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Information
| Code | IEM701 |
| Name | Econometrics I |
| Term | 2024-2025 Academic Year |
| Term | Fall and Spring |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 6 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Yüksek Lisans 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
Econometrics is concerned with the estimation of the economic relations and testing hypotheses regarding economic behavior and the prediction of behavior of economic variables. The course covers matrices and economic problems in the context of the implementation of the single-equation linear regression model, method of least squares, generalized least squares, and other extensions of the standard model, the development of a single-equation model and the model equation under special circumstances.
Course Content
Topics in econometrics, its history, some of the basic rules of mathematics and statistics, economics posited a mold mathematical theorem, a simple classical linear regression model, multiple classical linear regression model, some deviations from the classical linear regression model, some other issues related to linear regression
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 | Students taking this course will have knowledge about basic econometric methods. |
| LO02 | Gains knowledge to do research in econometrics. |
| LO03 | Models the problems encountered with 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 | Use advanced package programs related to econometrics, statistics and operations |
| LO07 | Utilize different sources within the framework of academic rules in an area that they are not researched, synthesizes and provides information effectively |
| LO08 | Use Turkish and at least one foreign language in accordance with the requirements of academic life and work 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 | Takes responsibility individually and / or in a team, takes leadership and works effectively |
| LO13 | İstatistik, yöneylem araştırması ve Matematik bilgilerini tanımlar 66/5000 Define statistics, operations research and mathematics |
| LO14 | Being aware of the necessity of lifelong learning, follows current developments in its field and renews itself continuously |
| LO15 | 81/5000 Follows current issues, interprets the data on economic and social events |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Explains contemporary concepts about Econometrics, Statistics, and Operation Research | |
| PLO02 | Bilgi - Kuramsal, Olgusal | Explains relationships between acquired knowledge about Econometrics, Statistics, and Operation Research | |
| PLO03 | Bilgi - Kuramsal, Olgusal | Explains how to apply acquired knowledge in the field to Economics, Business, and other social sciences | |
| PLO04 | Beceriler - Bilişsel, Uygulamalı | Performs conceptual analysis to develop solutions to problems | 5 |
| PLO05 | Beceriler - Bilişsel, Uygulamalı | Models problems with Mathematics, Statistics, and Econometrics | |
| PLO06 | Beceriler - Bilişsel, Uygulamalı | Interprets the results obtained from the most appropriate method to predict the model | 4 |
| PLO07 | Beceriler - Bilişsel, Uygulamalı | Synthesizes the information obtained by using different sources within the framework of academic rules in a field that does not research | |
| PLO08 | Beceriler - Bilişsel, Uygulamalı | Uses acquired knowledge in the field to determine the vision, aim, and goals for an organization/institution | 3 |
| PLO09 | Beceriler - Bilişsel, Uygulamalı | Searches for new approaches and methods to solve problems being faced | |
| PLO10 | Beceriler - Bilişsel, Uygulamalı | Presents analysis results conveniently | |
| PLO11 | Beceriler - Bilişsel, Uygulamalı | Collects/analyzes data in a purposeful way | |
| PLO12 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Converts its findings into a master's thesis or a professional report in Turkish or a foreign language | |
| PLO13 | Beceriler - Bilişsel, Uygulamalı | Develops solutions for organizations using Econometrics, Statistics, and Operation Research | |
| PLO14 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Performs an individual work to solve a problem with Econometrics, Statistics, and Operation Research | |
| PLO15 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Leads by taking responsibility individually and/or within the team | |
| 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 a package program of Econometrics, Statistics, and Operation Research or writes a new code | |
| PLO18 | 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 | |
| PLO19 | Yetkinlikler - Alana Özgü Yetkinlik | Interprets data on economic and social events by following current issues | |
| PLO20 | Yetkinlikler - Alana Özgü Yetkinlik | Applies social, scientific and professional ethical values |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Topics in Econometrics | Reading relevant parts in the source books according to weekly program | Öğretim Yöntemleri: Anlatım |
| 2 | History of Econometrics | Reading relevant parts in the source books according to weekly program | Öğretim Yöntemleri: Anlatım |
| 3 | Some Basic Rules of Mathematics and Statistics | Reading relevant parts in the source books according to weekly program | Öğretim Yöntemleri: Anlatım |
| 4 | Mathematical form of economic theory | Reading relevant parts in the source books according to weekly program | Öğretim Yöntemleri: Anlatım |
| 5 | Classical Linear Regression Model | Reading relevant parts in the source books according to weekly program | Öğretim Yöntemleri: Anlatım |
| 6 | Multi-Classical Linear Regression Model | Reading relevant parts in the source books according to weekly program | Öğretim Yöntemleri: Anlatım |
| 7 | Deviations from Classical Linear Regression Model | Reading relevant parts in the source books according to weekly program | Öğretim Yöntemleri: Anlatım |
| 8 | Mid-Term Exam | Öğretim Yöntemleri: Anlatım |
|
| 9 | Some other topics related to Linear Regression | Reading relevant parts in the source books according to weekly program | Öğretim Yöntemleri: Anlatım |
| 10 | Repetition of Multivariate Linear Regression Model and Linear Hypothesis Testing | Reading relevant parts in the source books according to weekly program | Öğretim Yöntemleri: Anlatım |
| 11 | Deviations from Multivariate linear regression model | Reading relevant parts in the source books according to weekly program | Öğretim Yöntemleri: Anlatım |
| 12 | Structural Change and Dummy Variables | Reading relevant parts in the source books according to weekly program | Öğretim Yöntemleri: Anlatım |
| 13 | Repetition of some other topics related to the linear regression model | Reading relevant parts in the source books according to weekly program | Öğretim Yöntemleri: Anlatım |
| 14 | Multiple Equation Econometric Models | Reading relevant parts in the source books according to weekly program | Öğretim Yöntemleri: Anlatım |
| 15 | Multiple Equation Econometric Models, Introduction to modern time series analysis | Reading relevant parts in the source books according to weekly program | 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 | 3 | 42 |
| Out of Class Study (Preliminary Work, Practice) | 14 | 5 | 70 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 0 | 0 | 0 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 15 | 15 |
| Final Exam | 1 | 30 | 30 |
| Total Workload (Hour) | 157 | ||
| Total Workload / 25 (h) | 6,28 | ||
| ECTS | 6 ECTS | ||