ECON. AND ADM. SCIENCE
ECONOMICS
Course Name   Econometrics II
Semester Course Code Theoretical / Practice time ECTS
6 0601634 3 / 0 5
Course Degree Bachelor's degree
Course Language Turkish
Format of Delivery: Face to Face
Course Coordinator Assist. Prof. Dr.Savaş ERDOĞAN
Coordinator e-mail serdogan selcuk.edu.tr
Instructors
Yrd.Doç.Dr.Savaş ERDOĞAN
Asistant Instructors
Arş.Gör.Mustafa GERÇEKER
Course Objectives Analyze economic events by using the methods of econometric estimation
Basic Sciences Engineering Scinces Social Sciences Educational Sciences Artistic sciences Medical Science Agricultural sciences
80 0 20 0 0 0 0
Course Learning Methods and Techniquies
Lectures, question and answer
Week Course Content Resource
1 Nonlinear Regression Models, Estimation of Nonlinear Regression Models, Approaches to Estimating Nonlinear Regression Models Ekonometri, Recep Tarı, Umuttepe Yayınları
2 Qualitative Response Regression Models, Logit Model, Probit Model Ekonometri, Recep Tarı, Umuttepe Yayınları
3 Qualitative Response Regression Models, Tobit Model, Ordinal Logit / Probit Model, Multinomial Logit / Probit Model Ekonometri, Recep Tarı, Umuttepe Yayınları
4 Panel Data Regression Models, Why panel data?, Pooled OLS Regression, LSDV Model Ekonometri, Recep Tarı, Umuttepe Yayınları
5 Panel Model with Fixed Effects, Panel Model with Random Effects, Fixed Effects versus Random Effects Ekonometri, Recep Tarı, Umuttepe Yayınları
6 Dynamic Econometric Models: Autoregressive and Distributed Lag Models, Estimation of Distributed Lag Models, The Koyck Approach to Distributed-Lag Models, Stock Adjustment and Partial Adjustment Model, Estimation of Autoregressive Models Ekonometri, Recep Tarı, Umuttepe Yayınları
7 Dynamic Econometric Models: Autoregressive and Distributed Lag Models, The Method of Instrumental Variables (IV), Detecting Autocorrelation in Autoregressive Models, The Almon Approach to Distributed-Lag Models: The Almon or Polynomial Distributed-Lag, The Granger Causality Test, The Sargan Test Ekonometri, Recep Tarı, Umuttepe Yayınları
8 Midterms Ekonometri, Recep Tarı, Umuttepe Yayınları
9 Simultaneous-Equation Models, Defining the Simultaneous ?Equation Models, The simultaneous-Equation Bias Temel Ekonometri, Damodar N. Gujarati ve Dawn Porter, Literatür Ders Kitapları
10 Identification Problem, Identification Problem, Rules for Identification Temel Ekonometri, Damodar N. Gujarati ve Dawn Porter, Literatür Ders Kitapları
11 Identification Problem, A test of Simultaneity, Test for Exogeneity Temel Ekonometri, Damodar N. Gujarati ve Dawn Porter, Literatür Ders Kitapları
12 Simultaneous-Equation Methods, Approaches to Estimation, Recursive Models and OLS, OLS, ILS and 2SLS Temel Ekonometri, Damodar N. Gujarati ve Dawn Porter, Literatür Ders Kitapları
13 Time Series Econometrics: Some Basic Concepts, Stochastic Process, Unit Root Stochastic Process, Trend Stationary and Difference Stationary Stochastic Process, Integrated Stochastic Process, Spurious Regression, Test of Stationarity, Transforming Nonstationary Time Series, Cointegration Temel Ekonometri, Damodar N. Gujarati ve Dawn Porter, Literatür Ders Kitapları
14 Time Series Econometrics: Foreing, Approaches to Economic Foreing, AR, MA and ARIMA Modelling of Time Series Data, Box-Jnekins Methodolgy, VAR Model, The ARCH and GARCH Models Temel Ekonometri, Damodar N. Gujarati ve Dawn Porter, Literatür Ders Kitapları
15 Econometric Modelling, Model Selection Criteria, Types of Model Specification Errors, Consequences of Model Specification Errors, Test of Specification Errors, Errors of Measurement Temel Ekonometri, Damodar N. Gujarati ve Dawn Porter, Literatür Ders Kitapları
Assesment Criteria   Mid-term exam Final exam
  Quantity Percentage Quantity Percentage  
Term Studies : - - - -
Attendance / Participation : - - - -
Practical Exam : - - - -
Special Course Exam : - - - -
Quiz : - - - -
Homework : - - - -
Presentations and Seminars : - - - -
Projects : - - - -
Workshop / Laboratory Applications : - - - -
Case studies : - - - -
Field Studies : - - - -
Clinical Studies : - - - -
Other Studies : - - - -
Mid-term exam   1 40 - -
Final exam   - - 1 60
ECTS WORK LOAD TABLE   Number Duration
Course Duration : 14 3
Classroom Work Time : 30 1
Presentations and Seminars : - -
Course Internship : - -
Workshop / Laboratory Applications : - -
Field Studies : - -
Case studies : - -
Projects : - -
Homework : - -
Quiz : - -
Mid-term exam : 1 40
Final Exam : 1 40
ECTS 5
No COURSE LEARNING OUTCOMES CONTRIBUTION
D.Ö.Ç. 1 Being able to solve econometric problems 4
D.Ö.Ç. 2 To be able to examine the assumptions in economic theory quantitatively. 4
D.Ö.Ç. 3 To be able to make advanced level estimation and foreing. 4
D.Ö.Ç. 4 Being able to compare the econometric methods of estimation 4
D.Ö.Ç. 5 Being able to formulate economic events in an econometric manner 4
D.Ö.Ç. 6 Being able to carry out an econometric analysis by using the different types the econometric models (logit/probit models, time series models, panel data models) 4
D.Ö.Ç. 7 Being able to use the different types of econometric software 4
D.Ö.Ç. 8 Being able to design and complete an empirical research project 4
D.Ö.Ç. 9 Being able to design and complete an empirical research project 4
D.Ö.Ç. 10 To be able to carry out a teamwork. 4
* 1: Zayıf - 2: Orta - 3: İyi - 4: Çok İyi
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