PAÜ .:. Eğitim Öğretim Bilgi Sistemi

COURSE INFORMATION

Course Code	Course Title	L+P Hour	Semester	ECTS
EKNM 301	ECONOMETRICS - I	3 + 0	5th Semester	5

COURSE DESCRIPTION

Course Level	Bachelor's Degree
Course Type	Compulsory
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
6	Making prediction and forecast
7	Using the model for control and policy purposes
8	Evaluating the data

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	4	4	4	4	4	4	4	4	4	4	4	4
LO 003	5	5	5	5	5	5	5	5	5	5	5	5
LO 004	4	4	4	4	5	5	5	5	5	5	5	5
LO 005	5	5	5	5	5	5	5	5	5	5	5	5
LO 006	4	4	4	4	5	5	5	5	5	5	5	5
LO 007	5	5	5	5	5	5		5	5	5	5
LO 008	4	4	4	4	5	5	5	5	5	5	5	5
Sub Total	36	36	36	36	39	39	34	39	39	39	39	34
Contribution	5	5	5	5	5	5	4	5	5	5	5	4

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	4	52
Hours for off-the-classroom study (Pre-study, practice)	13	4	52
Mid-terms	1	13	13
Final examination	1	13	13
Total Work Load ECTS Credit of the Course			130 5

COURSE DETAILS

Select Year

	Course Term	No	Instructors
Details	2019-2020 Fall	4	FİLİZ YEŞİLYURT
Details	2019-2020 Fall	5	MEHMET İVRENDİ

Course Details

Course Code	Course Title	L+P Hour	Course Code	Language Of Instruction	Course Semester
EKNM 301	ECONOMETRICS - I	3 + 0	4	Turkish	2019-2020 Fall

Course Coordinator	E-Mail	Phone Number	Course Location	Attendance
Prof. Dr. FİLİZ YEŞİLYURT	afiliz@pau.edu.tr		İİBF C0204	%60

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	Simple Regression Modeli
3	OLS estimator and assumptions
4	Properties of OLS estimator: Gauss-Markow Theorem
5	Maximum Likelihood Method
6	Hypothesis testing
7	Alternative functional forms of regression models
8	Midterm exam
9	Introduction to Multiple Regression Models
10	Estimation of Mutliple Regression Model
11	Statistical inference
12	Structural Stability Tests
13	Matrix approach to regression model-I
14	Matrix approach to regression model-II

Materials

Materials are not specified.

Resources

Resources	Resources Language
Gujarati, D. ve Porter, D. "Temel Ekonometri",5.baskı,İngilizde'den Çeviri	Türkçe

Course Assessment

Assesment Methods	Percentage (%)	Assesment Methods Title
Final Exam	60	Final Exam
Midterm Exam	40	Midterm Exam

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

Prospective Student