Information Package / Course Catalogue
Econometrics II
Course Code: EKO518
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

The students should get the skills of construction and development of multiple regression models, get acquainted with some non-linear models and special methods of econometric analysis and estimation, understanding the area of their application in economics.

Course Content

Simultaneous-equations and determination conditions, estimation metods of simultaneous equation models, OLS metod, nonlinear regression models, models of expectation, errors of measuring in variables and solution metods, criteria for model preference, control of regression estimation, time series and analysis of panel data.

Name of Lecturer(s)
Learning Outcomes
1.Matematiksel and statistical skills
2.Econometric modeling to teach
3.To be able to understand econometric approaches, ideas, results and conclusions
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
Panel data analysis
Week 2 - Theoretical
Panel data analysis
Week 3 - Theoretical
Panel data analysis
Week 4 - Theoretical
Dynamic econometric models
Week 5 - Theoretical
Dynamic econometric models
Week 6 - Theoretical
Modeling of expectations
Week 7 - Intermediate Exam
Revision of Midterm Exams
Week 8 - Intermediate Exam
Midterm Exams
Week 9 - Theoretical
Checking the results of the regression
Week 10 - Theoretical
Simultaneous equilibrium models
Week 11 - Theoretical
Simultaneous equilibrium models
Week 12 - Theoretical
Simultaneous equilibrium models
Week 13 - Theoretical
Simultaneous equilibrium models
Week 14 - Theoretical
Time series econometrics
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