Anlatım
8 Mid-Term Exam EXAM Öğretim Yöntemleri:
Anlatım
9 DF unit root test Reading related sources ,Problem Set and Application Öğretim Yöntemleri:
Anlatım
10 ADF unit root test Reading related sources ,Problem Set and Application Öğretim Yöntemleri:
Anlatım
11 ADF unit root test-2 Reading related sources ,Problem Set and Application Öğretim Yöntemleri:
Anlatım
12 Engle-Granger cointegration test Reading related sources ,Problem Set and Application Öğretim Yöntemleri:
Anlatım
13 Engle-Granger cointegration test-1 Reading related sources ,Problem Set and Application Öğretim Yöntemleri:
Anlatım
14 Johansen cointegration test Reading related sources ,Problem Set and Application Öğretim Yöntemleri:
Anlatım
15 Johansen cointegration test-1 Reading related sources ,Problem Set and Application Öğretim Yöntemleri:
Anlatım
16 Term Exams Final exam Ölçme Yöntemleri:
Yazılı Sınav
17 Term Exams Final exam 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 11:35