| Course Unit Code | Course Unit Title | Type of Course Unit | Year of Study | Semester | Number of ECTS Credits | | İKT402B | Econometrics-II | Compulsory | 4 | 8 | 5 |
|
| Level of Course Unit |
| First Cycle |
| Objectives of the Course |
| The aim of this course is to teach testing and correcting specification errors can appear when an econometrics model is established, to show how to analyze the relationships among economics variables using specific econometric models. |
| Name of Lecturer(s) |
| Doç. Dr. Ümit Yıldız |
| Learning Outcomes |
| 1 | apply statistical methods for solving economics problems | | 2 | determine and empirically solve the economics problems | | 3 | model, estimate and interpret the economics problems | | 4 | analyze by using statistics, mathematics and economics | | 5 | have findings for future |
|
| Mode of Delivery |
| Normal Education |
| Prerequisites and co-requisities |
| None |
| Recommended Optional Programme Components |
| None |
| Course Contents |
| Detection, effects and correction of heteroscedasticity, detection, effects and correction of autocorrelation, distributed lag models, simultaneous-equation models, stationary tests, co-integration tests, causality tests and error correction model. |
| Weekly Detailed Course Contents |
|
| 1 | Tests for Heteroscedasticity
| | | | 2 | Weighted Ordinary Least Square
| | | | 3 | Autocorrelation
| | | | 4 | Cochrane-Orcutt Methods
| | | | 5 | Koyck Model
| | | | 6 | Almon Model
| | | | 7 | Recursive Equation Systems and Seemingly Unrelated Regressions
| | | | 8 | Mid-term exam
| | | | 9 | Indirect OLS
| | | | 10 | 2SLS and 3SLS
| | | | 11 | Unit-Root Tests
| | | | 12 | Co-Integration Tests
| | | | 13 | Causation Tests
| | | | 14 | Vector Autoregressions
| | | | 15 | Box-Jenks Models
| | |
|
| Recommended or Required Reading |
| Köseoğlu, M. , Yamak, R. , 2004; Uygulamalı İstatistik ve Ekonometri, Aksakal Kitabevi, Trabzon
Gujarati, D. , 1999; Temel Ekonometri (Çev. : Şenesen, Ü. , Şenesen, Gülay G. ) , İstanbul |
| Planned Learning Activities and Teaching Methods |
|
| Assessment Methods and Criteria | |
| Midterm Examination | 1 | 100 | | SUM | 100 | |
| Final Examination | 1 | 100 | | SUM | 100 | | Term (or Year) Learning Activities | 40 | | End Of Term (or Year) Learning Activities | 60 | | SUM | 100 |
| | Language of Instruction | | Turkish | | Work Placement(s) | | None |
|
| Workload Calculation |
|
| Midterm Examination | 1 | 1 | 1 |
| Final Examination | 1 | 2 | 2 |
| Attending Lectures | 14 | 4 | 56 |
| Self Study | 14 | 3 | 42 |
| Individual Study for Mid term Examination | 1 | 20 | 20 |
| Individual Study for Final Examination | 1 | 25 | 25 |
|
| Contribution of Learning Outcomes to Programme Outcomes |
| LO1 | 4 | 4 | 4 | 4 | 3 | 3 | 1 | | LO2 | 4 | 4 | 4 | 4 | 3 | 3 | 1 | | LO3 | 4 | 4 | 4 | 4 | 3 | 3 | 1 | | LO4 | 4 | 4 | 4 | 4 | 3 | 3 | 1 | | LO5 | 4 | 4 | 4 | 4 | 3 | 3 | 1 |
|
| * Contribution Level : 1 Very low 2 Low 3 Medium 4 High 5 Very High |
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