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COURSE UNIT TITLECOURSE UNIT CODESEMESTERTHEORY + PRACTICE (Hour)ECTS
ECONOMETRICS II ECON342 Sixth Term (Spring) 3 + 0 5

TYPE OF COURSE UNITCompulsory Course
LEVEL OF COURSE UNITBachelor's Degree
YEAR OF STUDY3
SEMESTERSixth Term (Spring)
NUMBER OF ECTS CREDITS ALLOCATED5
NAME OF LECTURER(S)Associate Professor Didem Pekkurnaz
LEARNING OUTCOMES OF THE COURSE UNIT At the end of this course, the students;
1) Explain the limitations of the regression model and possible remedies.
2) Use appropriate econometric tools to detect basic econometric problems in the regression model.
3) Test the validity of different models by using appropriate econometric tools.
4) Examine extensions to the basic regression model which address special features of different data structures.
5) Performs and interprets econometric analysis using a software package.
MODE OF DELIVERYFace to face
PRE-REQUISITES OF THE COURSENo
RECOMMENDED OPTIONAL PROGRAMME COMPONENTNone
COURSE DEFINITIONThis course is a continuation of the Econometrics I course. Multicollinearity, heteroscedasticity, autocorrelation, econometric modeling, dynamic econometric models, time series econometrics and qualitative responsive regression models are discussed.
COURSE CONTENTS
WEEKTOPICS
1st Week Multicollinearity
2nd Week Multicollinearity Continued
3rd Week Heteroscedasticity
4th Week Heteroscedasticity Continued
5th Week Autocorrelation
6th Week Autocorrelation Continued
7th Week Econometric Modeling
8th Week Midterm
9th Week Econometric Modeling Continued
10th Week Dynamic Econometric Models
11th Week Time Series Econometrics
12th Week Time Series Econometrics Continued
13th Week Qualitative Responsive Regression Models
14th Week Qualitative Responsive Regression Models Continued
RECOMENDED OR REQUIRED READINGDamodar N. Gujarati ve Dawn C. Porter, Temel Ekonometri, 5. Basımdan çeviri. Çev: Ümit Şenesen ve Gülay Günlük Şenesen. Literatür Yayınları, İstanbul.
Lee C. Adkins and R. Carter Hill, Using Stata for Principles of Econometrics, 4th Edition. John Wiley & Sons, Inc.
Jeffrey M. Wooldridge, Ekonometriye Giriş 1-Modern Yaklaşım, 4. Basımdan çeviri. Çeviri Editörü: Prof. Dr. Ebru Çağlayan Akay. Nobel Akademik Yayıncılık.
Jeffrey M. Wooldridge, Ekonometriye Giriş 2-Modern Yaklaşım, 4. Basımdan çeviri. Çeviri Editörü: Prof. Dr. Ebru Çağlayan Akay. Nobel Akademik Yayıncılık.
PLANNED LEARNING ACTIVITIES AND TEACHING METHODSLecture,Discussion,Problem Solving,Practice
ASSESSMENT METHODS AND CRITERIA
 QuantityPercentage(%)
Mid-term140
Quiz215
Total(%)55
Contribution of In-term Studies to Overall Grade(%)55
Contribution of Final Examination to Overall Grade(%)45
Total(%)100
ECTS WORKLOAD
Activities Number Hours Workload
Midterm exam11,51,5
Preparation for Quiz21020
Individual or group work14342
Preparation for Final exam12525
Course hours14342
Preparation for Midterm exam12020
Laboratory (including preparation)000
Final exam11,51,5
Homework000
Total Workload152
Total Workload / 305,06
ECTS Credits of the Course5
LANGUAGE OF INSTRUCTIONTurkish
WORK PLACEMENT(S)No
  

KEY LEARNING OUTCOMES (KLO) / MATRIX OF LEARNING OUTCOMES (LO)
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