1. SECOND CYCLE - MASTER'S DEGREE
  2. THE GRADUATE SCHOOL OF SOCIAL SCIENCES
  3. ECONOMETRICS DEPARTMENT
  4. 2405 ECONOMETRICS
Course Information Course Learning Outcomes Course's Contribution To Program ECTS Workload Course Details
Print

COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
EKOM 514NONLINEAR TIME SERIES3 + 02nd Semester7,5

COURSE DESCRIPTION
Course Level Master's Degree
Course Type Elective
Course Objective Dynamic interaction between the units of a non-linear process which is economic to examine.
Course Content ARCH, THRESHOLD MODELS, Crossfade regression models, Markov-Pass Autoregressive Models, Markov Geçiliş Vector Autoregressive Models, Non-Linear and Non-Linear Unit Root Tests Cointegration
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1To be able to modeling the nonlinear dynamic relationships between the variables

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06PO 07PO 08PO 09PO 10PO 11PO 12
LO 001            
Sub Total            
Contribution000000000000

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)14570
Hours for off-the-classroom study (Pre-study, practice)14570
Assignments11010
Mid-terms12020
Final examination12525
Total Work Load

ECTS Credit of the Course





195

7,5
COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2023-2024 Spring1AYGÜL ANAVATAN


Print

Course Details
Course Code Course Title L+P Hour Course Code Language Of Instruction Course Semester
EKOM 514 NONLINEAR TIME SERIES 3 + 0 1 Turkish 2023-2024 Spring
Course Coordinator  E-Mail  Phone Number  Course Location Attendance
Assoc. Prof. Dr. AYGÜL ANAVATAN aanavatan@pau.edu.tr İİBF C0203 %
Goals Dynamic interaction between the units of a non-linear process which is economic to examine.
Content ARCH, THRESHOLD MODELS, Crossfade regression models, Markov-Pass Autoregressive Models, Markov Geçiliş Vector Autoregressive Models, Non-Linear and Non-Linear Unit Root Tests Cointegration
Topics
Materials
Materials are not specified.
Resources
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