COURSE UNIT TITLE

: APPLIED ECONOMETRICS I

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
IKT 5131 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

Course Objective

The aim of the course is to test economic (micro and macro) models that are subject to
economic theory with the help of econometric analysis techniques, to use artificial
intelligence tools with approaches that will provide the basis of data science for
economists (machine learning, deep learning) and to provide the student with the
ability to gain confidence in economic and financial forecasting.

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 modelling
3   To be able to make hypothesis tests for the economic models and obtaining the parametric estimators.
4   To be able to predict the parametric estimators
5   To be able test the primary and secondary data of econometric models
6   To be able to use machine learning, deep learning approaches and artificial intelligence tools as analysis tools

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 Introduction to econometric programmes
2 Bivariate regression analysis
3 Hypothesis Tests
4 Multivariate regresson analysis
5 Multivariate regression analysis: Examining the results
6 Multiple Variance and endogeneity
7 Econometric modelling
8 Qualitative dependent variable models
9 Qualitative dependent variable models
10 Dynamic econometric modelling
11 Spontaneous equation models
12 Spontaneous equation models
13 Introduction to time series analysis
14 Introduction to time series analysis

Recomended or Required Reading

Gujarati, Damodar N. (2016), Örneklerle Ekonometri, BB101 Yayınları-Chris, Brooks. (2014), Introductory Econometrics for Finance, 3rd edition by Palgrave
Cambridge University Press-R. Carter Hill, William E. Griffith and Guay C. Lim., (2007), Principles of
Econometrics by John Wiley & Sons -Dimitrios Asteiou and Stephan Hall (2015), Applied Econometrics 3rd edition by
Palgrave-Enders, Walter (1995), Applied Econometric Time Series, John Wiley and Sons, USA.- Uygur, Ercan (2001), Ekonometri: Yöntem ve Uygulama, Imaj Yay., Ankara.-James, Witten, Hastie, Tibshirani. An Introduction to Statistical Learning with
Applications in R, (2021)-James, Witten, Hastie, Tibshirani. An Introduction to Statistical Learning with
Applications in Python (2023)-Referanslar: Iktisadi ve ekonometrik modelleme Temelli (SSCI, Econlit vb.) yayınlar.-Other Matreials, Software for econometrics and data analysis
Christoph Hanck, Martin Arnold, Alexander Gerber, and Martin Schmelzer, Introduction
To Econometrics With R,https://www.econometrics-with-r.org/, (2025-07-23)
Florian Heiss Using R for Introductory Econometrics, 2nd edition, 2020,
http://www.urfie.net/
Florian Heiss, Daniel Brunner, Using Python for Introductory Econometrics, 2020,
http://www.urfie.net/-Han, Jiawei (2011), Data Mining: Concepts and Techniques, 3rd
Open Resources
R, Python, Julia

Planned Learning Activities and Teaching Methods

As well as lecture and discussing about the facts, every subject will be supported by
econometric applications suitable with the theoritical framework which is defined..

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 * 0.20 + STT * 0.30 + FIN* 0.50
5 RST RESIT
6 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.20 + STT * 0.30 + RST* 0.50


Further Notes About Assessment Methods

None

Assessment Criteria

To be announced.

Language of Instruction

Turkish

Course Policies and Rules

To be announced.

Contact Details for the Lecturer(s)

hakan.kahyaoglu@deu.edu.tr

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours)
Lectures 14 3 42
Weekly preparations 13 2 26
Midterm preparations 1 10 10
Final preparations 1 15 15
Preparation for the presentation 2 8 16
Readings 1 25 25
Homeworks 1 15 15
Final 1 4 4
Mid term 1 3 3
TOTAL WORKLOAD (hours) 156

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5PO.6PO.7PO.8PO.9
LO.15
LO.24
LO.35
LO.43
LO.54
LO.6