Information Package / Course Catalogue
Econometrics II
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

The aim of this course is to teach advanced methods of econometrics to students who received BA Degree in Econometrics, Mathematics and Statistics.

Course Content

Multiple linear regression model, least squares estimation, finite sample properties of OLS estimators, asymptotic properties. Functional and structural changes in the format, binary variables, and modeling of structural break test model stability test. Non-linear regression models, generalized regression model, the problem of heteroscedasticity, multiple correlation, panel data models, regression equations of my site, simultaneous equations model, maximum likelihood estimation, models with lagged variables, time series models

Name of Lecturer(s)
Learning Outcomes
1.To share ideas and suggestions with qualified and common people by supporting with qualitative and quantitative data.
2.To benefit other disciplenen which are besis of economis and to have basic information about these disciplenes.
3.To describe and analyze modern and classical theories of economics also differences and relations between them.
4.To have scientific and ethical values while gathering,interpreting,announcing and applying the economical data.
5.To have Professional knowledge and skills which are supported by emprical methods.
Recommended or Required Reading
1.Gujarati, D. N., 2004, McGraw Hill
2.Johnston, J. Econometric Methods, McGraw Hill Book, 1986
Weekly Detailed Course Contents
Week 1 - Theoretical
Repeating Multiple Linear Regression Model and Linear Hypothesis Testing
Week 2 - Theoretical
Deviations from the classical linear regression model: Multicollinearity
Week 3 - Theoretical
Deviations from the classical linear regression model: autocorrelation
Week 4 - Theoretical
Deviations from the classical linear regression model: heterocedasticity
Week 5 - Theoretical
Deviations from the classical linear regression model: Revision
Week 6 - Theoretical
Structural change and chow test
Week 7 - Theoretical
Paper work
Week 8 - Intermediate Exam
Midterm examination
Week 9 - Theoretical
Structural change and Dummy variables
Week 10 - Theoretical
Multi-Equation Econometric Models: Structural Model and Reduced-Form
Week 11 - Theoretical
Multiple Equation Econometric Models: Investigation of identifiability of structural model
Week 12 - Theoretical
Multiple Equation Econometric Models:Investigation of identifiability of reduced-form
Week 13 - Theoretical
Multiple Equation Econometric Models: Investigation of identifiability of reduced-form
Week 14 - Theoretical
Paper wok
Week 15 - Final Exam
Final examination
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
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