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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 the prerequisite of lesson.
Corequisite No the corequisite of lesson.
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 001555555555555
Sub Total555555555555
Contribution555555555555

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
Assignments21326
Mid-terms11313
Final examination11313
Total Work Load

ECTS Credit of the Course






130

5
COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2023-2024 Spring2MEHMET İVRENDİ
Details 2022-2023 Spring2MEHMET İVRENDİ
Details 2021-2022 Spring3MEHMET İVRENDİ
Details 2020-2021 Spring3MEHMET İVRENDİ
Details 2019-2020 Spring3AYGÜL ANAVATAN
Details 2018-2019 Spring3AYGÜL ANAVATAN
Details 2018-2019 Spring4AYGÜL ANAVATAN
Details 2017-2018 Summer1AYGÜL ANAVATAN
Details 2017-2018 Summer1DUYGU YOLCU KARADAM
Details 2017-2018 Spring3MEHMET İVRENDİ
Details 2017-2018 Spring4MEHMET İVRENDİ
Details 2016-2017 Spring3MEHMET İVRENDİ
Details 2016-2017 Spring4MEHMET İVRENDİ
Details 2015-2016 Spring3MEHMET İVRENDİ
Details 2015-2016 Spring4MEHMET İVRENDİ
Details 2014-2015 Spring3CELAL NACİ KÜÇÜKER
Details 2014-2015 Spring4CELAL NACİ KÜÇÜKER


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Course Details
Course Code Course Title L+P Hour Course Code Language Of Instruction Course Semester
EKNM 319 ECONOMETRICS - II 3 + 0 2 English 2023-2024 Spring
Course Coordinator  E-Mail  Phone Number  Course Location Attendance
Prof. Dr. MEHMET İVRENDİ mivrendi@pau.edu.tr İİBF B0214 %70
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 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.—5th ed. 2018English
Principles of econometrics / R. Carter Hill, William E. Griffiths, Guay C. Lim.—5th ed. 2018English
Course Assessment
Assesment MethodsPercentage (%)Assesment Methods Title
Final Exam50Final Exam
Midterm Exam30Midterm Exam
Homework20Homework
L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes