Faculty Of Economıc, Admınıstratıve And Socıal Scıences
Economıcs (Englısh)
Course Information
ECONOMETRICS | |||||
---|---|---|---|---|---|
Code | Semester | Theoretical | Practice | National Credit | ECTS Credit |
Hour / Week | |||||
ECO206 | Spring | 3 | 0 | 3 | 6 |
Prerequisites and co-requisites | |
---|---|
Language of instruction | English |
Type | Elective |
Level of Course | Bachelor's |
Lecturer | |
Mode of Delivery | Face to Face |
Suggested Subject | |
Professional practise ( internship ) | None |
Objectives of the Course | The aim of this course is to equip students with basic econometric methods. Aim to teach the theoretical basis of the regression analysis and apply it to economic models; and to teach methods that can be used in testing some of the economic hypotheses empirically. |
Contents of the Course | Simple regression model, Ordinary Least Squares Estimation, Classical regression model, Statistical inference, t, F and LM tests, Dummy variables, Specification error and heteroskedasticity |
Learning Outcomes of Course
# | Learning Outcomes |
---|---|
1 | Students will be capable of using basic methods of econometric analysis in the context of cross-section data. |
2 | Students will be equipped with the knowledge and skills necessary to estimate regression models and conduct hypothesis tests. |
3 | Students will be able to determine the sources of problems associated with the assumptions used in the Ordinary Least Squares framework. |
4 | Students will be able to use Eviews software package. |
Course Syllabus
# | Subjects | Teaching Methods and Technics |
---|---|---|
1 | Two-Variable Regression Analysis: Some Basic Ideas | Lecture |
2 | Two-Variable Regression Model: Estimation | Lecture |
3 | Assumptions of the Classical Linear Regression Model | Lecture |
4 | Hypothesis testing: t-test, interval estimation | Lecture |
5 | Hypothesis testing: F-test, testing linear restrictions | Lecture |
6 | Eviews Applications I | Lecture |
7 | Eviews Applications II | Lecture |
8 | Midterm exam | |
9 | Different functional forms of Regression Models | Lecture |
10 | Estimation in Multiple Regression Models | Lecture |
11 | Inference and testing in Multiple Regression | Lecture |
12 | Dummy Variables I | Lecture |
13 | Dummy Variables II | Lecture |
14 | Eviews Applications III | Lecture |
15 | Eviews Applications IV | Lecture |
16 | Final Exam |
Course Syllabus
# | Material / Resources | Information About Resources | Reference / Recommended Resources |
---|---|---|---|
1 | Jeffrey M. Wooldridge, Introductory Econometrics: A Modern Approach, 2nd ed., Thomson Learning, 2002 Class Notes | Thomson Learning, 2002 Class Notes | |
2 | Gujarati D. N. and Porter D. C., | Basic Econometrics, Fifth Edition, McGraw-Hill, 2009, | |
3 | Recep Tarı, Ekonometri | 2014 / Seçkin Yayıncılık |
Method of Assessment
# | Weight | Work Type | Work Title |
---|---|---|---|
1 | 40% | Mid-Term Exam | Mid-term Exam |
2 | 60% | Final Exam | Final Exam |
Relationship between Learning Outcomes of Course and Program Outcomes
# | Learning Outcomes | Program Outcomes | Method of Assessment |
---|---|---|---|
1 | Students will be capable of using basic methods of econometric analysis in the context of cross-section data. | 1͵4 | |
2 | Students will be equipped with the knowledge and skills necessary to estimate regression models and conduct hypothesis tests. | 1͵4͵8 | |
3 | Students will be able to determine the sources of problems associated with the assumptions used in the Ordinary Least Squares framework. | 1͵4͵8͵14 | |
4 | Students will be able to use Eviews software package. | 1͵4͵8͵9͵10 |
Work Load Details
# | Type of Work | Quantity | Time (Hour) | Work Load |
---|---|---|---|---|
1 | Course Duration | 14 | 3 | 42 |
2 | Course Duration Except Class (Preliminary Study, Enhancement) | 14 | 2 | 28 |
3 | Presentation and Seminar Preparation | 2 | 15 | 30 |
4 | Web Research, Library and Archival Work | 0 | 0 | 0 |
5 | Document/Information Listing | 0 | 0 | 0 |
6 | Workshop | 0 | 0 | 0 |
7 | Preparation for Midterm Exam | 1 | 15 | 15 |
8 | Midterm Exam | 1 | 2 | 2 |
9 | Quiz | 0 | 0 | 0 |
10 | Homework | 1 | 10 | 10 |
11 | Midterm Project | 0 | 0 | 0 |
12 | Midterm Exercise | 0 | 0 | 0 |
13 | Final Project | 0 | 0 | 0 |
14 | Final Exercise | 0 | 0 | 0 |
15 | Preparation for Final Exam | 1 | 20 | 20 |
16 | Final Exam | 1 | 3 | 3 |
150 |