IEM768 Applied Econometric Models

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

Information

Code IEM768
Name Applied Econometric Models
Term 2024-2025 Academic Year
Semester . Semester
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 Doç. Dr. ÇİLER SİGEZE GÜNEY


Course Goal / Objective

The aim of this course is to introduce students to different econometric models, to make them analyse these models using statistical software programs such as STATA, R and to interpret the results obtained.

Course Content

Linear regression models, linear probability models, Probit and Logit models, multinomial models, ordered regression models, quantile regression, linear instrumental variable regression models

Course Precondition

None

Resources

Uygulamalarla Miikroekonometri, Editörler: Prof. Dr. Şenay ÜÇDOĞRUK BİRECİKLİ, Prof. Dr. Seda ŞENGÜL

Notes

Applied Econometrics using STATA, Ricardo Perez-Truglia, Harvard University.


Course Learning Outcomes

Order Course Learning Outcomes
LO01 Recognise different econometric models.
LO02 Recognise limited dependent variable models.
LO03 Applies limited dependent variable models in STATA and R programmes.
LO04 Recognise linear instrumental variable models.
LO05 Applies linear instrumental variable models in STATA and R programmes.


Relation with Program Learning Outcome

Order Type Program Learning Outcomes Level
PLO01 Bilgi - Kuramsal, Olgusal Explains contemporary concepts about Econometrics, Statistics, and Operation Research 3
PLO02 Bilgi - Kuramsal, Olgusal Explains relationships between acquired knowledge about Econometrics, Statistics, and Operation Research 3
PLO03 Bilgi - Kuramsal, Olgusal Explains how to apply acquired knowledge in the field to Economics, Business, and other social sciences 2
PLO04 Beceriler - Bilişsel, Uygulamalı Performs conceptual analysis to develop solutions to problems
PLO05 Beceriler - Bilişsel, Uygulamalı Models problems with Mathematics, Statistics, and Econometrics 3
PLO06 Beceriler - Bilişsel, Uygulamalı Interprets the results obtained from the most appropriate method to predict the model 3
PLO07 Beceriler - Bilişsel, Uygulamalı Synthesizes the information obtained by using different sources within the framework of academic rules in a field that does not research 3
PLO08 Beceriler - Bilişsel, Uygulamalı Uses acquired knowledge in the field to determine the vision, aim, and goals for an organization/institution 2
PLO09 Beceriler - Bilişsel, Uygulamalı Searches for new approaches and methods to solve problems being faced
PLO10 Beceriler - Bilişsel, Uygulamalı Presents analysis results conveniently 4
PLO11 Beceriler - Bilişsel, Uygulamalı Collects/analyzes data in a purposeful way 4
PLO12 Yetkinlikler - İletişim ve Sosyal Yetkinlik Converts its findings into a master's thesis or a professional report in Turkish or a foreign language 3
PLO13 Beceriler - Bilişsel, Uygulamalı Develops solutions for organizations using Econometrics, Statistics, and Operation Research 4
PLO14 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Performs an individual work to solve a problem with Econometrics, Statistics, and Operation Research 3
PLO15 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Leads by taking responsibility individually and/or within the team
PLO16 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
PLO17 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses a package program of Econometrics, Statistics, and Operation Research or writes a new code 4
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 4


Week Plan

Week Topic Preparation Methods
1 An introduction to STATA and R sofwares Students will be prepared by studying relevant subjects from source books according to the weekly program Öğretim Yöntemleri:
Soru-Cevap, Anlatım, Alıştırma ve Uygulama, Gösterip Yaptırma
2 Linear regression model and Least Squares estimator, STATA and R software applications Students will be prepared by studying relevant subjects from source books according to the weekly program Öğretim Yöntemleri:
Soru-Cevap, Alıştırma ve Uygulama, Anlatım, Gösterip Yaptırma
3 Linear Probability Model and STATA and R software applications Students will be prepared by studying relevant subjects from source books according to the weekly program Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Alıştırma ve Uygulama, Gösterip Yaptırma
4 Probit Model and Logit Model Students will be prepared by studying relevant subjects from source books according to the weekly program Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Alıştırma ve Uygulama
5 STATA and R applications of Probit and Logit models Students will be prepared by studying relevant subjects from source books according to the weekly program Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Alıştırma ve Uygulama, Gösterip Yaptırma
6 Ordered Probit Model, Ordered Logit Model Students will be prepared by studying relevant subjects from source books according to the weekly program Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Alıştırma ve Uygulama
7 STATA ve R applications of Ordered Probit Model and Ordered Logit Model Students will be prepared by studying relevant subjects from source books according to the weekly program Öğretim Yöntemleri:
Soru-Cevap, Anlatım, Alıştırma ve Uygulama, Gösterip Yaptırma
8 Mid-Term Exam Ölçme Yöntemleri:
Yazılı Sınav, Ödev
9 Multinomial Probit Model and Multinomial Logit Model Students will be prepared by studying relevant subjects from source books according to the weekly program Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Alıştırma ve Uygulama
10 STATA ve R applications of Multinomial Probit Model and Multinomial Logit Model Students will be prepared by studying relevant subjects from source books according to the weekly program Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Gösterip Yaptırma, Alıştırma ve Uygulama
11 Quantile Regression Students will be prepared by studying relevant subjects from source books according to the weekly program Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Alıştırma ve Uygulama
12 STATA and R applications of Quantil Regression Students will be prepared by studying relevant subjects from source books according to the weekly program Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Alıştırma ve Uygulama, Gösterip Yaptırma
13 Linear instrumental variable models -IV, STATA and R applications Students will be prepared by studying relevant subjects from source books according to the weekly program Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Alıştırma ve Uygulama, Gösterip Yaptırma
14 Linear instrumental variable models -2SLS, STATA and R applications Students will be prepared by studying relevant subjects from source books according to the weekly program Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Alıştırma ve Uygulama, Gösterip Yaptırma
15 Linear instrumental variable models -GMM, STATA and R applications Students will be prepared by studying relevant subjects from source books according to the weekly program Öğretim Yöntemleri:
Soru-Cevap, Anlatım, Alıştırma ve Uygulama, Gösterip Yaptırma
16 Term Exams Ölçme Yöntemleri:
Yazılı Sınav, Ödev
17 Term Exams Ölçme Yöntemleri:
Yazılı Sınav, 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 3 42
Assesment Related Works
Homeworks, Projects, Others 2 20 40
Mid-term Exams (Written, Oral, etc.) 1 15 15
Final Exam 1 15 15
Total Workload (Hour) 154
Total Workload / 25 (h) 6,16
ECTS 6 ECTS

Update Time: 11.05.2024 01:11