Information Package / Course Catalogue - Adnan Menderes University

General Information Unit Staff Academic Information Programme Outcomes Course Structure Diagram Contact Information

Person Responsible for Information Package

Applied Econometrics

Course Code	: İŞLE524
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 main objective of the course is to teach different techniques after having background of econometrics.

Course Content

DF and ADF unit root tests, Engel-Granger and Johansen cointegration tests, estimation of VEC model, estimation of ARIMA models, estimation of VAR model

Name of Lecturer(s)