ECMS302 Selected Topics in Econometrics

7 ECTS - 3-0 Duration (T+A)- 6. Semester- 3 National Credit

Information

Code ECMS302
Name Selected Topics in Econometrics
Term 2024-2025 Academic Year
Semester 6. Semester
Duration (T+A) 3-0 (T-A) (17 Week)
ECTS 7 ECTS
National Credit 3 National Credit
Teaching Language İngilizce
Level Lisans Dersi
Type Normal
Mode of study Yüz Yüze Öğretim
Catalog Information Coordinator Prof. Dr. KENAN LOPCU
Course Instructor
1 2
Doç. Dr. ÇİLER SİGEZE GÜNEY (A Group) (Ins. in Charge)


Course Goal / Objective

The purpose of this course is to develop the research ability of students through intensive discussion of set readings

Course Content

Special topics may be offered from time to time which reflect the interests of faculty members. So the topics may vary but typically covers recent developments in econometrics research.

Course Precondition

No Prerequisites

Resources

Ross, S. M. (2022). Simulation. academic press. Anselin, L. (2001). Spatial econometrics. A companion to theoretical econometrics, 310330.

Notes

Related lecture notes


Course Learning Outcomes

Order Course Learning Outcomes
LO01 Develop the research ability of the special topics covered.
LO02 Be able to estimate and make the statistical inferences of the advanced methods learned.
LO03 Be able to apply the methods learned to analyze relevant economic problems.
LO04 Learns the necessary software for the estimation of the relevant models.


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 4
PLO03 Bilgi - Kuramsal, Olgusal Describes the necessary concepts of Business
PLO04 Beceriler - Bilişsel, Uygulamalı Equipped with the foundations of Economics, and develops Economic models 2
PLO05 Beceriler - Bilişsel, Uygulamalı Models problems with Mathematics, Statistics, and Econometrics 3
PLO06 Beceriler - Bilişsel, Uygulamalı Has the ability to analyze/interpret at the conceptual level to develop solutions to problems 3
PLO07 Beceriler - Bilişsel, Uygulamalı Collects/analyses data 4
PLO08 Bilgi - Kuramsal, Olgusal Interprets the results analyzed with the model 3
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 4
PLO13 Yetkinlikler - Öğrenme Yetkinliği Being aware of the necessity of lifelong learning, it follows the current developments in the field / constantly renews itself
PLO14 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses a package program of Econometrics, Statistics, and Operation Research 2
PLO15 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses Turkish and at least one other foreign language, academically and in the business context 3
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 4
PLO17 Yetkinlikler - Alana Özgü Yetkinlik Interprets data on current economic and social issues 2
PLO18 Yetkinlikler - Alana Özgü Yetkinlik Applies social, scientific and professional ethical values


Week Plan

Week Topic Preparation Methods
1 Bayesian econometrics 1 Readings and problem set Öğretim Yöntemleri:
Anlatım
2 Bayesian econometrics 2 Readings and problem set Öğretim Yöntemleri:
Anlatım, Problem Çözme
3 Simulation techniques 1 Readings and problem set Öğretim Yöntemleri:
Anlatım
4 Simulation techniques 2 Readings and problem set Öğretim Yöntemleri:
Anlatım, Problem Çözme
5 Latent variable models 1 Readings and problem set Öğretim Yöntemleri:
Anlatım
6 Latent variable models 2 Readings and problem set Öğretim Yöntemleri:
Anlatım, Problem Çözme
7 Non-Gaussian time series models 1 Readings and problem set Öğretim Yöntemleri:
Anlatım, Problem Çözme
8 Midterm Ölçme Yöntemleri:
Yazılı Sınav
9 Non-Gaussian time series models 2 Readings and problem set Öğretim Yöntemleri:
Anlatım, Problem Çözme
10 Distribution theory 1 Readings and problem set Öğretim Yöntemleri:
Anlatım
11 Distribution theory 2 Readings and problem set Öğretim Yöntemleri:
Anlatım, Problem Çözme
12 Non-parametric inference 1 Readings and problem set Öğretim Yöntemleri:
Anlatım
13 Non-parametric inference 2 Readings and problem set Öğretim Yöntemleri:
Anlatım, Problem Çözme
14 Panel data models 1 Readings and problem set Öğretim Yöntemleri:
Anlatım
15 Panel data models 2 Readings and problem set Öğretim Yöntemleri:
Anlatım, Problem Çözme
16 General application problem set Öğretim Yöntemleri:
Alıştırma ve Uygulama
17 Final Exam Ölçme Yöntemleri:
Ödev


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 2 5 10
Mid-term Exams (Written, Oral, etc.) 1 18 18
Final Exam 1 30 30
Total Workload (Hour) 170
Total Workload / 25 (h) 6,80
ECTS 7 ECTS

Update Time: 08.05.2024 12:33