Information Package / Course Catalogue
Econometrics
Course Code: MYL511
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 objective of this course is to provide students with a solid understanding of econometric methods and the ability to implement these methods using Stata. The course develops practical skills in data management, model specification, model evaluation, and causal inference for empirical research.

Course Content

Introduction to Stata, data management, and descriptive statistics. Linear regression models, ordinary least squares estimation, and assessment of model assumptions. Model specification strategies, variable selection, and common modeling pitfalls. Panel data methods, limited dependent variable models (logit, probit, ordered logit, and ordered probit), and causal inference approaches. Applications of difference-in-differences, regression discontinuity design, and synthetic control methods. The course culminates in an original empirical research project conducted using Stata.

Name of Lecturer(s)
Lec. Erkam SARI
Learning Outcomes
1.Performs data management, analysis, and visualization tasks using Stata.
2.Selects, estimates, and interprets appropriate econometric models.
3.Evaluates econometric assumptions and assesses model validity.
4.Applies panel data and limited dependent variable models in empirical research.
5.Uses causal inference methods to analyze policy and research questions.
Recommended or Required Reading
1.Wooldridge, J. M. (2020). Introductory econometrics: A modern approach (7th ed.). Cengage Learning.
2.Cunningham, S. (2021). Causal inference: The mixtape. Yale University Press.
Weekly Detailed Course Contents
Week 1 - Theoretical
Course introduction and introduction to Stata
Week 2 - Theoretical
Data management and basic operations in Stata
Week 3 - Theoretical
Descriptive statistics and data visualization
Week 4 - Theoretical
Linear regression models and OLS estimation
Week 5 - Theoretical
OLS assumptions and diagnostic tests
Week 6 - Theoretical
Model building strategies: best practices and common mistakes
Week 7 - Theoretical
Panel data models I
Week 8 - Theoretical
Panel veri modelleri II
Week 9 - Theoretical
Logit and probit models
Week 10 - Theoretical
Ordered logit and ordered probit models
Week 11 - Theoretical
Causal inference: Difference-in-Differences (DiD)
Week 12 - Theoretical
Causal inference: Regression Discontinuity Design (RDD)
Week 13 - Theoretical
Causal inference: Synthetic Control Method (SCM)
Week 14 - Theoretical
Term paper presentations
Assessment Methods and Criteria
Type of AssessmentCountPercent
Attending Lectures10%10
Assignment1%20
Midterm Examination1%20
Final Examination1%50
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory140342
Assignment101010
Individual Work140228
Midterm Examination102020
Final Examination102020
TOTAL WORKLOAD (hours)120
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
OÇ-1
4
4
4
4
4
OÇ-2
4
4
4
4
4
OÇ-3
4
3
3
3
3
OÇ-4
4
3
4
3
4
OÇ-5
3
4
5
4
3
Adnan Menderes University - Information Package / Course Catalogue
2026