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Information
| Code | ISB471 |
| Name | Econometric Models |
| Term | 2023-2024 Academic Year |
| Semester | 7. Semester |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 4 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Lisans Dersi |
| Type | Normal |
| Label | C Compulsory |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Prof. Dr. MAHMUDE REVAN ÖZKALE |
| Course Instructor |
Prof. Dr. SADULLAH SAKALLIOĞLU
(A Group)
(Ins. in Charge)
|
Course Goal / Objective
Use of mathematical techniques that are required for matrix operations and use matrix operations to solve problems that may arise in various fields such as statistics
Course Content
Matrix operations, find the determinant and rank of a matrix, partitioned matrices, find the generalized inverse, solution to linear systems, linear, bilinear and quadratic forms and their derivatives, positive definiteness, positice semidefiniteness and nonnegative definiteness of a matrix
Course Precondition
none
Resources
1. Schott, J. R. (2005), Matrix Analysis for Statistics. John Wiley and Sons 2. Harville, D. A. (1997), Matrix Algebra from a Statisticians Perspective. Springer Verlag
Notes
Graybill, F.A. (1983), Matrices with Applications in Statistics. Wadsworth Publishing, Belmont
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Do matrix operations |
| LO02 | Understand the properties of the determinant |
| LO03 | Find the inverse of a matrix |
| LO04 | Do operations with partitioned matrices |
| LO05 | Find the generalized inverse of matrices |
| LO06 | Solve linear systems |
| LO07 | Find the least squares solution of linear systems |
| LO08 | Define linear, bilinear and quadratic forms |
| LO09 | Define positive definite, positive semidefinite and nonnegative definite matrices |
| LO10 | Derive the linear and quadratic forms |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Explain the essence fundamentals and concepts in the field of Probability, Statistics and Mathematics | 3 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Emphasize the importance of Statistics in life | 2 |
| PLO03 | Bilgi - Kuramsal, Olgusal | Define basic principles and concepts in the field of Law and Economics | |
| PLO04 | Bilgi - Kuramsal, Olgusal | Produce numeric and statistical solutions in order to overcome the problems | 4 |
| PLO05 | Bilgi - Kuramsal, Olgusal | Use proper methods and techniques to gather and/or to arrange the data | 1 |
| PLO06 | Bilgi - Kuramsal, Olgusal | Utilize computer systems and softwares | |
| PLO07 | Bilgi - Kuramsal, Olgusal | Construct the model, solve and interpret the results by using mathematical and statistical tehniques for the problems that include random events | 2 |
| PLO08 | Bilgi - Kuramsal, Olgusal | Apply the statistical analyze methods | 2 |
| PLO09 | Bilgi - Kuramsal, Olgusal | Make statistical inference(estimation, hypothesis tests etc.) | |
| PLO10 | Bilgi - Kuramsal, Olgusal | Generate solutions for the problems in other disciplines by using statistical techniques | 1 |
| PLO11 | Bilgi - Kuramsal, Olgusal | Discover the visual, database and web programming techniques and posses the ability of writing programme | |
| PLO12 | Bilgi - Kuramsal, Olgusal | Construct a model and analyze it by using statistical packages | |
| PLO13 | Beceriler - Bilişsel, Uygulamalı | Distinguish the difference between the statistical methods | 1 |
| PLO14 | Beceriler - Bilişsel, Uygulamalı | Be aware of the interaction between the disciplines related to statistics | 2 |
| PLO15 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Make oral and visual presentation for the results of statistical methods | 1 |
| PLO16 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Have capability on effective and productive work in a group and individually | 1 |
| PLO17 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Professional development in accordance with their interests and abilities, as well as the scientific, cultural, artistic and social fields, constantly improve themselves by identifying training needs | |
| PLO18 | Yetkinlikler - Öğrenme Yetkinliği | Develop scientific and ethical values in the fields of statistics-and scientific data collection | 1 |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Speical matrices and matrix operations | Source reading | |
| 2 | Linear independence and rank of matrix | Source reading | |
| 3 | Determinants and determinant properties | Source reading | |
| 4 | Finding the inverse of a matrix | Source reading | |
| 5 | Partitioned matrices | Source reading | |
| 6 | Elementary transformations, echelon form, equivalent matrices | Source reading | |
| 7 | Moore Penrose inverse and properties | Source reading | |
| 8 | Mid-Term Exam | Review the topics discussed in the lecture notes and sources | |
| 9 | Generalized inverse | Source reading | |
| 10 | Systems of linear equations | Source reading | |
| 11 | General solution Systems of linear equations | Source reading | |
| 12 | Least squares solution to systems of linear equations | Source reading | |
| 13 | Linear, bilinear and quadratic forms | Source reading | |
| 14 | Derivatives of linear and quadratic forms | Source reading | |
| 15 | Kronecker multiplication | Source reading | |
| 16 | Term Exams | Review the topics discussed in the lecture notes and sources | |
| 17 | Term Exams | Review the topics discussed in the lecture notes and sources |
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 | 3 | 42 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 0 | 0 | 0 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 7 | 7 |
| Final Exam | 1 | 18 | 18 |
| Total Workload (Hour) | 109 | ||
| Total Workload / 25 (h) | 4,36 | ||
| ECTS | 4 ECTS | ||