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Information
| Unit | INSTITUTE OF SOCIAL SCIENCES |
| ECONOMETRICS (MASTER) (WITH THESIS) | |
| Code | IEM705 |
| Name | Schools in Econometrics I |
| Term | 2018-2019 Academic Year |
| Term | 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 |
The current term course schedule has not been prepared yet.
|
Course Goal / Objective
To be able to expand econometric topics in theory and to make models realistic. To be able to make economic evaluations, to be able to interpret, to comment, to give basic skills and formulations to use econometric results, to improve judgment.
Course Content
In this course, the concepts of econometric theory and econometric model, data and measurement methods in econometric studies, estimation methods and properties of estimator are discussed.
Course Precondition
Resources
Notes
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | To be able to demonstrate the relationship between science and econometric methods. |
| LO02 | To be able to define the basic concepts of econometrics. |
| LO03 | To be able to explain econometric concepts. |
| LO04 | To classify the variables according to their properties |
| LO05 | Building a model |
| LO06 | To be able to reveal relationships |
| LO07 | To be able to comment |
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 | |
| 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 | |
| PLO07 | Beceriler - Bilişsel, Uygulamalı | Synthesizes the information obtained by using different sources within the framework of academic rules in a field of research | |
| PLO08 | Beceriler - Bilişsel, Uygulamalı | Uses acquired knowledge in the field to determine the vision, aim, and goals for an organization/institution | |
| PLO09 | Beceriler - Bilişsel, Uygulamalı | Searches for new approaches and methods to solve problems being faced | |
| PLO10 | Beceriler - Bilişsel, Uygulamalı | Presents analysis results conveniently | 3 |
| 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 | 4 |
| PLO14 | Beceriler - Bilişsel, Uygulamalı | Uses a package program/writes a new code for Econometrics, Statistics, and Operation Research | |
| PLO15 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Performs an individual work to solve a problem with Econometrics, Statistics, and Operation Research | 3 |
| PLO16 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Leads by taking responsibility individually and/or within the team | |
| PLO17 | 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 | |
| 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 | Further Aspects of Two-variable relationships | Econometric Methods, J. Johnston ve J. Dinardo, Fourth Editions. | |
| 2 | Lagged Dependent Variable as Regressor , Stationary and non stationary series | Course notes and lecture notes | |
| 3 | The k- variable linear Equarion, matrix formulation of the k-variable model | Course notes and lecture notes | |
| 4 | partial correlation coefficients, the geometry of least squares, inference in the k-Variable Equation | Course notes and lecture notes | |
| 5 | Some tests of the k-Variable Linear Equation for Specification Error | Course notes and lecture notes | |
| 6 | Tests of Structural Change , Dummy Variables | Course notes and lecture notes | |
| 7 | Maximum Likelihood (ML), Generalized Least Squares (GLS), and Instrumental Variables (IV) Estimators | Course notes and lecture notes | |
| 8 | Mid-Term Exam | ||
| 9 | Tests for Heteroscedasticity, Estimation Under Heterocedasticity | Course notes and lecture notes | |
| 10 | OLS and Autocorrelated Disturbances, Testing For Autocerrelated Disturbances | Course notes and lecture notes | |
| 11 | Univariate Time series Modeling, | Course notes and lecture notes | |
| 12 | Identification, Estimation and Testing of ARIMA models | Course notes and lecture notes | |
| 13 | Autoregressive Distributed Lag Relationships | Course notes and lecture notes | |
| 14 | Nonstationary Resressors | Course notes and lecture notes | |
| 15 | numerical problems solution | Course notes and lecture notes | |
| 16 | Term Exams | ||
| 17 | Term Exams |
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 | ||