Information Package / Course Catalogue
Time Series Econometrics I
Course Code: EKO617
Course Type: Area Elective
Couse Group: Third Cycle (Doctorate Degree)
Education Language: Turkish
Work Placement: None
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 5
Objectives of the Course

The purpose of this course is to provide competence in the application of advanced micro-economic analysis to the economy.

Course Content

Time series graph, stocastic proceses, transformation, covariation, stationarity, trend, otocorelation, stationarity time series, moving average proceses, otoregressive proceses, mixed models, general linear proceses, residual analysis, determination of models, forcasting, nonstationary series, seasional models

Name of Lecturer(s)
Learning Outcomes
1.Students' time series econometrics knowledge is developed at the PhD level.
2.Time series often found in "stasis, trend, seasonal influence," such as the consolidation of concepts is provided.
3.Can make a statement about subjects, can define the terms
4.Can make an interdisiplinary connection over the course subjects
5.Can make an analysis about subjects and can comment on economy
Recommended or Required Reading
1.Sevüktekin, M. ve Nargeleçekenler, M., (2007) Ekonometrik Zaman Serileri Analizi, Nobel Yayın
Weekly Detailed Course Contents
Week 1 - Theoretical
Time series analysis
Week 2 - Theoretical
Time series graph transformations
Week 3 - Theoretical
Stochastic processes
Week 4 - Theoretical
Averages
Week 5 - Theoretical
covariances
Week 6 - Theoretical
Stationarity, trend, autocorrelation
Week 7 - Theoretical
Stationarity, trend, autocorrelation
Week 8 - Theoretical
Stationary time series
Week 9 - Theoretical
Stationary time series
Week 10 - Theoretical
Stationary time series
Week 11 - Theoretical
Nonstationary time series
Week 12 - Theoretical
Moving average processes
Week 13 - Theoretical
Autoregressive processes
Week 14 - Theoretical
determination of the Model
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory143384
Midterm Examination110313
Final Examination120323
TOTAL WORKLOAD (hours)120
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
PÇ-13
OÇ-1
5
4
4
4
3
4
5
4
4
4
4
4
4
OÇ-2
5
4
4
4
3
4
5
4
4
4
4
4
4
OÇ-3
4
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
4
OÇ-5
4
4
4
4
4
4
4
4
4
4
4
4
4
Adnan Menderes University - Information Package / Course Catalogue
2026