Information Package / Course Catalogue
Econometrics II
Course Code: ECON302
Course Type: Required
Couse Group: First Cycle (Bachelor's Degree)
Education Language: Turkish
Work Placement: N/A
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 5
Objectives of the Course

Econometrics II builds on the basic knowledge acquired in Econometrics I. The main purpose of the course is to improve students' understanding and application of econometric techniques. This course aims to enhance students' knowledge of econometric theory, focusing on advanced topics, to introduce and explore more complex econometric models, and to develop students' ability to specify, estimate, and validate advanced econometric models, fostering a deeper understanding of model diagnostics and robustness checks.

Course Content

Econometrics II is designed to advance students' understanding of econometric techniques and their applications in empirical research. Building on the foundational concepts covered in Econometrics I, this course delves into more sophisticated models and methods. The key topics covered include: heteroscedasticity, autocorrelation, and multicollinearity. By the end of Econometrics II, students will have advanced their econometric knowledge and skills, empowering them to conduct rigorous empirical research and to apply econometric techniques to complex economic problems in both academic and professional contexts.

Name of Lecturer(s)
Prof. Osman PEKER
Learning Outcomes
1.Students identify and assess the assumptions underlying the classical linear regression model.
2.Students diagnose issues such as multicollinearity, heteroscedasticity, and autocorrelation.
3.Students understand the consequences of model specification errors, and implement techniques to test and correct for specification issues.
4.Students understand and apply advanced estimation methods such as Generalized Least Squares (GLS).
5.Students perform basic time series and panel data analyses.
Recommended or Required Reading
1.Tarı, R., Koç, S. ve Abasız, T. (2019). Ekonometri. Umuttepe Yayınları.
2.Gujarati, D. N. ve Porter, D. C. (2020). Temel Ekonometri. Literatür Yayınevi.
Weekly Detailed Course Contents
Week 1 - Theoretical
The Assumptions of the Classical Model
Week 2 - Theoretical
Detecting Multicollinearity and Remedial Measures
Week 3 - Theoretical
Practical Consequences of Multicollinearity
Week 4 - Theoretical
Testing for Heteroscedasticity
Week 5 - Theoretical
OLS Estimation in the Presence of Heteroscedasticity
Week 6 - Theoretical
The Method of Generalized Least Squares
Week 7 - Theoretical
Detecting Autocorrelation: Durbin-Watson d Test
Week 8 - Theoretical
Consequences of Using OLS in the Presence of Autocorrelation
Week 9 - Theoretical
Correcting Autocorrelation
Week 10 - Theoretical
Econometric Modeling
Week 11 - Theoretical
Tests of Specification Errors
Week 12 - Theoretical
Model Selection Criteria
Week 13 - Theoretical
Time Series Econometrics
Week 14 - Theoretical
Panel Data Econometrics
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory141356
Midterm Examination130131
Final Examination140141
TOTAL WORKLOAD (hours)128
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
PÇ-6
PÇ-7
PÇ-8
PÇ-9
PÇ-10
OÇ-1
1
1
1
4
1
1
1
2
5
1
OÇ-2
1
1
1
4
1
1
1
2
5
1
OÇ-3
1
1
1
4
1
1
1
2
5
1
OÇ-4
3
3
1
4
1
3
1
3
5
3
OÇ-5
3
3
1
4
1
3
1
3
5
3
Adnan Menderes University - Information Package / Course Catalogue
2026