1. FIRST CYCLE - BACHELOR'S DEGREE
  2. FACULTY OF ECONOMICS & ADMINISTRATIVE SCIENCES
  3. INTERNATIONAL TRADE AND FINANCE DEPARTMENT
  4. 215 INTERNATIONAL TRADE AND FINANCE
Course Information Course Learning Outcomes Course's Contribution To Program ECTS Workload Course Details
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COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
EKNM 405ECONOMETRIC MODELS3 + 05th Semester5

COURSE DESCRIPTION
Course Level Bachelor's Degree
Course Type Elective
Course Objective The aim of this study is to introduce different econometric models to students
Course Content Dynamic econometric models, Koyck and Almon models, Simultaneous equation models, identification problem, Exogeneity test, Recursive model, Overidentified models , instrumental variable method, two stage OLS, Three Stage OLS , SUR, Simulation
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1Estimate Dynamic models
2Estimate simultaneous equation models
3Making simulation
4Using model for policy purposes

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06
LO 001333333
LO 002333333
LO 003333333
LO 004333333
Sub Total121212121212
Contribution333333

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)14342
Hours for off-the-classroom study (Pre-study, practice)14570
Mid-terms144
Final examination11414
Total Work Load

ECTS Credit of the Course





130

5
COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2018-2019 Fall1AYGÜL ANAVATAN


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Course Details
Course Code Course Title L+P Hour Course Code Language Of Instruction Course Semester
EKNM 405 ECONOMETRIC MODELS 3 + 0 1 Turkish 2018-2019 Fall
Course Coordinator  E-Mail  Phone Number  Course Location Attendance
Assoc. Prof. Dr. AYGÜL ANAVATAN aanavatan@pau.edu.tr İİBF C0103 %60
Goals The aim of this study is to introduce different econometric models to students
Content Dynamic econometric models, Koyck and Almon models, Simultaneous equation models, identification problem, Exogeneity test, Recursive model, Overidentified models , instrumental variable method, two stage OLS, Three Stage OLS , SUR, Simulation
Topics
WeeksTopics
1 Dynamic Econometric Models-I
2 Dynamic Econometric Models-II
3 Autoregressive Distributed Lag Models-I
4 Autoregressive Distributed Lag Models-II
5 Identification Problem
6 Simultaneous Equation Models-I
7 Simultaneous Equation Models-II
8 Midterm Examination
9 Time Series Econometrics: Basic Concepts
10 Time Series Econometrics: Forecasting
11 Cointegration-I
12 Cointegration-I
13 Panel Data Econometrics: Basic Concepts
14 Fixed Effetcs and Random Effects Models
Materials
Materials are not specified.
Resources
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