At the end of this course, the students; 1) Topic of econometrics 2) Regression Models 3) Multicollinearity 4) Autocorrelation
MODE OF DELIVERY
Face to face
PRE-REQUISITES OF THE COURSE
No
RECOMMENDED OPTIONAL PROGRAMME COMPONENT
None
COURSE DEFINITION
Econometrics is a discipline that is a mixture of economic theory, mathematical economic, economical statistics and mathematical statistics. Course will include topic of econometrics, main stages in econometrics researches, data types using econometrics analysis, model equations, variables of model, according to functions-construction- dimension to time and condition to indefiniteness models, linear, parabolic, semi log and double log models, simple and multiple linear regression models, multicollinearity and autocorrelation
COURSE CONTENTS
WEEK
TOPICS
1st Week
Topic of econometrics, main stages in econometrics researches, data types using econometrics analysis
2nd Week
Model equations, variables of model, according to functions- construction- dimension to time and condition to indefiniteness models
3rd Week
Model equations, variables of model, according to functions- construction- dimension to time and condition to indefiniteness models
4th Week
Linear, parabolic, semi log and double log models
5th Week
Linear, parabolic, semi log and double log models
6th Week
Simple linear regression model, estimators of ordinary least squares, interval estimation and hypothesis tests
7th Week
Simple linear regression model, estimators of ordinary least squares, interval estimation and hypothesis tests
8th Week
MIDTERM I
9th Week
Basic linear regression model, estimators of ordinary least squares, interval estimation and hypothesis tests
10th Week
Multiple linear regression model, estimators of ordinary least squares, interval estimation and hypothesis tests
11th Week
Multiple linear regression model, estimators of ordinary least squares, interval estimation and hypothesis tests
12th Week
Multicollinearity and autocorrelation.
13th Week
Multicollinearity and autocorrelation.
14th Week
MIDTERM II
RECOMENDED OR REQUIRED READING
Gujarati D. N. (Çeviri: Şenesen Ü. ve Şenesen G. G.), 1999, Temel Ekonometri, Literatür Yayıncılık.