Information Package / Course Catalogue
Econometrics II
Course Code: EK202
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

The main objective of the course is to provide How to get more knowledge and skill in the field of quantitative or theorical econometrics modelling.

Course Content

To be able to set up right functional form of model and related and unrelated variables in selection of identification of the ideal econometrics model.

Name of Lecturer(s)
Assoc. Prof. Hatice AKDAĞ
Learning Outcomes
1.To be able to identify theory of economics by using advanced econometrics techniques in modelling of econometrics
2.To be able to set up right functional form of model and related and unrelated variables in selection of identification of the ideal econometrics model
3.To be able to consitute dummy variables to measure effects of qualitative variables in regression analysis, explain usage of constant and slope with dummy variables
4.To be able to study short and long term economics affects via finite distributed lag models and infinite distributed lag models
5.To be able to identify how to be expectations with dynamic econometrics model
6.To be able to identify characteristics of time series variables to show effects of short and long term via dynamic econometrics models
Recommended or Required Reading
1.Ekonometri II, Şahin Akkaya, M .Vedat Pazarlıoğlu
2.Ekonometri Temel Kavramları, Selahattin Güriş, Ebru Çağlayan, DER Yayınları
Weekly Detailed Course Contents
Week 1 - Theoretical
Model specification, specification error, distinction of incorrect specification error, types of specification error
Week 2 - Theoretical
Methods of identifying specification error, measuring error in variables
Week 3 - Theoretical
Models with dummy variables, models with one dummy variable(analysis of variance model), models with dummy variables and the other quantitative variables(analysis of co-variance model)
Week 4 - Theoretical
Dummy variables with more than two categories and how to affect these variables eachother, test of season effect, partial linear regression
Week 5 - Theoretical
Models with dependent dummy variables: logistic model
Week 6 - Theoretical
Models with dependent dummy variables: Probit model, maximum likelihood method
Week 7 - Theoretical
Distributed lag models, concepts of lag and different techniques about distributed lag models, Almon Polinomial Model
Week 8 - Theoretical
Distributed lag models, concepts of lag and different techniques about distributed lag models, Almon Polinomial Model
Week 9 - Theoretical
Different techniques (continue): Koyck Model, adaptive expectation model, partial improving model
Week 10 - Theoretical
Estimation Methods of Autoregressive Models: estimation of autoregressive models by using least square method, estimation of autoregressive models by using proxy variable method, identify autocorrelation in autoregressive models
Week 11 - Theoretical
Models with simultaneous equation, identify of models with simultaneous equation, expression of mathematics, systems of sequence equation
Week 12 - Theoretical
Distriction of structural and reduced models, deviation of simultaneous equation, estimations of simultaneous equation
Week 13 - Theoretical
Econometrics of time series, stationarity, unit roots, causality in economics: Granger Test
Week 14 - Practice
Applications
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%70
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory141356
Individual Work122248
Midterm Examination1819
Final Examination110111
TOTAL WORKLOAD (hours)124
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
4
5
5
4
5
4
4
4
4
OÇ-2
4
5
4
4
4
5
4
4
4
OÇ-3
4
3
5
4
5
4
5
4
4
OÇ-4
4
5
4
5
4
4
4
4
5
OÇ-5
4
5
5
4
5
4
5
4
4
OÇ-6
4
5
4
4
5
5
4
5
4
Adnan Menderes University - Information Package / Course Catalogue
2026