TÜRKÇE
ENGLISH
Information
| Code | EKMZ302 |
| Name | Econometrics II |
| Term | 2023-2024 Academic Year |
| Semester | 6. Semester |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 5 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Lisans Dersi |
| Type | Normal |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Prof. Dr. HASAN ALTAN ÇABUK |
| Course Instructor |
Prof. Dr. SEDA ŞENGÜL
(A Group)
(Ins. in Charge)
Dr. Öğr. Üyesi Sibel ÖRK ÖZEL (B Group) (Ins. in Charge) |
Course Goal / Objective
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
Course Content
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
Course Precondition
There are no prerequisites for the course
Resources
Domar N. Gujarati (Çevirenler Ümit Şenesen ve Gülay Günlük Şenesen), Temel Ekonometri, Literatür Yayıncılık, 1. Baskı, İstanbul, 1999
Notes
Lecture note
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Understands econometrics. |
| LO02 | Establishes econometrics model. |
| LO03 | Increases his/her knowledge of econometrics. |
| LO04 | Learns advanced econometric subjects. |
| LO05 | Interprets by econometric the economics problems. |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Explain the basic concepts and theorems in the fields of Econometrics, Statistics and Operations research | 3 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Acquires basic Mathematics, Statistics and Operation Research concepts | 2 |
| PLO03 | Bilgi - Kuramsal, Olgusal | Describes the necessary concepts of Business | |
| PLO04 | Beceriler - Bilişsel, Uygulamalı | Equipped with the foundations of Economics, and develops Economic models | 4 |
| PLO05 | Beceriler - Bilişsel, Uygulamalı | Models problems with Mathematics, Statistics, and Econometrics | 4 |
| PLO06 | Beceriler - Bilişsel, Uygulamalı | Has the ability to analyze/interpret at the conceptual level to develop solutions to problems | 5 |
| PLO07 | Beceriler - Bilişsel, Uygulamalı | Collects/analyses data | 5 |
| PLO08 | Beceriler - Bilişsel, Uygulamalı | Interprets the results analyzed with the model | 5 |
| PLO09 | Beceriler - Bilişsel, Uygulamalı | Combines the information obtained from different sources within the framework of academic rules in a field which does not research | |
| PLO10 | Beceriler - Bilişsel, Uygulamalı | It develops traditional approaches, practices and methods into new working methods when it deems necessary | |
| PLO11 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Leads by taking responsibility individually and/or within the team | |
| PLO12 | Yetkinlikler - Öğrenme Yetkinliği | In addition to herself/himself professional development, constantly improves in scientific, cultural, artistic and social fields in line with interests and abilities | |
| PLO13 | Yetkinlikler - Öğrenme Yetkinliği | Being aware of the necessity of lifelong learning, it constantly renews itself by following the current developments in its field. | |
| PLO14 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Uses a package program of Econometrics, Statistics, and Operation Research | |
| PLO15 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Uses Turkish and at least one other foreign language, academically and in the business context | |
| PLO16 | 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 | |
| PLO17 | Yetkinlikler - Alana Özgü Yetkinlik | Interprets data on current economic and social issues | |
| PLO18 | Yetkinlikler - Alana Özgü Yetkinlik | Applies social, scientific and professional ethical values |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 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 | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 2 | Deviations from the classical linear regression model: Multicollinearity | Students will be prepared by studying relevant subjects from source books according to weekly program | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 3 | Deviations from the classical linear regression model: Autocorrelation | Students will be prepared by studying relevant subjects from source books according to weekly program | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 4 | Deviations from the classical linear regression model: Heterocedasticity | Students will be prepared by studying relevant subjects from source books according to weekly program | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 5 | Deviations from the classical linear regression model: General repetition | Students will be prepared by studying relevant subjects from source books according to weekly program | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 6 | Structural Change and Chow Test | Students will be prepared by studying relevant subjects from source books according to weekly program | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 7 | Problems solving | Students will be prepared by studying relevant subjects from source books according to weekly program | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 8 | Mid-Term Exam | Repeat subjects before exam | Öğretim Yöntemleri: Soru-Cevap |
| 9 | Structural Change and Dummy Variables | Students will be prepared by studying relevant subjects from source books according to weekly program | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 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 | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 11 | Multiple Equation Econometric Models: Determination of Structural Model | Students will be prepared by studying relevant subjects from source books according to weekly program | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 12 | Multiple Equation Econometric Models: Dtermination of Reduced-Form | Students will be prepared by studying relevant subjects from source books according to weekly program | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 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 | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 14 | Multiple Equation Econometric Models: Two stage OLS | Students will be prepared by studying relevant subjects from source books according to weekly program | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 15 | Making Problem solving | Students will be prepared by studying relevant subjects from source books according to weekly program | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 16 | Term Exams | Repeat subjects before exam | Öğretim Yöntemleri: Soru-Cevap |
| 17 | Term Exams | Repeat subjects before exam | Ölçme Yöntemleri: Yazılı Sınav |
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 | 12 | 12 |
| Final Exam | 1 | 18 | 18 |
| Total Workload (Hour) | 114 | ||
| Total Workload / 25 (h) | 4,56 | ||
| ECTS | 5 ECTS | ||