Information Package / Course Catalogue
Panel Data Econometrics
Course Code: İKP522
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
Objectives of the Course

To be able to evaluate and model the panel data structure by application, to solve problems, advanced panel data analysis

Course Content

Linear panel data models, unbalanced panel, Heterogeneous Panels, Dynamic panel data models, simultaneous panel data models, spatial panel data models, Panel qualitative choice models, Panel unit root tests, panel cointegration analysis, application with Software Programs

Name of Lecturer(s)
Learning Outcomes
1.Basic concepts of panel data, Linear Panel Data Models
2.Simultaneous Panel Data Models
3.Panel Qualitative Preference Models
4.panel cointegration analysis.
5.Dynamic Panel Data Models
Recommended or Required Reading
1.• İleri Panel Veri Analizi, Ferda Yerdelen Tatoğlu, Beta Yayınları, İstanbul 2013
Weekly Detailed Course Contents
Week 1 - Theoretical
Panel Data Models
Week 2 - Theoretical
Unbalanced Panels and other Panels
Week 3 - Theoretical
Heterogeneous Panels
Week 4 - Theoretical
Dynamic Panel Data Models
Week 5 - Theoretical
Tests in Dynamic Panel Data Models
Week 6 - Theoretical
Simultaneous Panel Data Models
Week 7 - Theoretical
Panel Seemingly Unrelated Regression (SUR)
Week 8 - Intermediate Exam
Midterm Exam
Week 9 - Theoretical
Qualitative Dependent Variable Panel Data Models, Panel Logit Models
Week 10 - Theoretical
Qualitative Dependent Variable Panel Data Models, Panel Logit Models
Week 11 - Theoretical
Panel Tobit Models
Week 12 - Theoretical
Panel Tobit Models
Week 13 - Theoretical
Non-stationary Panel Data Models-Panel Cointegration Analysis
Week 14 - Theoretical
Panel Vector Autoregressive Model (VAR)
Week 15 - Theoretical
Panel Vector Autoregressive Model (VAR)
Week 16 - Final Exam
Final Exam
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory142370
Project23516
Individual Work23516
Midterm Examination19110
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
OÇ-1
4
4
4
4
4
4
4
OÇ-2
3
3
5
5
5
5
5
OÇ-3
4
3
4
4
4
4
4
OÇ-4
4
3
5
5
4
4
4
OÇ-5
3
3
3
5
5
5
5
Adnan Menderes University - Information Package / Course Catalogue
2026