Course Description |
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Course Name |
: |
Econometrics II |
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Course Code |
: |
EM 302 |
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Course Type |
: |
Compulsory |
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Level of Course |
: |
First Cycle |
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Year of Study |
: |
3 |
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Course Semester |
: |
Spring (16 Weeks) |
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ECTS |
: |
6 |
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Name of Lecturer(s) |
: |
Prof.Dr. HASAN ALTAN ÇABUK Prof.Dr. SEDA ŞENGÜL |
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Learning Outcomes of the Course |
: |
Increases his/her knowledge of econometrics
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Mode of Delivery |
: |
Face-to-Face |
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Prerequisites and Co-Prerequisites |
: |
None |
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Recommended Optional Programme Components |
: |
None |
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Aim(s) of Course |
: |
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. |
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Course Contents |
: |
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 |
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Language of Instruction |
: |
Turkish |
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Work Place |
: |
Classroom |
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Course Outline /Schedule (Weekly) Planned Learning Activities |
| Week | Subject | Student's Preliminary Work | Learning Activities and Teaching Methods |
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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 |
Direct expression, problem solving |
|
2 |
Deviations from the classical linear regression model: Multicollinearity |
Students will be prepared by studying relevant subjects from source books according to weekly program |
Direct expression, problem solving |
|
3 |
Deviations from the classical linear regression model: Autocorrelation |
Students will be prepared by studying relevant subjects from source books according to weekly program |
Direct expression, problem solving |
|
4 |
Deviations from the classical linear regression model: heteroscedasticity |
Students will be prepared by studying relevant subjects from source books according to weekly program |
Direct expression, problem solving |
|
5 |
Deviations from the classical linear regression model: Repetition |
Students will be prepared by studying relevant subjects from source books according to weekly program |
Direct expression, problem solving |
|
6 |
Structural Change and Chow Test |
Students will be prepared by studying relevant subjects from source books according to weekly program |
Direct expression, problem solving |
|
7 |
Problem Solving |
Students will be prepared by studying relevant subjects from source books according to weekly program |
problem solving |
|
8 |
Midterm Examination |
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|
|
9 |
Structural Change and Dummy Variables |
Students will be prepared by studying relevant subjects from source books according to weekly program |
Direct expression, problem solving |
|
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 |
Direct expression, problem solving |
|
11 |
Multiple Equation Econometric Models: Determination of Structural Model |
Students will be prepared by studying relevant subjects from source books according to weekly program |
Direct expression, problem solving |
|
12 |
Multiple Equation Econometric Models: determination of Reduced-Form |
Students will be prepared by studying relevant subjects from source books according to weekly program |
Direct expression, problem solving |
|
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 |
Direct expression, problem solving |
|
14 |
Preblem solving |
Students will be prepared by studying relevant subjects from source books according to weekly program |
problem solving |
|
15 |
Revision. |
Students will be prepared by studying relevant subjects from source books according to weekly program |
Direct expression, problem solving |
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16/17 |
Final Examination. |
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| Contribution of the Course to Key Learning Outcomes |
| # | Key Learning Outcome | Contribution* |
|
1 |
Models problems with Mathematics, Statistics, and Econometrics |
5 |
|
2 |
Explains Econometric concepts |
5 |
|
3 |
Estimates the model consistently and analyzes & interprets its results |
5 |
|
4 |
Acquires basic Mathematics, Statistics and Operation Research concepts |
5 |
|
5 |
Equipped with the foundations of Economics, and develops Economic models |
4 |
|
6 |
Describes the necessary concepts of Business |
1 |
|
7 |
Acquires the ability to analyze, benchmark, evaluate and interpret at conceptual levels to develop solutions to problems |
4 |
|
8 |
Collects, edits, and analyzes data |
5 |
|
9 |
Uses a package program of Econometrics, Statistics, and Operation Research |
3 |
|
10 |
Effectively works, take responsibility, and the leadership individually or as a member of a team |
3 |
|
11 |
Awareness towards life-long learning and follow-up of the new information and knowledge in the field of study |
4 |
|
12 |
Develops the ability of using different resources in the form of academic rules, synthesis the information gathered, and effective presentation in an area which has not been studied |
3 |
|
13 |
Uses Turkish and at least one other foreign language, academically and in the business context |
4 |
|
14 |
Good understanding, interpretation, efficient written and oral expression of the people involved |
4 |
|
15 |
Questions traditional approaches and their implementation while developing alternative study programs when required |
5 |
|
16 |
Recognizes and implements social, scientific, and professional ethic values |
5 |
|
17 |
Follows actuality, and interprets the data about economic and social events |
3 |
|
18 |
Improves himself/herself constantly by defining educational requirements considering interests and talents in scientific, cultural, art and social fields besides career development |
3 |
| * Contribution levels are between 0 (not) and 5 (maximum). |
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