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COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
EKNM 405ECONOMETRIC MODELS3 + 05th Semester5

COURSE DESCRIPTION
Course Level Bachelor's Degree
Course Type Elective
Course Objective The aim of this study is to introduce different econometric models to students
Course Content Dynamic econometric models, Koyck and Almon models, Simultaneous equation models, identification problem, Exogeneity test, Recursive model, Overidentified models , instrumental variable method, two stage OLS, Three Stage OLS , SUR, Simulation
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1Estimate Dynamic models
2Estimate simultaneous equation models
3Making simulation
4Using model for policy purposes

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06PO 07PO 08PO 09PO 10PO 11PO 12
LO 001555555555555
LO 002555555555555
LO 003555555544444
LO 00455555555555 
Sub Total202020202020201919191914
Contribution555555555554

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)13452
Hours for off-the-classroom study (Pre-study, practice)13452
Mid-terms11313
Final examination11313
Total Work Load

ECTS Credit of the Course






130

5
COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2023-2024 Fall1ÇAĞIN KARUL
Details 2019-2020 Fall1AYGÜL ANAVATAN
Details 2018-2019 Fall1AYGÜL ANAVATAN


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Course Details
Course Code Course Title L+P Hour Course Code Language Of Instruction Course Semester
EKNM 405 ECONOMETRIC MODELS 3 + 0 1 Turkish 2023-2024 Fall
Course Coordinator  E-Mail  Phone Number  Course Location Attendance
Res. Assist. ÇAĞIN KARUL ckarul@pau.edu.tr İİBF C0302 %70
Goals The aim of this study is to introduce different econometric models to students
Content Dynamic econometric models, Koyck and Almon models, Simultaneous equation models, identification problem, Exogeneity test, Recursive model, Overidentified models , instrumental variable method, two stage OLS, Three Stage OLS , SUR, Simulation
Topics
WeeksTopics
1 Inroduction to Econometric Modeling
2 Econometric Modeling: Model Specification and Dianostic Testing
3 Dynamic Econometric Models-I
4 Dynamic Econometric Models-II
5 Autoregressive Distributed Lag Models-I
6 Autoregressive Distributed Lag Models-II
7 Identification Problem
8 Simultaneous Equation Models-I
9 Simultaneous Equation Models-II
10 Time Series Econometrics: Basic Concepts
11 Time Series Econometrics: Forecasting
12 Cointegration-I
13 Cointegration-I
14 Panel Data Econometrics: Basic Concepts
Materials
Materials are not specified.
Resources
ResourcesResources Language
Gujarati, D. ve Porter, D. "Temel Ekonometri",5.baskı,İngilizde'den ÇeviriTürkçe
Course Assessment
Assesment MethodsPercentage (%)Assesment Methods Title
Final Exam60Final Exam
Midterm Exam40Midterm Exam
L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes