COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
EKNM 319ECONOMETRICS - II3 + 06th Semester5

COURSE DESCRIPTION
Course Level Bachelor's Degree
Course Type Compulsory
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 prerequisites.
Corequisite No corequisites.
Mode of Delivery Face to face

COURSE LEARNING OUTCOMES
1-

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06PO 07PO 08PO 09PO 10PO 11PO 12
LO 01555555555555
Sub Total555555555555
Contribution555555555555

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration13339
Hours for off-the-classroom study (Pre-study, practice)13339
Assignments21326
Mid-terms11313
Final examination11313
Total Work Load

ECTS Credit of the Course






130

5

COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2019-2020 Spring1AYGÜL ANAVATAN
Details 2019-2020 Spring2AYGÜL ANAVATAN

Course Details
Course Code:  EKNM 319 Course Title:  ECONOMETRICS - II
L+P Hour : 3 + 0   Course Code : 1   Language Of Instruction: English Course Semester :  2019-2020 Spring
Course Coordinator :  ASSISTANT PROFESSOR AYGÜL ANAVATAN E-Mail:  , Phone Number :  296 2762,
Course Location İİBF B0213,
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
Attendance : %70
Topics
WeeksTopics
1 Heteroskedastisity
2 Heteroskedastisity
3 Zaman Serileriyle Regresyon: Durağan Değişkenler
4 Zaman Serileriyle Regresyon: Durağan Değişkenler
5 Rassal Regresyonlar ve Moment Temelli Tahmin
6 Eşanlı Denklemler Modelleri
7 Ara sınav
8 Zaman Serileriyle Regresyon: Durağan Olmayan Değişkenler
9 Zaman Serileriyle Regresyon: Durağan Olmayan Değişkenler
10 Vektör Hata Düzeltme ve Vektör Ardışık Bağımlılık Modelleri
11 Zamanla Değişen Oynaklık ve ARCH Modelleri
12 Panel Veri Modelleri
13 Panel Veri Modelleri
14 Niteliksel ve Sınırlı Bağımlı Değişken Modelleri
Materials
Materials are not specified.
Resources
ResourcesResources Language
Principles of econometrics / R. Carter Hill, William E. Griffiths, Guay C. Lim.—4th ed. 2011English
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