Information Package / Course Catalogue
Econometrics in Social Sciences
Course Code: ÇEİ522
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

In this course, it is aimed to provide students with the necessary knowledge and skills to understand basic econometrics issues and to perform econometric analysis by using the STATA program effectively.

Course Content

Within the scope of this course, the general framework of Econometrics, the introduction of the STATA program, univariate and multivariate regression models, hypothesis tests in regression analysis and least squares estimation, classical linear regression model assumptions, deviations from classical linear regression model (multiple correlation, variable variance, autocorrelation) ), functional form and model specification, shadow variable models, shadow dependent variable models, simultaneous equation systems, time series analysis and panel data analysis will be discussed.

Name of Lecturer(s)
Learning Outcomes
1.Students' ability to use the STATA program effectively develops.
2.Students gain the ability to understand and apply basic econometric concepts and methods.
3.Students gain the ability to prepare and organize accurate data sets for econometric analysis.
4.Students gain the ability to make basic econometric analyzes by using the STATA program.
5.Students are provided with the ability to effectively report and interpret econometric analysis results.
Recommended or Required Reading
1.Damodar Gujarati (2009), Temel Ekonometri, Çev.Gülay Şenesen, Ümit Şenesen, Literatür Yayınları
2.James H. Stock, Mark W. Watson (2011), Ekonometriye Giriş, Çev. Bedriye Saraçoğlu, Eflatun Yayınevi
Weekly Detailed Course Contents
Week 1 - Theoretical
Introduction to Econometrics
Week 2 - Theoretical
Introduction to STATA and Basic Commands
Week 3 - Theoretical
Regression Analysis: Univariate Models
Week 4 - Theoretical
Regression Analysis: Multivariate Models
Week 5 - Theoretical
Deviations from the Classical Linear Regression Model: Multiple Linear Connectivity
Week 6 - Theoretical
Deviations from the Classical Linear Regression Model: Varying Variance
Week 7 - Theoretical
Deviations from the Classical Linear Regression Model: Autocorrelation
Week 8 - Theoretical
Functional Form and Model Building
Week 9 - Theoretical
Functional Form and Model Building
Week 10 - Theoretical
Shade Variable Models
Week 11 - Theoretical
Models with Shadow Dependent Variables
Week 12 - Theoretical
Simultaneous Equation Systems
Week 13 - Theoretical
Time Series Analysis
Week 14 - Theoretical
Panel Data Analysis
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%30
Final Examination1%70
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory142370
Midterm Examination120121
Final Examination130131
TOTAL WORKLOAD (hours)122
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
PÇ-10
PÇ-11
PÇ-12
OÇ-1
4
4
4
4
4
4
4
4
4
4
4
4
OÇ-2
4
4
4
4
4
4
4
4
4
4
4
4
OÇ-3
4
4
4
4
4
4
4
4
4
4
4
4
OÇ-4
4
4
4
4
4
4
4
4
4
4
4
4
OÇ-5
4
4
4
4
4
4
4
4
4
4
4
4
Adnan Menderes University - Information Package / Course Catalogue
2026