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| Course Description |
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| Course Name |
: |
Econometrics II |
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| Course Code |
: |
EM 402 |
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| Course Type |
: |
Compulsory |
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| Level of Course |
: |
First Cycle |
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| Year of Study |
: |
4 |
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| Course Semester |
: |
Spring (16 Weeks) |
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| ECTS |
: |
5 |
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| Name of Lecturer(s) |
: |
Prof.Dr. HASAN ALTAN ÇABUK
Asst.Prof.Dr. CEVAT BİLGİN
Asst.Prof.Dr. KENAN LOPÇU
Prof.Dr. SEDA ŞENGÜL
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|
| Learning Outcomes of the Course |
: |
Improve to an advanced level in basic econometrics
Do time series analyses
analyse macroeconomic issues
analyse micro economic issues
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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 aims to teach Econometrics, Economics and Finance Sections with the support of students´ knowledge of basic mathematics and statistics. 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 |
: |
The review of multivariate linear regression model and the linear hypothesis testing, deviations from the classical linear regression model, the structural changes and dummy variables, other topics related to linear regression, multiple-equation econometric models, introduction to modern time series analysis |
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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 |
Review of Multiple Linear Regression Model and Linear Hypothesis Testing |
Students will be prepared by studying relevant subjects from source books according to weekly program |
lecture, 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 |
lecture, 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 |
lecture, problem solving |
|
4 |
Deviations from the classical linear regression model: heterocedasticity |
Students will be prepared by studying relevant subjects from source books according to weekly program |
lecture, problem solving |
|
5 |
Deviations from the classical linear regression model: Review |
Students will be prepared by studying relevant subjects from source books according to weekly program |
lecture, problem solving |
|
6 |
Structural change and chow test |
Students will be prepared by studying relevant subjects from source books according to weekly program |
lecture, problem solving |
|
7 |
problem solving |
Students will be prepared by studying relevant subjects from source books according to weekly program |
problem solving |
|
8 |
Mid-term |
prepare to exam |
written exam |
|
9 |
Structural change and dummy variables |
Students will be prepared by studying relevant subjects from source books according to weekly program |
lecture, problem solving |
|
10 |
Multi-Equation Econometric Models: Structural Model and Reduced-Form |
Students will be prepared by studying relevant subjects from source books according to weekly program |
lecture, problem solving |
|
11 |
Multiple Equation Econometric Models: Research on identifiability of structural model |
Students will be prepared by studying relevant subjects from source books according to weekly program |
lecture, problem solving |
|
12 |
Multiple Equation Econometric Models: Research on identifiability of reduced-form |
Students will be prepared by studying relevant subjects from source books according to weekly program |
lecture, 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 |
lecture, problem solving |
|
14 |
problem solving |
Students will be prepared by studying relevant subjects from source books according to weekly program |
problem solving |
|
15 |
Review |
Students will be prepared by studying relevant subjects from source books according to weekly program |
problem solving |
|
16/17 |
Final examination |
prepare to exam |
written exam |
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|
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Required Course Resources |
| Resource Type | Resource Name |
| Recommended Course Material(s) |
 Domar N. Gujarati (Çevirenler Ümit Şenesen ve Gülay Günlük Şenesen), Temel Ekonometri, Literatür Yayıncılık, 1. Baskı, İstanbul, 1999
Tümay ERTEK, Ekonometriye Giriş, Beta yayınları, 2.Baskı, İstanbul, 1996
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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 |
Explain the importance of demand and supply in economy science and the well-running conditions of the market economy |
3 |
|
2 |
Define the role of pricing within the event advantage of the market economy. |
4 |
|
3 |
Define the role of the state in economy, money and financial policies, the central bank and the structure of the market. |
5 |
|
4 |
Perceive the costs and benefits arising from the global economy |
5 |
|
5 |
Produce numerical and policy options when confronted with problems. |
5 |
|
6 |
Use quantitative and qualitative techniques of model building, decoding and interpretation. |
3 |
|
7 |
Use the theory of economics in the analysis of economic events. |
5 |
|
8 |
Use computer programs, do synthesis and present prepared data efficiently. |
2 |
|
9 |
Apply the methods of economic analysis. |
2 |
|
10 |
Analyze at conceptual level and acquires ability in comparing, interpreting, evaluating and synthesizing in order to develop solutions to problems |
5 |
|
11 |
Take responsibility individually and / or in a team, take leadership and work effectively. |
4 |
|
12 |
Follow innovative developments in the field being aware of the necessity of lifelong learning and improving him-/herself.. |
4 |
|
13 |
Use of different sources about an unfamiliar field within academic principles, synthesize gained data and presents effectively. |
5 |
|
14 |
Use Turkish and at least one foreign language in accordance with the requirements of academic and work life. |
4 |
|
15 |
Understand and interpret related people´s feelings, thoughts, and behaviours correctly; expresse him-/herself accurately in written and oral language. |
5 |
|
16 |
Question traditional attitudes, applications and methods, develop and apply new methods when needed. |
5 |
|
17 |
Recognize and apply social, scientific and professional ethical values. |
5 |
| * 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) |
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 |
1 |
1 |
|
Final Exam |
1 |
1 |
1 |
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Total Workload: | 114 |
| Total Workload / 25 (h): | 4.56 |
| ECTS Credit: | 5 |
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