Information Package / Course Catalogue
| Course Code | : ECN507 |
| Course Type | : Area Elective |
| Couse Group | : Second Cycle (Master's Degree) |
| Education Language | : Turkish |
| Work Placement | : N/A |
| Theory | : 3 |
| Prt. | : 0 |
| Credit | : 3 |
| Lab | : 0 |
| ECTS | : 5 |
The objective of this course is to introduce applied and theoric fundamentals of econometrics to the students. Special emphasis will paid to application of multiple regression and simultaneous equation systems.
The course will mainly cover the theories and applications of the simple and multiple regression analysis. Afterwards the consequences of the relaxing the assumptions of the classical regression model will be discussed. Within this framework regular computer lab sessions will be held during the course.
| 1. | Comprehend fundamentals of CLRM (Classical linear regression model). |
| 2. | Learn inference methods, asymptotic properties of estimators. |
| 3. | Use common linear regression models used in applied econometric analysis of cross- sectional and time-series data. |
| 4. | Understand consequences of the violation of the assumptions of linear regression model. |
| 5. | Learn how to address different estimation/specification problems typically faced in applied economic research using linear regression techniques (such as heteroskedasticity, multicollinearity, autocorrelation). |
| 1. | Greene, W. H. (1997): Econometric Analysis, Second Edition, Prentice Hall.. |
| 2. | Griffiths, Hill and Judge (1993)"Learning and Practicing Econometrics", Wiley and Sons. |
| 3. | Gujarati, Damodar N. Basic Econometrics, 3rd Edition. New York, NY: McGraw-Hill. |
| Type of Assessment | Count | Percent |
|---|---|---|
| Midterm Examination | 1 | %30 |
| Final Examination | 1 | %70 |
| Activities | Count | Preparation | Time | Total Work Load (hours) |
|---|---|---|---|---|
| Lecture - Theory | 14 | 0 | 3 | 42 |
| Individual Work | 14 | 0 | 2 | 28 |
| Midterm Examination | 1 | 23 | 2 | 25 |
| Final Examination | 1 | 28 | 2 | 30 |
| TOTAL WORKLOAD (hours) | 125 | |||
PÇ-1 | PÇ-2 | PÇ-3 | PÇ-4 | PÇ-5 | PÇ-6 | PÇ-7 | PÇ-8 | PÇ-9 | PÇ-10 | PÇ-11 | PÇ-12 | PÇ-13 | PÇ-14 | PÇ-15 | |
OÇ-1 | 2 | 5 | 3 | 3 | 4 | 5 | 4 | ||||||||
OÇ-2 | 3 | 4 | 2 | 2 | 3 | 4 | 5 | ||||||||
OÇ-3 | 2 | 3 | 3 | 3 | 3 | 4 | 3 | ||||||||
OÇ-4 | 3 | 3 | 2 | 3 | 3 | 3 | 4 | ||||||||
OÇ-5 | 2 | 4 | 3 | 4 | 3 | 4 | 3 | ||||||||