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Econometrics I

Course Code | : EKO517 |

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

This course will provide an overview of macroeconomic issues: the determination of output, employment, unemployment, interest rates, growth, and inflation. Monetary and fiscal policies are discussed.

Course Content

Simple regression analysis, multiple regression analysis, assumptions of the method of ordinary least squares, multible corelation, heteroscedasticity variance, determination of otocorelation problems and solution tecniques, conditions of multiple corelation, determination of VIF etc. regression and basic conponent methods, determination of heteroscedasticity variance with white, Breush-Pagan etc test and generalized OLS, determination of otocorelation problem with DW test and solution with the Cochrane- Orcutt, Hildreth-Lu process, Logit-Proit-Tobit methods.

Name of Lecturer(s)

Prof. Osman PEKER |

Learning Outcomes

1. | Takes a quantitative approach to the basic theses of the theory of economics. |

2. | Explains the concepts and definitions related to the econometric methodology. |

3. | Makes the method of least squares regression analysis. |

4. | Can make an interdisiplinary connection over the course subjects |

5. | Can make an analysis about subjects and can comment on economy |

Recommended or Required Reading

1. | Damodar N. Gujarati,(2001), Temel Ekonometri, Literatür Yayıncılık, İstanbul. |

Weekly Detailed Course Contents

Week 1 - Theoretical

Univariate regression models

Week 2 - Theoretical

Two multivariate regression models

Week 3 - Theoretical

Classical linear regression model

Week 4 - Theoretical

Classical linear regression model

Week 5 - Theoretical

Two multivariate regression model: Estimation, hypothesis testing and model extensions

Week 6 - Theoretical

Two multivariate regression model: Estimation, hypothesis testing and model extensions

Week 7 - Intermediate Exam

Revision of Midterm Exams

Week 8 - Intermediate Exam

Midterm Exams

Week 9 - Theoretical

Two multivariate regression model: Estimation, hypothesis testing and model extensions

Week 10 - Theoretical

Multiple linear regression model

Week 11 - Theoretical

Assumptions of the classical model: autocorrelation, heteroskedastisity, multiple linear regression

Week 12 - Theoretical

Assumptions of the classical model: autocorrelation, heteroskedastisity, multiple linear regression

Week 13 - Theoretical

Assumptions of the classical model: autocorrelation, heteroskedastisity, multiple linear regression

Week 14 - Theoretical

Econometric modeling

Week 15 - Final Exam

Final Exams

Assessment Methods and Criteria

Type of Assessment | Count | Percent |
---|---|---|

Midterm Examination | 1 | %40 |

Final Examination | 1 | %60 |

Workload Calculation

Activities | Count | Preparation | Time | Total Work Load (hours) |
---|---|---|---|---|

Lecture - Theory | 15 | 3 | 3 | 90 |

Midterm Examination | 1 | 10 | 2 | 12 |

Final Examination | 1 | 20 | 2 | 22 |

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 | PÇ-10 | PÇ-11 | PÇ-12 | PÇ-13 | |

OÇ-1 | 3 | 3 | 4 | 3 | 5 | 5 | 4 | 2 | 4 | 4 | 4 | 4 | 4 |

OÇ-2 | 3 | 3 | 4 | 3 | 5 | 5 | 4 | 2 | 4 | 4 | 4 | 4 | 4 |

OÇ-3 | 3 | 3 | 4 | 3 | 5 | 5 | 4 | 2 | 4 | 4 | 4 | 4 | 4 |

OÇ-4 | 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 | 4 |

Person Responsible for Information Package

Adnan Menderes University - Information Package / Course Catalogue