TYPE OF COURSE UNIT | Compulsory Course |
LEVEL OF COURSE UNIT | Bachelor's Degree |
YEAR OF STUDY | 3 |
SEMESTER | Sixth Term (Spring) |
NUMBER OF ECTS CREDITS ALLOCATED | 5 |
NAME OF LECTURER(S) | Associate Professor Didem Pekkurnaz
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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.
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MODE OF DELIVERY | Face to face |
PRE-REQUISITES OF THE COURSE | No |
RECOMMENDED OPTIONAL PROGRAMME COMPONENT | None |
COURSE DEFINITION | This 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 | WEEK | TOPICS |
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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 |
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RECOMENDED OR REQUIRED READING | Damodar N. Gujarati and Dawn C. Porter, Basic Econometrics, 5th Edition. McGraw-Hill/Irwin. Lee C. Adkins and R. Carter Hill, Using Stata for Principles of Econometrics, 4th Edition. John Wiley & Sons, Inc. Jeffrey M. Wooldridge, Introductory Econometrics: Modern Approach, 5th Edition. South-Western, Cengage Learning.
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PLANNED LEARNING ACTIVITIES AND TEACHING METHODS | Lecture,Discussion,Problem Solving,Practice |
ASSESSMENT METHODS AND CRITERIA | | Quantity | Percentage(%) |
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Mid-term | 1 | 40 | Quiz | 2 | 15 | Total(%) | | 55 | Contribution of In-term Studies to Overall Grade(%) | | 55 | Contribution of Final Examination to Overall Grade(%) | | 45 | Total(%) | | 100 |
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ECTS WORKLOAD |
Activities |
Number |
Hours |
Workload |
Midterm exam | 1 | 1,5 | 1,5 | Preparation for Quiz | 2 | 10 | 20 | Individual or group work | 14 | 3 | 42 | Preparation for Final exam | 1 | 25 | 25 | Course hours | 14 | 3 | 42 | Preparation for Midterm exam | 1 | 20 | 20 | Laboratory (including preparation) | 0 | 0 | 0 | Final exam | 1 | 1,5 | 1,5 | Homework | 0 | 0 | 0 | Total Workload | | | 152 |
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Total Workload / 30 | | | 5,06 |
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ECTS Credits of the Course | | | 5 |
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LANGUAGE OF INSTRUCTION | English |
WORK PLACEMENT(S) | No |
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