Information Package / Course Catalogue
Financial Econometrics II
Course Code: UEK504
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

Course Content

Name of Lecturer(s)
Lec. Ahmet ÜNLÜ
Learning Outcomes
1.
2.
3.
4.
5.
Recommended or Required Reading
5.Woodridge, Jeffrey M. (2009), Introductory Econometrics: A modern Approach, Fourth Edition, South-Western College Publishing.
Weekly Detailed Course Contents
Week 1 - Theoretical
Specification of Multiple Linear Regression Model
Week 2 - Theoretical
OLS Estimation of Multiple Linear Regression Model
Week 3 - Theoretical
Inference from Multiple Linear Regression Model
Week 4 - Theoretical
Small Sample Properties of Regression Model
Week 5 - Theoretical
Functional Forms
Week 6 - Theoretical
Variable Transformations
Week 7 - Theoretical
Other Specification Issues(Midterm exam)
Week 8 - Theoretical
Dummy Independent Variables
Week 9 - Theoretical
Nature of Time Series Data
Week 10 - Theoretical
Deterministic Trend and Structural Break
Week 11 - Theoretical
Large Sample Properties of Regression Model
Week 12 - Theoretical
Nature and Consequences of Heteroskedasticity
Week 13 - Theoretical
Testing for Heteroskedasticity
Week 14 - Theoretical
Weighted (Generalized) Least Squares
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory1463126
TOTAL WORKLOAD (hours)126
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
OÇ-1
3
3
3
4
3
OÇ-2
3
3
4
5
4
OÇ-3
3
4
3
4
3
OÇ-4
3
3
4
3
3
OÇ-5
2
4
3
4
3
Adnan Menderes University - Information Package / Course Catalogue
2026