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COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
IKT 528ECONOMETRICS II3 + 02nd Semester7,5

COURSE DESCRIPTION
Course Level Master's Degree
Course Type Elective
Course Objective The main aim of the course is to acquire a deep knowledge in econometrics
Course Content Multicollinearity, Heteroscedasticity, Autocorreelation, Econometic modeling, Dummy variables, Discrete choice model, Dynamic econometric model and autoregressive models Simultaneous equations, basics of time series econometrics
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1specification of an adequate regression model and making parameter estimate
2Making statistical inference
3Choosing the best model
4Diagnostic checking of the model
5Using the econometrics software
6Making prediction and forecast
7Using the model for control and policy purposes
8Evaluating the data

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06PO 07PO 08PO 09PO 10PO 11PO 12
LO 001555555555445
LO 002444545454545
LO 003545454545454
LO 004545454545454
LO 005555545454545
LO 006555545454545
LO 007555555555555
LO 008545454545454
Sub Total393639373737373737363637
Contribution555555555555

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)13565
Hours for off-the-classroom study (Pre-study, practice)13339
Assignments21326
Final examination13939
Midterm12626
Total Work Load

ECTS Credit of the Course






195

7,5
COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2021-2022 Spring1MEHMET İVRENDİ
Details 2019-2020 Spring1MEHMET İVRENDİ
Details 2018-2019 Spring1MEHMET İVRENDİ
Details 2016-2017 Spring1MEHMET İVRENDİ
Details 2012-2013 Spring1CELAL NACİ KÜÇÜKER
Details 2011-2012 Spring1MUSTAFA SERDAR İSPİR
Details 2010-2011 Spring1MUSTAFA SERDAR İSPİR
Details 2009-2010 Spring1BÜLENT GÜLOĞLU


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Course Details
Course Code Course Title L+P Hour Course Code Language Of Instruction Course Semester
IKT 528 ECONOMETRICS II 3 + 0 1 Turkish 2021-2022 Spring
Course Coordinator  E-Mail  Phone Number  Course Location Attendance
Prof. Dr. MEHMET İVRENDİ mivrendi@pau.edu.tr İİBF A0201 %70
Goals The main aim of the course is to acquire a deep knowledge in econometrics
Content Multicollinearity, Heteroscedasticity, Autocorreelation, Econometic modeling, Dummy variables, Discrete choice model, Dynamic econometric model and autoregressive models Simultaneous equations, basics of time series econometrics
Topics
WeeksTopics
1 Dummy variable regression models i) ANOVA models, ii) ANCOVA models, iii) The interpretation of dummy variables
2 Multicollinearity i) estimation in the presence of perfect muticollinearity, ii) estimation in the presence of high but imperfect muticollinearity iii) consequences of using OLS in the presence of multicollinearity, iv) detection of multicollinearity, v) remedial measures
3 Heteroscedasticity i) OLS estimation in the presence of heteroscedasticity, ii) consequences of using OLS in the presence of heteroscedasticity, iii) detection of heteroscedasticity, iv) remedial measures
4 Autocorrelation i) OLS estimation in the presence of autocorrelations, ii) consequences of using OLS in the presence of autocorrelations, iii) detections of autocorrelations, iv) remedial measures
5 Autocorrelation i) OLS estimation in the presence of autocorrelations, ii) consequences of using OLS in the presence of autocorrelations, iii) detections of autocorrelations, iv) remedial measures
6 detection and solving econometric problems with Stata
7 detection and solving econometric problems with Stata
8 Mid-term Exam
9 Econometric modelling i) model selection criteria, ii) types of model specification errors, iii) consequences of model specification errors, iv) test of specification errors, v) errors of measurement
10 Qualitative Response Regression Models i) Tobit model ii)logit model iii)probit model
11 Panel data regression models i) why panel data, ii) fixed effects model, iii) random effects models
12 Panel data regression models i) why panel data, ii) fixed effects model, iii) random effects models
13 sample exercise practice
14 sample exercise practice
Materials
Materials are not specified.
Resources
ResourcesResources Language
Gujarati, D.N., Porter D.C., "Temel Ekonometri", Beşinci Basımdan çeviri, Çev: Ümit Şenesen, Gülay Günlük Şenesen, Literatür YayınlarıTürkçe
Wooldridge, J.F., "Ekonometriye Giriş-Modern Yaklaşım", Dördüncü Basımdan çeviri, Çev. editörü: Ebru Çağlayan, Nobel YayıncılıkTürkçe
Das, Panchanan "Econometrics in Theory and Practice: Analysis of Cross Section, Time Series, and Panel Data with StataEnglish
Course Assessment
Assesment MethodsPercentage (%)Assesment Methods Title
Final Exam50Final Exam
Midterm Exam50Midterm Exam
L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes