Information Package / Course Catalogue
| Course Code | : İKP504 |
| 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 |
Advanced Econometrics II aims at providing advanced econometric skills in the forms of modern time series and panel data. To this end, the students will be encouraged to undertake projects so that they can practice their econometric knowledge with an appropriate econometric software.
Dummy variable models, Logit/Probit models, Unit root testing, different Cointegration techniques, ,Error correction models, ARCH and GARCH modeling, panel econometric techniques, different causality analyses will be taught.
| 1. | Will be able to collect data on economic and social issues. |
| 2. | Will be able to make raw data suitable for statistical and econometric analysis. |
| 3. | Will be able to construct econometric models that explain the mechanisms that make up the data. |
| 4. | Will be able to interpret the results obtained through econometric analysis. |
| 5. | Will be able to conduct an independent empirical research from beginning to end. |
| 1. | Wooldridge, J. M., Introductory Econometrics, Thomson, South-Western |
| 2. | Walter Enders, Applied Econometric Time Series, John Wiley & Sons Inc. |
| Type of Assessment | Count | Percent |
|---|---|---|
| Midterm Examination | 1 | %40 |
| Final Examination | 1 | %60 |
| Activities | Count | Preparation | Time | Total Work Load (hours) |
|---|---|---|---|---|
| Lecture - Theory | 14 | 4 | 3 | 98 |
| Midterm Examination | 1 | 10 | 1 | 11 |
| Final Examination | 1 | 20 | 1 | 21 |
| TOTAL WORKLOAD (hours) | 130 | |||
PÇ-1 | PÇ-2 | PÇ-3 | PÇ-4 | PÇ-5 | PÇ-6 | PÇ-7 | |
OÇ-1 | 4 | 3 | 4 | 3 | 4 | 3 | 4 |
OÇ-2 | 4 | 3 | 4 | 3 | 4 | 3 | 4 |
OÇ-3 | 4 | 3 | 4 | 3 | 4 | 3 | 4 |
OÇ-4 | 4 | 3 | 4 | 3 | 4 | 3 | 4 |
OÇ-5 | 3 | 3 | 4 | 3 | 4 | 3 | 4 |