Information Package / Course Catalogue
Advanced Econometrics
Course Code: EK173
Course Type: Non Departmental Elective
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

The aim of this course is to relate to other products in other economies. A project is expected as part of this research. These calculations will be made on systems that offer microeconometry, macroeconometry and financial econometrics. E-views are packed in this direction.

Course Content

Models for Discrete Choice, Models with Lagged Variables, Univariate Time Series Topics, Multivariate time series topics, Simple Panel Data Methods, Advanced Panel Data Methods, Bayesian Estimation and Infrence

Name of Lecturer(s)
Learning Outcomes
1.This is the second course in the graduate econometrics sequence. The course will extend the topics covered in the first course and will cover topics such as Limited Dependent Variable and Duration Models, Univariate Time Series Topics and Multivariate time series topics, and Advanced Panel Data Methods.
2.to teach students the statistical techniques of modern time series and panel data models
3. Application of Logit / Probit models
4.To teach panel econometrics techniques
5.To make advanced causality analysis
Recommended or Required Reading
1.Davidson, Russell and James G. MacKinnon, Estimation and Inference in Econometrics, Oxford University Press
Weekly Detailed Course Contents
Week 1 - Theoretical
Models for Discrete Choice
Week 2 - Theoretical
Models for Discrete Choice-cont
Week 3 - Theoretical
Models with Lagged Variables
Week 4 - Theoretical
Models with Lagged Variables-cont.
Week 5 - Theoretical
Univariate Time Series Topics
Week 6 - Theoretical
Univariate Time Series Topics-cont
Week 7 - Theoretical
Multivariate time series topics
Week 8 - Theoretical
Multivariate time series topics
Week 9 - Theoretical
Basit Panel Veri Modelleri
Week 10 - Theoretical
Simple Panel Data Methods-cont.
Week 11 - Theoretical
Advanced Panel Data Methods
Week 12 - Theoretical
Advanced Panel Data Methods-cont.
Week 13 - Theoretical
Bayesian Estimation and Infrence
Week 14 - Theoretical
Bayesian Estimation and infrence
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%70
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory143384
Individual Work34115
Midterm Examination112113
Final Examination112113
TOTAL WORKLOAD (hours)125
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
OÇ-1
5
3
5
3
3
5
3
3
5
OÇ-2
5
3
5
3
3
3
4
4
5
OÇ-3
3
5
3
3
4
3
3
3
4
OÇ-4
5
5
5
3
3
4
3
3
3
OÇ-5
3
5
3
3
3
3
4
3
4
Adnan Menderes University - Information Package / Course Catalogue
2026