COURSE UNIT TITLE

: APPLIED ECONOMETRICS I

DEGREE PROGRAMMES

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
IKT 5055 APPLIED ECONOMETRICS I ELECTIVE 3 0 0 6

Offered By

Economics

Level of Course Unit

Second Cycle Programmes (Master's Degree)

Course Coordinator

PROFESSOR DOCTOR HAKAN KAHYAOĞLU

Offered to

Economics
Financial Economics and Banking

Course Objective

To enable students to learn the analytical techniques to develop ability of prediction and forecasting in terms of the theoretical planks.

Learning Outcomes of the Course Unit

1   To be able to analyze economic models and econometric models.
2   To be able to learn the techniques of mathematical statistics with reference to econometric modeling.
3   To be able to analyze hypothesis tests for the economic models and obtaining the parametric estimator
4   To be able to predict the parametric estimators.
5   To be able to test the primary and secondary data of econometric models.

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 Introduction and Program Overview Econometric Package: Eviews
2 Two-Variable Regression Analysis
3 Tests of Hypotheses
4 Multiple Regression Analysis: Forecast
5 Multiple Regression Analysis: Interpretation of Results
6 Multicollinearity, Heteroscedasticity and the Problem of Endogenous
7 Econometric Modelling
8 MIDTERM EXAM
9 Qualitative Dependent Variable Models
10 Dynamic Econometric Modeling
11 Simultaneous Equation Models
12 Time Series Analysis (Introduction and Stationary))
13 Time Series Analysis (cointegration)
14 VAR Models

Recomended or Required Reading

Main References:
- Gujarati, Damodar N. (1995), Basic Econometrics, 3rd Ed., Literatür Yay., Istanbul.
- Gujarati, Damodar N. (1999), Temel Ekonometri, Çev. Ümit Şenesen&Gülay Günlük Şenesen, Literatür Yay., Istanbul.
- A Koutsoyiannis, Econometrics,
-Enders, Walter (1995), Applied Econometric Time Series, John Wiley and Sons, USA.
- Uygur, Ercan (2001), Ekonometri: Yöntem ve Uygulama, Imaj Yay., Ankara.
- Ertek, Tümay (2005), Ekonometriye Giriş, 2. Baskı, Beta Yay., Istanbul.
-Tarı, Recep (2005), Ekonometri, 3. Baskı, Kocaeli Üniv. Yay. No. 172, Istanbul.
Referanslar: Iktisadi ve ekonometrik modelleme Temelli (SSCI, Econlit vb.) yayınlar.
Diğer ders materyalleri: Dersle ilgili paket programlar

Planned Learning Activities and Teaching Methods

Expression, as well as classroom lessons and discussions about the cases, in accordance with the theoretical framework will be supported by each topic in computer applications in econometrics

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA
1 MTE MIDTERM EXAM
2 STT TERM WORK (SEMESTER)
3 FIN FINAL EXAM
4 FCG FINAL COURSE GRADE MTE * 0.30 + STT * 0.30 + FIN* 0.40
5 RST RESIT
6 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.30 + STT * 0.30 + RST* 0.40


Further Notes About Assessment Methods

None

Assessment Criteria

: A written document containing the above-mentioned learning outcomes and presentations, the course through oral discussions, practical evaluation of the results discussed within the group.

Language of Instruction

Turkish

Course Policies and Rules

To be announced.

Contact Details for the Lecturer(s)

recep.kok@deu.edu.tr

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours)
Lectures 13 3 39
Preparations before/after weekly lectures 13 2 26
Preparation for midterm exam 1 10 10
Preparation for final exam 1 15 15
Preparing presentations 2 8 16
Reading 1 25 25
Preparing assignments 1 15 15
Final 1 4 4
Midterm 1 3 3
TOTAL WORKLOAD (hours) 153

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5PO.6PO.7PO.8PO.9
LO.1555
LO.25555
LO.355555
LO.4555555
LO.555555

CONTACT INFORMATION
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Phone: +90(232) 412 12 12 - Fax: +90 (232) 464 81 35

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