Information Package / Course Catalogue
Advanced Econometrics
Course Code: FEK503
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

Teach the students basic information about the econometrics

Course Content

Notion of Econometrics and Econometric Models, Introduction to Estimation Theory, Properties of the Estimator, Estimation Methods (Least Squares Method, Method of Moments, Maximum Likelihood Method, Best Linear Unbiased Estimator), Simple Linear Regression, Basic Assumptions, Estimation of Parameters, t Test, F Test, Correlation Coefficient, Coefficient of Determination and Interval Estimation are studied in this course.

Name of Lecturer(s)
Assoc. Prof. Tuğba AKIN
Learning Outcomes
1.Make the definition of econometrics
2.To be able to set up a simple regression model
3.Be able to estimate the parametres
4.To be able to interpret results
5.To do econometric analysis
Recommended or Required Reading
1.Temel Ekonometri, Damodar N. Gujarati, Dawn C. Porter,2016.
Weekly Detailed Course Contents
Week 1 - Theoretical
Notion of Econometrics and Econometric Models
Week 2 - Theoretical
Introduction to Estimation Theory
Week 3 - Theoretical
Properties of the Estimator
Week 4 - Theoretical
Estimation Methods (Least Squares Method, Method of Moments, Maximum Likelihood Method, Best Linear Unbiased Estimator)
Week 5 - Theoretical
Simple Linear Regression Estimation
Week 6 - Theoretical
Parameters, t Test
Week 7 - Theoretical
F Test
Week 8 - Intermediate Exam
Mid-term Exam
Week 9 - Theoretical
Coefficient of Determination Interval
Week 10 - Theoretical
Change & Dummy Variables Violating
Week 11 - Theoretical
To know Heteroscedasticity problem
Week 12 - Theoretical
To be able to test autocorrelation
Week 13 - Theoretical
Deviations from assumptions
Week 14 - Theoretical
Incorrect set of independent variables, Nonlinearity, Parameter Inconstancy
Week 15 - Theoretical
Autocorrelation
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 - Theory1453112
Midterm Examination1516
Final Examination1617
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
PÇ-8
PÇ-9
OÇ-1
2
2
4
4
3
2
3
3
2
OÇ-2
3
4
3
2
3
4
3
3
3
OÇ-3
3
3
4
3
2
3
2
3
2
OÇ-4
3
3
2
3
3
3
2
4
2
OÇ-5
3
3
4
2
3
3
2
3
3
Adnan Menderes University - Information Package / Course Catalogue
2026