Information Package
baskent.edu.tr

Program of Economics (Turkish)

ECON342

ECONOMETRICS II

Course Code
ECON342
Semester
Sixth Term (Spring)
Theory+Practice
3 + 0
ECTS
5
Course TypeCompulsory Course
Course LevelBachelor's Degree
Year of Study3
SemesterSixth Term (Spring)
ECTS5
Name of Lecturer(s)
Learning Outcomes

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
PrerequisitesNo
Recommended Optional Programme ComponentsECON341
Course DescriptionThis 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
1st Week Multicollinearity
2nd Week Multicollinearity
3rd Week Heteroscedasticity
4th Week Heteroscedasticity
5th Week Autocorrelation
6th Week Autocorrelation
7th Week Midterm
8th Week Econometric Modeling
9th Week Econometric Modeling
10th Week Dynamic Econometric Models
11th Week Dynamic Econometric Models
12th Week Time Series Econometrics
13th Week Time Series Econometrics
14th Week Qualitative Responsive Regression Models
Recommended 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 Methods
  • Lecture
  • Discussion
  • Problem Solving
  • Practice
Assessment Methods and Criteria
Quantity Percentage (%)
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
ECTS Allocated Based on Student Workload
Activities Quantity Duration (Hour) Total Workload (Hour)
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 Work Load152
Total Work Load / 30 (h)5.06
ECTS Credit of the Course5
Language of InstructionTurkish
Work Placement(s)No

Programme Qualifications / Learning Outcomes

LO1 LO2 LO3 LO4 LO5
K1 X
K2 X
K3
K4 X X
K5 X X X
K6
K7 X X X X X
K8 X
K9 X
K10
K11
K12
K13