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| Course Description |
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| Course Name |
: |
Econometrics |
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| Course Code |
: |
EMT 701 |
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| Course Type |
: |
Optional |
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| Level of Course |
: |
Second Cycle |
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| Year of Study |
: |
1 |
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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. MURAT DOĞANLAR
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| Learning Outcomes of the Course |
: |
Formulates economics mathematically.
Solves econometric models.
Uses the econometric methodology with a comparison of the observations of economic theory and using the results.
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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 |
: |
The aim of the course is to give information about basic econometrics to students which will help them both in their academic career and professional life. |
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| Course Contents |
: |
This course covers Linear Regression Models, Assumptions in Linear Regression Models and Diagnostic Tests, Models with two-variables, Models with multi-variables, Time-Series Modelling, Unit-Root and Definitons, Unit Root Tests, Unit Root Tests with Structural Break, Modelling of Long-Term Correlations, Error Correction Models, Introduction to Econometric Application |
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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 |
|
1 |
Linear Regression Models |
Course book |
Lecture, Problem Solving Session |
|
2 |
Assumptions in Linear Regression Models and Diagnostic Tests |
Course book |
Lecture, Problem Solving Session |
|
3 |
Models with two-variables |
Course book |
Lecture, Problem Solving Session |
|
4 |
Models with multi-variables |
Course book |
Lecture, Problem Solving Session |
|
5 |
Time-Series Modelling |
Course book |
Lecture, Problem Solving Session |
|
6 |
Time-Series Modelling |
Course book |
Lecture, Problem Solving Session |
|
7 |
Unit-Root and Definitons |
Course book |
Lecture, Problem Solving Session |
|
8 |
Mid-term exam |
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|
|
9 |
Unit Root Tests |
Course book |
Lecture, Problem Solving Session |
|
10 |
Unit Root Tests with Structural Break |
Course book |
Lecture, Problem Solving Session |
|
11 |
Modelling of Long-Term Correlations |
Course book |
Lecture, Problem Solving Session |
|
12 |
Modelling of Long-Term Correlations |
Course book |
Lecture, Problem Solving Session |
|
13 |
Error Correction Models |
Course book |
Lecture, Problem Solving Session |
|
14 |
Error Correction Models, Introduction to Econometric Application |
Course book |
Lecture, Problem Solving Session |
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15 |
Econometric Application and General Review |
Course book |
Lecture, Problem Solving Session |
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16/17 |
Final exam |
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Required Course Resources |
| Resource Type | Resource Name |
| Recommended Course Material(s) |
 Introductory Econometrics for Finance, Chris Brooks, 2008
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| |
| Required Course Material(s) | |
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Assessment Methods and Assessment Criteria |
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Semester/Year Assessments |
Number |
Contribution Percentage |
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Mid-term Exams (Written, Oral, etc.) |
1 |
100 |
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Homeworks/Projects/Others |
0 |
0 |
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Total |
100 |
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Rate of Semester/Year Assessments to Success |
40 |
| |
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Final Assessments
|
100 |
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Rate of Final Assessments to Success
|
60 |
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Total |
100 |
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| Contribution of the Course to Key Learning Outcomes |
| # | Key Learning Outcome | Contribution* |
|
1 |
Specifies the role of the market economy, the price advantage of the event. |
2 |
|
2 |
Specifies the role of the price advantage in market economy |
2 |
|
3 |
Applies the methods of economic analysis. |
5 |
|
4 |
Takes responsibility individually and / or in a team,leads a team and works effectively |
1 |
|
5 |
Speaks Turkish, and at least one other foreign language in accordance with the requirements of academic and business life. |
1 |
|
6 |
Builds, decodes and interprets models by using quantitative and qualitative techniques |
5 |
|
7 |
Questions traditional approaches, implementations, and methods ;develops and practises alternative study programs when required |
3 |
|
8 |
Acquires the ability of analyzing in the conceptual level ,compares interprets, evaluates and synthesizes ideas in order to develop solutions to the problems. |
4 |
|
9 |
Explains the importance of demand and supply and the conditions of the market economy to work better |
4 |
|
10 |
Faces with challenges, produces a numerical and policy options. |
5 |
|
11 |
Uses the theory of economics in analyzing the economic events
|
5 |
|
12 |
With the awareness of the necessity of
life-long learning, follows the latest developments about his field and improves himself
|
1 |
| * Contribution levels are between 0 (not) and 5 (maximum). |
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| Student Workload - ECTS |
| Works | Number | Time (Hour) | Total Workload (Hour) |
| Course Related Works |
|
Class Time (Exam weeks are excluded) |
16 |
3 |
48 |
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Out of Class Study (Preliminary Work, Practice) |
16 |
6 |
96 |
| Assesment Related Works |
|
Homeworks, Projects, Others |
0 |
0 |
0 |
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Mid-term Exams (Written, Oral, etc.) |
1 |
1 |
1 |
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Final Exam |
1 |
2 |
2 |
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Total Workload: | 147 |
| Total Workload / 25 (h): | 5.88 |
| ECTS Credit: | 6 |
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