At the end of this course, the students; 1) Use advanced econometric analysis techniques in the analysis of economic problems. 2) Examine the econometric models used specific to different data types. 3) Apply different econometric analysis methods through the Stata package program.
MODE OF DELIVERY
Face to face
PRE-REQUISITES OF THE COURSE
No
RECOMMENDED OPTIONAL PROGRAMME COMPONENT
None
COURSE DEFINITION
In this course, instrumental variables, simultaneous equation models, binary output models, Tobit model, counting data modeling and panel data models are examined.
COURSE CONTENTS
WEEK
TOPICS
1st Week
Introduction to Stata
2nd Week
Introduction to Stata
3rd Week
Creating Variables and Calculations in Stata
4th Week
Summary Statistics and Graphics in Stata
5th Week
Two-variable Regression Model with Stata
6th Week
Two-variable Regression Model with Stata: Confidence Intervals and Hypothesis Testing
7th Week
Extension of Two-Variable Regression Model: Stata applications
8th Week
Midterm
9th Week
Multiple Regression Analysis in Stata
10th Week
Multiple Regression Analysis in Stata
11th Week
Dummy Variable Regression with Stata
12th Week
Multicollinearity and Model Misspecifications: Stata applications
13th Week
Heteroscedasticity: Stata applications
14th Week
General Review
RECOMENDED OR REQUIRED READING
Readings: Lee C. Adkins and R. Carter Hill, Using Stata for Principles of Econometrics, 4th edition. John Wiley. Supplementary readings: R. Carter Hill, William E. Griffiths and Guay C. Lim, Principles of Econometrics, 4th edition. John Wiley. Damodar Gujarati ve Dawn Porter, Temel Ekonometri, 5. Basımdan çeviri. Çev: Ümit Şenesen ve Gülay Günlük Şenesen. Literatür Yayıncılık, İstanbul. Jeffrey Wooldridge, Introductory Econometrics: A Modern Approach, 5th edition. South-Western Cengage Learning.
PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
Lecture,Discussion,Problem Solving
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
1,5
1,5
Preparation for Quiz
0
0
0
Individual or group work
14
3
42
Preparation for Final exam
1
30
30
Course hours
14
2
28
Preparation for Midterm exam
1
25
25
Laboratory (including preparation)
14
1
14
Final exam
1
1,5
1,5
Homework
1
5
5
Total Workload
147
Total Workload / 30
4,9
ECTS Credits of the Course
5
LANGUAGE OF INSTRUCTION
Turkish
WORK PLACEMENT(S)
No
KEY LEARNING OUTCOMES (KLO) / MATRIX OF LEARNING OUTCOMES (LO)