Information Package / Course Catalogue
Applied Econometrics
Course Code: MHY613
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

To test the economic models with the help of econometric methods whom are subject to economic theory and to make the stundet gain foresight and forecast ability that would give him/her self confidence.

Course Content

In scientific studies on economics and econometrics; Linear regression model, applications of simple and multiple regression techniques, data problems, model definition errors, parameter determination problem, nonlinear regression, simultaneous equation systems, limited dependent variables models, time series models, non-stationary series and autocorrelation, use of panel data.

Name of Lecturer(s)
Learning Outcomes
1.To be able to distinguish econometric models
2.To be able internalize and to explain the mathematical statistical techniques which is reference for econometric models in practice.
3.To be able to do hypothesis tests and to obtain parametrical predictors intended for economic models.
4.To be able to make prediction through parametrical predictors that were obtained from econometric models.
5.To be able to test the critics directed to econometric models through primary and secondary datas.
Recommended or Required Reading
1.- Gujarati, Damodar N. (1995), Basic Econometrics, 3rd Ed., Literatür Yay., Istanbul.
Weekly Detailed Course Contents
Week 1 - Theoretical
Introduction of Econometric programs: Eviews
Week 2 - Theoretical
Regression analysis with two variables
Week 3 - Theoretical
Hypothesis tests
Week 4 - Theoretical
Multiple Regression Analysis: Forecasting
Week 5 - Theoretical
Multiple Regression Analysis: Interpration of results
Week 6 - Theoretical
Multiple linearity, Heteroscedasticity and inherent problem of correlation
Week 7 - Theoretical
Econometric modelling
Week 8 - Intermediate Exam
Mid Term
Week 9 - Theoretical
Models with qualitatif dependent variables
Week 10 - Theoretical
Dynamic econometric modeling
Week 11 - Theoretical
Simultaneous equation models
Week 12 - Theoretical
Time series analysis (introduction and stability)
Week 13 - Theoretical
Time series analysis (conintegration)
Week 14 - Theoretical
VAR Models
Week 15 - Theoretical
General Evaluation
Week 16 - Final Exam
Final Exam
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory142370
Individual Work72228
Midterm Examination110111
Final Examination115116
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
PÇ-8
PÇ-9
OÇ-1
4
3
4
5
4
5
4
3
4
OÇ-2
5
4
3
4
5
4
5
3
3
OÇ-3
4
3
4
3
4
5
4
3
4
OÇ-4
3
4
3
5
4
3
4
3
4
OÇ-5
4
3
4
5
4
3
4
3
4
Adnan Menderes University - Information Package / Course Catalogue
2026