| TYPE OF COURSE UNIT | Elective Course |
| LEVEL OF COURSE UNIT | Master's Degree With Thesis |
| YEAR OF STUDY | - |
| SEMESTER | - |
| NUMBER OF ECTS CREDITS ALLOCATED | 10 |
| NAME OF LECTURER(S) | -
|
| LEARNING OUTCOMES OF THE COURSE UNIT |
At the end of this course, the students;
1) The student who completes the course can analyze the data by knowing the characteristics of the financial data,
2) can create econometric models for financial markets,
3) can estimate model parameters,
4) can develop financial inferences-strategies, make predictions,
5) can make volatility predictions
6) It is expected to be able to implement in EViews software.
7)
8)
|
| MODE OF DELIVERY | Face to face |
| PRE-REQUISITES OF THE COURSE | No |
| RECOMMENDED OPTIONAL PROGRAMME COMPONENT | |
| COURSE DEFINITION | This course covers Statistical Estimation Theory and Simple Linear Regression. |
| COURSE CONTENTS | | WEEK | TOPICS |
|---|
| 1st Week | Introduction to Econometrics | | 2nd Week | Types of Econometric Models | | 3rd Week | Estimation of Parameters and Tests | | 4th Week | Features of Estimators | | 5th Week | Estimation Methods | | 6th Week | Hypothesis Tests | | 7th Week | Simple Linear Regression Model | | 8th Week | Midterm | | 9th Week | Basic Assumptions | | 10th Week | Estimation of Parameters | | 11th Week | Certainty Coefficients | | 12th Week | t-Test, F-Test and Interval Estimation | | 13th Week | Correlation Coefficient, Estimation and Test | | 14th Week | Relationship Between Correlation and Certainty Coefficients |
|
| RECOMENDED OR REQUIRED READING | Lecture notes |
| PLANNED LEARNING ACTIVITIES AND TEACHING METHODS | Lecture,Questions/Answers,Project,Practice |
| ASSESSMENT METHODS AND CRITERIA | | | Quantity | Percentage(%) |
|---|
| Mid-term | 1 | 40 | | Assignment | 1 | 10 | | Total(%) | | 50 | | Contribution of In-term Studies to Overall Grade(%) | | 50 | | Contribution of Final Examination to Overall Grade(%) | | 50 | | Total(%) | | 100 |
|
| ECTS WORKLOAD |
| Activities |
Number |
Hours |
Workload |
| Midterm exam | 1 | 1 | 1 | | Preparation for Quiz | 2 | 2 | 4 | | Individual or group work | 14 | 14 | 196 | | Preparation for Final exam | 1 | 35 | 35 | | Course hours | 14 | 3 | 42 | | Preparation for Midterm exam | 1 | 30 | 30 | | Laboratory (including preparation) | | | | | Final exam | 1 | 2 | 2 | | Homework | | | | | Total Workload | | | 310 |
|---|
| Total Workload / 30 | | | 10,33 |
|---|
| ECTS Credits of the Course | | | 10 |
|---|
|
| LANGUAGE OF INSTRUCTION | Turkish |
| WORK PLACEMENT(S) | No |
| | |
