Information Package / Course Catalogue
Panel Data Econometrıcs
Course Code: EKO637
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

Learning panel data analysis methods

Course Content

The concept of panel data, panel data models and tests, tests for problems in panel models

Name of Lecturer(s)
Learning Outcomes
1.Be able to collect raw data related to micro economic topics, and make them ready for statistical and econometric analysis.
2.Demonstrate understanding of building econometric models that describe the data generating process behind data.
3.Identify problems with existing econometric models so that the learner could employ appropriate econometric tools to solve the problem.
4.Be able to interpret the estimation results so that the learner can draw implications from the results.
5.Demonstrate engaging an independent empirical research in order to prepare a tem project.
Recommended or Required Reading
1.Badi H. Baltagi Econometrics Analysis of Panel Data 2nd Ed. Wiley
2.Lecture Notes
Weekly Detailed Course Contents
Week 1 - Theoretical
Introduction
Week 2 - Theoretical
Math and Statistics Review
Week 3 - Theoretical
The one-way error component regression model
Week 4 - Theoretical
Heteroskedasticity and serial correlation in the error component model
Week 5 - Theoretical
Seemingly unrelated regressions with error components
Week 6 - Theoretical
Seemingly unrelated regressions with error components
Week 7 - Theoretical
Simultaneous equations with error components
Week 8 - Theoretical
Simultaneous equations with error components
Week 9 - Theoretical
Dynamic panel data models
Week 10 - Theoretical
Dynamic panel data models
Week 11 - Theoretical
Dynamic panel data models
Week 12 - Theoretical
Dynamic panel data models
Week 13 - Theoretical
Unbalanced panel data models
Week 14 - Theoretical
Unbalanced panel data models
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
4
4
4
4
4
4
4
4
4
4
4
4
4
OÇ-2
4
4
4
4
4
4
4
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