| Course Type | Elective Course |
|---|
| Course Level | Master's Degree With Thesis |
|---|
| Year of Study | - |
|---|
| Semester | - |
|---|
| ECTS | 10 |
|---|
| Name of Lecturer(s) |
- |
| Learning Outcomes |
At the end of this course, the students;
- The student who completes the course can analyze the data by knowing the characteristics of the financial data,
- can create econometric models for financial markets,
- can estimate model parameters,
- can develop financial inferences-strategies, make predictions,
- can make volatility predictions
- It is expected to be able to implement in EViews software.
|
| Mode of Delivery | Face to face |
|---|
| Prerequisites | No |
|---|
| Recommended Optional Programme Components | |
|---|
| Course Description | 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 |
|
| Recommended 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 Allocated Based on Student Workload |
| Activities |
Quantity |
Duration (Hour) |
Total Workload (Hour) |
| 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 Work Load | 310 |
| Total Work Load / 30 (h) | 10.33 |
| ECTS Credit of the Course | 10 |
|
| Language of Instruction | Turkish |
|---|
| Work Placement(s) | No |
|---|
