| 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) | Associate Professor Didem Pekkurnaz
|
| LEARNING OUTCOMES OF THE COURSE UNIT |
At the end of this course, the students;
1) learn details about the problems of estimation and inference of two-variable and multiple regression analyses (such as hypothesis testing, confidence interval, prediction, coefficient of determination and functional forms), dummy variable regression models, and other topics in econometrics such as multicollinearity and heteroscedasticity.
|
| MODE OF DELIVERY | Face to face |
| PRE-REQUISITES OF THE COURSE | No |
| RECOMMENDED OPTIONAL PROGRAMME COMPONENT | None |
| COURSE DEFINITION | The Econometrics course covers the basis of regression modeling, which students will consider in the empirical parts of their academic studies, and the assumptions underlying regression analysis and different types of modeling. |
| COURSE CONTENTS | | WEEK | TOPICS |
|---|
| 1st Week | The Nature of Regression Analysis | | 2nd Week | Two-Variable Regression Analysis: Some Basic Ideas | | 3rd Week | Two-Variable Regression Model: The Problem of Estimation | | 4th Week | Classical Normal Linear Regression | | 5th Week | Two-Variable Regression: Interval Estimation and Hypothesis Testing | | 6th Week | Extensions of the Two-Variable Linear Regression Model | | 7th Week | Multiple Regression Analysis: The Problem of Estimation | | 8th Week | Mid-Term | | 9th Week | Multiple Regression Analysis: The Problem of Inference | | 10th Week | Dummy Variable Regression Models | | 11th Week | Multicollinearity | | 12th Week | Heteroscedasticity | | 13th Week | Econometric Modeling | | 14th Week | Econometric Modeling |
|
| RECOMENDED OR REQUIRED READING | Gujarati, D., Porter, D. (2008) Basic Econometrics. 5/E McGraw-Hill.
Wooldridge, J. (2009) Introductory Econometrics: A Modern Approach, 4/E South-Western Cengage Learning. |
| PLANNED LEARNING ACTIVITIES AND TEACHING METHODS | Lecture,Discussion,Problem Solving |
| ASSESSMENT METHODS AND CRITERIA | | | Quantity | Percentage(%) |
|---|
| Mid-term | 1 | 40 | | Quiz | 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 | 2 | 2 | | Preparation for Quiz | 1 | 55 | 55 | | Individual or group work | 14 | 5 | 70 | | Preparation for Final exam | 1 | 70 | 70 | | Course hours | 14 | 3 | 42 | | Preparation for Midterm exam | 1 | 60 | 60 | | Laboratory (including preparation) | | | | | Final exam | 1 | 2 | 2 | | Homework | | | | | Total Workload | | | 301 |
|---|
| Total Workload / 30 | | | 10,03 |
|---|
| ECTS Credits of the Course | | | 10 |
|---|
|
| LANGUAGE OF INSTRUCTION | Turkish |
| WORK PLACEMENT(S) | No |
| | |
