- Course Code
- ECO342
- Semester
- Sixth Term (Spring)
- Theory+Practice
- 3 + 0
- ECTS
- 5
| Course Type | Compulsory Course |
|---|
| Course Level | Bachelor's Degree |
|---|
| Year of Study | 3 |
|---|
| Semester | Sixth Term (Spring) |
|---|
| ECTS | 5 |
|---|
| Name of Lecturer(s) |
|
| Learning Outcomes |
At the end of this course, the students;
- Explain the limitations of the regression model and possible remedies.
- Use appropriate econometric tools to detect basic econometric problems in the regression model.
- Test the validity of different models by using appropriate econometric tools.
- Examine extensions to the basic regression model which address special features of different data structures.
- Performs and interprets econometric analysis using a software package.
|
| Mode of Delivery | Face to face |
|---|
| Prerequisites | No |
|---|
| Recommended Optional Programme Components | ECO341 |
|---|
| Course Description | 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 |
|
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 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.
|
|---|
| 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 Load | 152 |
| Total Work Load / 30 (h) | 5.06 |
| ECTS Credit of the Course | 5 |
|
| Language of Instruction | English |
|---|
| Work Placement(s) | No |
|---|
Programme Qualifications / Learning Outcomes
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LO1 |
LO2 |
LO3 |
LO4 |
LO5 |
| K1 |
X |
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| K2 |
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X |
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| K3 |
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| K4 |
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X |
X |
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| K5 |
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X |
X |
X |
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| K6 |
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| K7 |
X |
X |
X |
X |
X |
| K8 |
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X |
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| K9 |
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X |
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| K10 |
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| K11 |
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| K12 |
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| K13 |
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