EKMZ302 Econometrics II

5 ECTS - 3-0 Duration (T+A)- 6. Semester- 3 National Credit

Information

Code EKMZ302
Name Econometrics II
Term 2024-2025 Academic Year
Semester 6. Semester
Duration (T+A) 3-0 (T-A) (17 Week)
ECTS 5 ECTS
National Credit 3 National Credit
Teaching Language Türkçe
Level Lisans Dersi
Type Normal
Mode of study Yüz Yüze Öğretim
Catalog Information Coordinator Prof. Dr. HASAN ALTAN ÇABUK
Course Instructor
1 2
Prof. Dr. SEDA ŞENGÜL (A Group) (Ins. in Charge)
Dr. Öğr. Üyesi Sibel ÖRK ÖZEL (B Group) (Ins. in Charge)


Course Goal / Objective

This course Econometrics, Economics and Finance Sections are registered with the knowledge of basic mathematics and statistics İ.İ.B. School aims to teach students the methods of basic econometrics. This course titles contained in the above-mentioned branches of econometric applications for students who want to do the research aims to support their work areas

Course Content

Multivariable models sapmlar classical linear regression model, the structural changes and dummy variables, some of the issues related to linear regression, multiple-equation econometric models, time series analysis of the introduction of modern

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

Lecture note


Course Learning Outcomes

Order Course Learning Outcomes
LO01 Understands econometrics.
LO02 Establishes econometrics model.
LO03 Increases his/her knowledge of econometrics.
LO04 Learns advanced econometric subjects.
LO05 Interprets by econometric the economics problems.


Relation with Program Learning Outcome

Order Type Program Learning Outcomes Level
PLO01 Bilgi - Kuramsal, Olgusal Explain the basic concepts and theorems in the fields of Econometrics, Statistics and Operations research 3
PLO02 Bilgi - Kuramsal, Olgusal Acquires basic Mathematics, Statistics and Operation Research concepts 2
PLO03 Bilgi - Kuramsal, Olgusal Describes the necessary concepts of Business
PLO04 Beceriler - Bilişsel, Uygulamalı Equipped with the foundations of Economics, and develops Economic models 4
PLO05 Beceriler - Bilişsel, Uygulamalı Models problems with Mathematics, Statistics, and Econometrics 4
PLO06 Beceriler - Bilişsel, Uygulamalı Has the ability to analyze/interpret at the conceptual level to develop solutions to problems 5
PLO07 Beceriler - Bilişsel, Uygulamalı Collects/analyses data 5
PLO08 Beceriler - Bilişsel, Uygulamalı Interprets the results analyzed with the model 5
PLO09 Beceriler - Bilişsel, Uygulamalı Combines the information obtained from different sources within the framework of academic rules in a field which does not research
PLO10 Beceriler - Bilişsel, Uygulamalı It develops traditional approaches, practices and methods into new working methods when it deems necessary
PLO11 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Leads by taking responsibility individually and/or within the team
PLO12 Yetkinlikler - Öğrenme Yetkinliği In addition to herself/himself professional development, constantly improves in scientific, cultural, artistic and social fields in line with interests and abilities
PLO13 Yetkinlikler - Öğrenme Yetkinliği Being aware of the necessity of lifelong learning, it constantly renews itself by following the current developments in its field.
PLO14 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses a package program of Econometrics, Statistics, and Operation Research
PLO15 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses Turkish and at least one other foreign language, academically and in the business context
PLO16 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
PLO17 Yetkinlikler - Alana Özgü Yetkinlik Interprets data on current economic and social issues
PLO18 Yetkinlikler - Alana Özgü Yetkinlik Applies social, scientific and professional ethical values


Week Plan

Week Topic Preparation Methods
1 Repeating Multiple Linear Regression Model and Linear Hypothesis Testing Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
2 Deviations from the classical linear regression model: Multicollinearity Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
3 Deviations from the classical linear regression model: Autocorrelation Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
4 Deviations from the classical linear regression model: Heterocedasticity Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
5 Deviations from the classical linear regression model: General repetition Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
6 Structural Change and Chow Test Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
7 Problems solving Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
8 Mid-Term Exam Repeat subjects before exam Öğretim Yöntemleri:
Soru-Cevap
9 Structural Change and Dummy Variables Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
10 Multiple Equation Econometric Models: Structural Model and Reduced-Form Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
11 Multiple Equation Econometric Models: Determination of Structural Model Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
12 Multiple Equation Econometric Models: Dtermination of Reduced-Form Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
13 Multiple Equation Econometric Models: Indirect OLS and Two stage OLS Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
14 Multiple Equation Econometric Models: Two stage OLS Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
15 Making Problem solving Students will be prepared by studying relevant subjects from source books according to weekly program Öğretim Yöntemleri:
Anlatım, Problem Çözme
16 Term Exams Repeat subjects before exam Öğretim Yöntemleri:
Soru-Cevap
17 Term Exams Repeat subjects before exam Ölçme Yöntemleri:
Yazılı Sınav


Student Workload - ECTS

Works Number Time (Hour) Workload (Hour)
Course Related Works
Class Time (Exam weeks are excluded) 14 3 42
Out of Class Study (Preliminary Work, Practice) 14 3 42
Assesment Related Works
Homeworks, Projects, Others 0 0 0
Mid-term Exams (Written, Oral, etc.) 1 12 12
Final Exam 1 18 18
Total Workload (Hour) 114
Total Workload / 25 (h) 4,56
ECTS 5 ECTS

Update Time: 08.05.2024 11:38