Information Package / Course Catalogue
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 AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory153390
Midterm Examination110212
Final Examination120222
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
Adnan Menderes University - Information Package / Course Catalogue