Course Information


Course Information
Course Title Code Semester L+U Hour Credits ECTS
ECONOMETRICS II IKT4006 8. Semester 3 + 0 3.0 8.0

Prerequisites None

Language of Instruction English
Course Level Bachelor's Degree
Course Type Compulsory
Mode of delivery
Course Coordinator
Instructors
Assistants
Goals This course introduces both theoretical and applied aspects of statistical inference. It covers the techniques used in estimation of econometric models and interpretation of these estimation results.
Course Content The objective of this course is to provide the basic knowledge of regression models that are used in analysing economic data.
Learning Outcomes 1) Have the necessary regression analysis information for the analysis of economic data
2) Read and understand project reports and articles using the concepts and methods taught in the course
3) Uses Eviews econometrics program in regression analysis

Weekly Topics (Content)
Week Topics Teaching and Learning Methods and Techniques Study Materials
1. Week Distributed lags Lecture
Brainstorming
Project Based Learning 		Homework
2. Week Specification errors, model selection Lecture
Brainstorming
Project Based Learning 		Homework
3. Week Multicollinearity Lecture
Brainstorming
Project Based Learning 		Homework
4. Week Effects of variable scale changes Lecture
Brainstorming
Project Based Learning 		Homework
5. Week Simultaneous equation systems Lecture
Brainstorming
Project Based Learning 		Homework
6. Week Simultaneous equation systems Lecture
Brainstorming
Project Based Learning 		Homework
7. Week Simultaneous equation systems Lecture
Brainstorming
Project Based Learning 		Homework
8. Week Distributed lags Lecture
Brainstorming
Project Based Learning 		Homework
9. Week VAR models Lecture
Brainstorming
Project Based Learning 		Homework
10. Week VAR models Lecture
Brainstorming
Project Based Learning 		Homework
11. Week VAR models Lecture
Brainstorming
Project Based Learning 		Homework
12. Week VAR models Lecture
Brainstorming
Project Based Learning 		Homework
13. Week Unit root tests Lecture
Brainstorming
Project Based Learning 		Homework
14. Week Cointegration tests Lecture
Brainstorming
Project Based Learning 		Homework

Sources Used in This Course
Recommended Sources
E. Uygur, Ekonometri: Yöntem ve Uygulama, İmaj Yayıncılık (2001) • J. M. Wooldridge, Introductory Econometrics, Thomson-Southwestern Yayını (20010) • J. M. Wooldridge, Ekonometriye Giriş, Çeviri (Ebru Çağlayan) Nobel Yayınevi (2012) • C. Heij, Boer, P., Franses, P.H., Kloek, T., ve Dijk H.K. Econometric Methods with Application in Business and Economics, Oxford Uni. Press. (2004) • W. Greene, Econometric Analysis, Prentice Hall. yayını (2000) • J. Johnston ve J. Dinardo, Econometric Methods, 4.ed., McGraw Hill yayını (1997) • Walter Enders, Applied Econometric Time Series, Wiley • D.N. Gujarati, Basic Econometrics, McGraw Hill yayını (2004)

ECTS credits and course workload
Event Quantity Duration (Hour) Total Workload (Hour)
Course Duration (Total weeks*Hours per week) 14 4
Work Hour outside Classroom (Preparation, strengthening) 14 8
Homework 14 3
Midterm Exam 1 1
Time to prepare for Midterm Exam 1 20
Final Exam 1 1
Time to prepare for Final Exam 1 20
Total Workload
Total Workload / 30 (s)
ECTS Credit of the Course
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Course Information
  • Course Information
  • Weekly Topics (Content)
  • Sources Used in This Course
  • ECTS credits and course workload