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COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
IKT 528ECONOMETRICS II3 + 02nd Semester5

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 001545454545454
LO 002545454555555
LO 003545454555555
LO 004545455555555
LO 005545455555555
LO 006545454545454
LO 007545555555555
LO 008545454545454
Sub Total403240334035403740374037
Contribution545454555555

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)13339
Hours for off-the-classroom study (Pre-study, practice)13339
Mid-terms13339
Final examination11313
Total Work Load

ECTS Credit of the Course






130

5
COURSE DETAILS
 Select Year   


 Course TermNoInstructors
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 2009-2010 Spring
Course Coordinator  E-Mail  Phone Number  Course Location Attendance
Course location is not specified. %
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 CLASSICAL LINEAR REGRESSION MODEL
2 ORDINARY LEAST SQUARES
3 FINITE SAMPLA PROPERTIES OF OLS
4 HYPOTHESIS TESTING UNDER NORMALITY
5 GENERALIZED OLS
6 LARGE SAMPLE THEORY
7 MIDTERM EXAM
8 SINGLE EQUATON GMM
9 MULTIPLE EQUATION GMM
10 PANEL DATA
11 AUTOCORRELATION
12 EXTREMUM ESTIMATORS
13 MAXIMUM LIKELIHOOD
14 FIANL EXAM
Materials
Materials are not specified.
Resources
ResourcesResources Language
Econometrics F.HayashiTürkçe
Econometric Analysis W GreeneTürkçe
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