PAÜ .:. Eğitim Öğretim Bilgi Sistemi

COURSE INFORMATION

Course Code	Course Title	L+P Hour	Semester	ECTS
IKT 531	ECONOMETRICS I	3 + 0	1st Semester	7,5

COURSE DESCRIPTION

Course Level	Master's Degree
Course Type	Elective
Course Objective	The aim of the course is to measure quantitatively the relations between economic variables , to estimate parameters of the underlying model, to test hypotheses and to make forecast.
Course Content	Simple regression model and OLS Estimate, Assumptions of Classical Linear Regression model, Interval estimate and hypothesis testing, Alternative Functional forms of regression models, Multivariate regression model and inference, Maximum likelihood method, structural stability tests , matrix approach to regression model
Prerequisites	No the prerequisite of lesson.
Corequisite	No the corequisite of lesson.
Mode of Delivery	Face to Face

COURSE LEARNING OUTCOMES

1	specification of an adequate regression model and making parameter estimate
2	Making statistical inference
3	Choosing the best model
4	Diagnostic checking of the model
5	Using the econometrics software

COURSE'S CONTRIBUTION TO PROGRAM

	PO 01	PO 02	PO 03	PO 04	PO 05	PO 06	PO 07	PO 08	PO 09	PO 10	PO 11	PO 12
LO 001	5	5	5	5	5	5	5	5	5	5	5	5
LO 002	5	5	5	5	5	5	5	5	5	5	5	5
LO 003	5	5	5	5	5	5	5	5	5	5	5	5
LO 004	5	5	5	5	5	5	5	5	5	5	5	5
LO 005	5	5	5	5	5	5	5	5	5	5	5	5
Sub Total	25	25	25	25	25	25	25	25	25	25	25	25
Contribution	5	5	5	5	5	5	5	5	5	5	5	5

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION

Activities	Quantity	Duration (Hour)	Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)	13	5	65
Hours for off-the-classroom study (Pre-study, practice)	13	5	65
Assignments	2	13	26
Mid-terms	1	13	13
Final examination	1	26	26
Total Work Load ECTS Credit of the Course			195 7,5

COURSE DETAILS

Select Year

Course Details

Course Code	Course Title	L+P Hour	Course Code	Language Of Instruction	Course Semester
IKT 531	ECONOMETRICS I	3 + 0	1	Turkish	2018-2019 Fall

Course Coordinator	E-Mail	Phone Number	Course Location	Attendance
Prof. Dr. MEHMET İVRENDİ	mivrendi@pau.edu.tr		İİBF A0201	%70

Goals		The aim of the course is to measure quantitatively the relations between economic variables , to estimate parameters of the underlying model, to test hypotheses and to make forecast.
Content		Simple regression model and OLS Estimate, Assumptions of Classical Linear Regression model, Interval estimate and hypothesis testing, Alternative Functional forms of regression models, Multivariate regression model and inference, Maximum likelihood method, structural stability tests , matrix approach to regression model

Topics

Weeks	Topics
1	Introduction to Econometrics
2	Working with economic and financial data in Stata
3	Organizing and handling economic data
4	Linear regression
5	Specifying the fonksional form
6	Regression with non i.i.d errors
7	Regression with non i.i.d errors
8	Regression with non-i.i.d errors
9	Regression with non-i.i.d errors
10	Midterm
11	Instrumental variables estimators
12	Instrumental variables estimators
13	Introduction to Time series
14	Unit Root Test

Materials

Materials are not specified.

Resources

Resources	Resources Language
-Christrpher F. Baum: An Introduction to Modern Econometrics Using Stata, Stata Press , 2006	English
-R. Carter Hill, William E. Griffiths, Guay C. Lim Principles of Econometrics, 4th Edition 2011	Türkçe
-James.H. Stock and Mark.M.Watson Introduction to Econometrics, Third edition, 2015	Türkçe

Course Assessment

Assesment Methods	Percentage (%)	Assesment Methods Title
Final Exam	50	Final Exam
Midterm Exam	50	Midterm Exam

L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes

Prospective Student