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

Advanced Econometrics

Course Code	: İKP603
Course Type	: Area Elective
Couse Group	: Third Cycle (Doctorate Degree)
Education Language	: Turkish
Work Placement	: N/A

Theory	: 3
Prt.	: 0
Credit	: 3
Lab	: 0
ECTS	: 5

Objectives of the Course

Advanced Econometrics II aims at providing advanced econometric skills in the forms of modern time series and panel data. To this end, the students will be encouraged to undertake projects so that they can practice their econometric knowledge with an appropriate econometric software.

Course Content

Dummy variable models, Logit/Probit models, Unit root testing, different Cointegration techniques, ,Error correction models, ARCH and GARCH modeling, panel econometric techniques, different causality analyses will be taught.

Name of Lecturer(s)

Assoc. Prof. Şahin BULUT

Learning Outcomes

1.	Will be able to collect data on economic and social issues.
2.	Will be able to make raw data suitable for statistical and econometric analysis.
3.	Will be able to construct econometric models that explain the mechanisms that make up the data.
4.	Will be able to interpret the results obtained through econometric analysis.
5.	Will be able to conduct an independent empirical research from beginning to end.

Recommended or Required Reading

1.	Wooldridge, J. M., Introductory Econometrics, Thomson, South-Western
2.	Walter Enders, Applied Econometric Time Series, John Wiley & Sons Inc.

Weekly Detailed Course Contents

Week 1 - Theoretical

Stationarity

Week 2 - Theoretical

Unit root testing

Week 3 - Theoretical

Extensions in unit root testing

Week 4 - Theoretical

Cointegration

Week 5 - Theoretical

Extensions in cointegration

Week 6 - Theoretical

Error correction models

Week 7 - Theoretical

Estimation and testing in Error correction models

Week 8 - Intermediate Exam

Mid-Term

Week 9 - Theoretical

Granger Causality testing

Week 10 - Theoretical

ARCH and GARCh models

Week 11 - Theoretical

Estimation and testing in ARCH and GARCH models

Week 12 - Theoretical

Econometric forecasting techniques in panel data model

Week 13 - Theoretical

Pooled data econometric estimation

Week 14 - Theoretical

Panel data econometric estimation

Week 15 - Theoretical

General review and evaluation of the course

Week 16 - Final Exam

Final Exam

Assessment Methods and Criteria

Type of Assessment	Count	Percent
Midterm Examination	1	%40
Final Examination	1	%60

Workload Calculation

Activities	Count	Preparation	Time	Total Work Load (hours)
Lecture - Theory	14	2	3	70
Individual Work	7	2	2	28
Final Examination	1	10	1	11
Board Examination	1	15	1	16
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
OÇ-1	3	3	3	5	4	4	4
OÇ-2	4	4	4	4	4	4	4
OÇ-3	5	5	5	3	3	3	3
OÇ-4	3	5	3	4	4	4	4
OÇ-5	3	5	4	4	4	4	4

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