Faculty Of Economıc, Admınıstratıve And Socıal Scıences
Internatıonal Fınance ( Englısh )

Course Information

ECONOMETRICS
Code Semester Theoretical Practice National Credit ECTS Credit
Hour / Week
INF303 Fall 3 0 3

Prerequisites and co-requisites
Language of instruction English
Type Required
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 1͵2
2 Students will be equipped with the knowledge and skills necessary to estimate regression models and conduct hypothesis tests. 1͵4͵8 1͵2
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 1͵2
4 Students will be able to use Eviews software package. 1͵4͵8͵9͵10 1͵2
PS. The numbers, which are shown in the column Method of Assessment, presents the methods shown in the previous table, titled as Method of Assessment.

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