PAÜ .:. Eğitim Öğretim Bilgi Sistemi

COURSE INFORMATION

Course Code	Course Title	L+P Hour	Semester	ECTS
EKOM 502	ECONOMETRICS II	3 + 0	2nd Semester	7,5

COURSE DESCRIPTION

Course Level	Master's Degree
Course Type	Compulsory
Course Objective	teaching the advanced econometrics topics
Course Content	Measurement errors, model selection, a single-equation model for Turkey's economy has been examining the work.
Prerequisites	No the prerequisite of lesson.
Corequisite	No the corequisite of lesson.
Mode of Delivery	Face to Face

COURSE LEARNING OUTCOMES

1	learn advanced econometric issues

COURSE'S CONTRIBUTION TO PROGRAM

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION

Activities	Quantity	Duration (Hour)	Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)	14	5	70
Hours for off-the-classroom study (Pre-study, practice)	14	5	70
Assignments	1	10	10
Mid-terms	1	20	20
Final examination	1	25	25
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
EKOM 502	ECONOMETRICS II	3 + 0	1	Turkish	2023-2024 Spring

Course Coordinator	E-Mail	Phone Number	Course Location	Attendance
Assoc. Prof. Dr. SİNEM GÜLER KANGALLI UYAR	skangalli@pau.edu.tr		İİBF C0207	%

Goals		teaching the advanced econometrics topics
Content		Measurement errors, model selection, a single-equation model for Turkey's economy has been examining the work.

Topics

Weeks	Topics
1	Heteroscedasticity
2	Serial correlation
3	Introduction to time series analysis
4	Unit root analysis
5	Co-integration
6	Vector error correction model
7	Midterm exam
8	Causality analysis
9	VAR analysis
10	Endogeneity problem
11	GMM estimator
12	Introduction to panel data analysis
13	Fixed and random effects models
14	Non-stationary panel data analysis

Materials

Materials are not specified.

Resources

Resources	Resources Language
Baltagi, Panel Data Econometrics, 5th edition, 2008.	English
Johnston and Dinardo, Econometric Methods, 4th edition, 1997.	English
Baltagi, Panel Data Econometrics, 5th edition, 2008.	English
Johnston and Dinardo, Econometric Methods, 4th edition, 1997.	English

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